Title: How IBM enables industries to better leverage optimisation technology?Speaker: Dr. Mozafar Hajian Affiliation: Location: 219A William Penney Lab (entrance from walkway) Time: 2:00pmAbstract. IBM ILOG CPLEX Optimisation Studio is used by leading academic & business institutions to rapidly create both mathematical programming and constraint programming models. It is used to build efficient optimisation models... Read more »

Title: Decision rules for information discovery in multi-stage stochastic programmingSpeaker: Phebe VayanosAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Stochastic programming and robust optimization are disciplines concerned with optimal decision-making under uncertainty over time. Traditional models and solution algorithms have been tailored to problems where the order in... Read more »

Title: A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization Speaker: Michael HadjiyiannisAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Robust dynamic optimization problems involving adaptive decisions are computationally intractable in general. Tractable upper bounding approximations can be obtained by requiring the... Read more »

Title: Scenario-Free Stochastic Programming with Polynomial Decision RulesSpeaker: Dimitra BampouAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Multi-stage stochastic programming provides a versatile framework for optimal decision making under uncertainty, but it gives rise to hard functional optimization problems since the adaptive recourse decisions must be modeled as... Read more »