Upcoming Seminar |
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H.I. Gassman,
Tuesday May 30th, 2006 |
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| Title: | "AN INTRODUCTION TO STOCHASTIC PROGRAMMING " | |
| Speaker: | H. I. Gassman | |
| Hails from: | Dalhousie University, Halifax | |
| Lecture date: | Tuesday, April 18th, 2006 | |
| Time: | 4:00 PM | |
| Place of Talk: | Tech M228 [The Technological Institute, Room M228] 2145 Sheridan Road, Evanston IL |
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| Abstract: | 2005 marked the 50th anniversary of stochastic programming. In that year two articles were published (by G.B. Dantzig in Management Science and E.M.L. Beale in the Journal of the Royal Statistical Society) that formulated the first stochastic linear programs and gave algorithms for their solution. I will give an introduction to the field, using different problem formulations, and I will describe several general classes of algorithms. My particular interest lies in representations of stochastic programs, and I will describe different approaches, including the SMPS format, algebraic modeling languages, internal data structures, as well as a new approach using XML. | |
| Bio: | Further information about the speaker is at http://myweb.dal.ca/gassmann/ . | |
