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X-WR-CALNAME:Computational Optimisation Group
X-ORIGINAL-URL:http://optimisation.doc.ic.ac.uk
X-WR-CALDESC:Events for Computational Optimisation Group
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DTSTART:20150101T000000
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BEGIN:VEVENT
DTSTART;TZID=UTC:20160208T160000
DTEND;TZID=UTC:20160208T160000
DTSTAMP:20260517T075131
CREATED:20170124T102135Z
LAST-MODIFIED:20170124T102135Z
UID:545-1454947200-1454947200@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: Revenue-Optimising Scheduling in Parallel Stochastic Networks
DESCRIPTION:Title: Revenue-Optimising Scheduling in Parallel Stochastic NetworksSpeaker: Dr. Giuliano CasaleAffiliation: Department of Computing – Imperial College LondonLocation: Room 145 Huxley BuildingTime: 4:00pm \nAbstract. Cloud applications are often deployed on multiple virtual machines (VMs) with heterogeneous compute capacities. In this setting\, we consider the optimal static scheduling of users to application servers hosted in a set of parallel VMs. Our investigation seeks for a revenue-maximizing solution subject to resource utilization constraints\, multiple classes of users\, and a stochastic queueing-based description of latency experienced by the users at the VMs.After overviewing the general characteristics of scheduling in queueing networks\, and the underpinning optimization programs\, I will show that under a limiting regime this problem reduces to a bilinear optimization program. I will then introduce an heuristic solution for this program and determine an optimality gap. I will also demonstrate the effectiveness of this heuristic in a real system implementation and in comparison to approximate solutions that rely on convex formulations. \nAbout the speaker.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-revenue-optimising-scheduling-in-parallel-stochastic-networks/
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BEGIN:VEVENT
DTSTART;TZID=UTC:20160224T160000
DTEND;TZID=UTC:20160224T160000
DTSTAMP:20260517T075131
CREATED:20170124T102134Z
LAST-MODIFIED:20170124T102134Z
UID:544-1456329600-1456329600@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: On the standard pooling problem and strong valid inequalities
DESCRIPTION:Title: On the standard pooling problem and strong valid inequalitiesSpeaker: Dr. Claudia D AmbrosioAffiliation: Laboratory for Information – Ecole PolytechniqueLocation: Room 311 Huxley BuildingTime: 4:00pm \nAbstract. The focus of this talk will be on the standard pooling problem\, i.e.\, a continuous\, non-convex optimization problem arising in the chemical engineering context. First\, we will introduce the problem that consists of finding the optimal composition of final products obtained by blending in pools different percentages of raw materials. Bilinear terms arise from the requirements on the quality of certain attributes of the final products. The quality is a linear combination of the attributes of the raw materials and intermediate products that compose the final product. Three different classical formulations have been proposed in the literature and their characteristics will be discussed and analysed. In the second part of the talk\, strong relaxations for the pooling problem will be presented. In particular\, we studied a structured non-convex subset of some special cases to derive valid nonlinear convex inequalities that we conjecture\, and proved for a particular case\, to define the convex hull of the non-convex subset. Preliminary computational results on instances from the literature are reported and demonstrate the utility of the inequalities when used in a global optimization solver. This is a joint work with Jeff Linderoth (University of Wisconsin-Madison)\, James Luedtke (University of Wisconsin-Madison)\, Jonas Schweiger (IBM). \nAbout the speaker. Claudia D’Ambrosio is a research scientist (chargé de recherche) at CNRS affiliated at LIX\, Ecole Polytechnique (France). She holds a Computer Science Engineering Master Degree and a PhD in Operations Research from University of Bologna (Italy). Her research speciality is mixed integer nonlinear programming. During her whole carrier\, she was involved both in theoretical and applied research projects. She was awarder the EURO Doctoral Dissertation Award for her PhD thesis supervised by Professor Andrea Lodi and the 2nd award “Prix Robert Faure” (3 candidates are awarded every 3 years) granted by ROADEF society. or more detailed info:
URL:http://optimisation.doc.ic.ac.uk/event/seminar-on-the-standard-pooling-problem-and-strong-valid-inequalities/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20160226T160000
DTEND;TZID=UTC:20160226T160000
DTSTAMP:20260517T075131
CREATED:20170124T102134Z
LAST-MODIFIED:20170124T102134Z
UID:543-1456502400-1456502400@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: Large-scale MILP and MINLP problems in power system planning
DESCRIPTION:Title: Large-scale MILP and MINLP problems in power system planningSpeaker: Dr. Ioannis KonstantelosAffiliation: Department of Electrical and Electronic Engineering – Imperial College LondonLocation: Room 218 Huxley BuildingTime: 4:00pm \nAbstract. Achieving the ambitious decarbonization goals set by governments worldwide will entail significant changes to the way electrical energy is generated\, transmitted and used. The cost-effective integration of inflexible low-carbon plant within conventional energy systems constitutes a significant challenge. Furthermore\, transmission planners are unable to make fully-informed decisions due to the increasing uncertainty that surrounds future system developments.  Recently\, it has been shown that stochastic system planning based on scenario trees enables the identification of strategic opportunities for the management of long-term uncertainty. However\, the description of these problems is given by large MILP models which contain thousands of binary variables and tens of millions of continuous variables and constraints. After reviewing the general characteristics of the stochastic multi-stage transmission planning problem we will present two novel solution algorithms; one based on hierarchical decomposition and one on temporal problem splitting. We will demonstrate their computational benefits and highlight how efficient solutions can inform the real-world planning process. We will also present a typology of MILP and MINLP problems encountered in energy system planning and operation. \nAbout the speaker. Ioannis Konstantelos is a Research Associate in the Control and Power group\, Electrical Engineering\, Imperial College London. He obtained a PhD from Imperial College in 2013. His work has focused on the development of optimisation models for transmission and distribution system planning and operation aimed at valuing the benefit of new technologies\, demonstrating the strategic value of storage and demand-side response and other flexible technologies when facing long-term uncertainty. His research interests include the application of decomposition and machine learning techniques to large-scale optimization problems for energy systems.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-large-scale-milp-and-minlp-problems-in-power-system-planning/
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