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UID:0-8269@eng.ufl.edu
DTSTART;TZID=America/New_York:20260227T104000
DTEND;TZID=America/New_York:20260227T113000
DTSTAMP:20260224T204829Z
URL:https://www.eng.ufl.edu/news-events/events/ise-seminar-raman-shivakuma
 r-2/
SUMMARY:ISE Seminar: Raman Shivakumar
DESCRIPTION:https://ufl.zoom.us/j/98155004142?pwd=2KyFaTolVBWl4OTM4AmI8Jv1v
 VfPzH.1\n\nJeff Linderoth\nHarvey D. Spangler Professor\nDept. of Industri
 al and Systems Engineering University of Wisconsin-Madison\n\n\nTitle: Pro
 bing Enhanced Stochastic Programming\n\nAbstract:\n\nWe consider a two-sta
 ge stochastic decision problem where the decision-maker has the opportunit
 y to obtain information about the distribution of the random variables X t
 hrough a set of discrete actions that we refer to as probing.  Specificall
 y\, probing allows the decision-maker to observe components of a random ve
 ctor Y that is jointly-distributed with X. We propose a three-stage optimi
 zation model for this problem\, wherein the first-stage variables select c
 omponents of Y to observe\, and decisions in subsequent stages must be con
 sistent with the obtained information.  In the case that X and Y have fini
 te support\, Goel and Grossmann gave a mixed-integer programming formulati
 on of this problem whose size is proportional to the square of cardinality
  of the sample space of the random variables.   We propose to solve the mo
 del using bounds obtained from an information-based relaxation\, combined 
 with a branching scheme that enforces the consistency of decisions with ob
 served information.  The branch-and-bound approach can naturally be combin
 ed with sampling in order to estimate both lower and upper bounds on the o
 ptimal solution value.  We demonstrate the scalability of our approach aga
 inst the exact MIP formulation on instances of a stochastic facility locat
 ion problem.\n\nBio: Jeff Linderoth is the Harvey D. Spangler Professor in
  the department of Industrial and Systems Engineering at the University of
  Wisconsin-Madison. Prof. Linderoth holds a courtesy appointment in the Co
 mputer Sciences department and as a Discovery Fellow at the Wisconsin Inst
 itutes of Discovery. Dr. Linderoth received his Ph.D. degree from the Geor
 gia Institute of Technology in 1998. He was previously employed in the Mat
 hematics and Computer Science Division at Argonne National Laboratory\, wi
 th the financial products firm of Axioma\, and as an Assistant Professor a
 t Lehigh University. His awards include an Early Career Award from the Dep
 artment of Energy\, the SIAM Activity Group on Optimization Prize\, and th
 e INFORMS Computing Society (ICS) Prize.  He currently serves as chairpers
 on of the INFORMS Optimization Society.  He 2016\, he was elected to membe
 rship as an INFORMS Fellow.\n
CATEGORIES:Seminars
LOCATION:100 Williamson Hall\, 1843 Stadium Rd\, Gainesville\, Fl\, 32611\,
  United States
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=1843 Stadium Rd\, Gainesvil
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