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Mathematical descriptions of, and an algorithm for, making big decisions in the face of uncertainty in a dynamic world.


Speaker: David Woodruff, UC Davis School of Management
Location: 140 Physics/Geol
Start time: Thu, Oct 27 2005, 12:10PM

Abstract: We will describe optimization models and an algorithm for optimization problems where there are time stages, integer variables and uncertainty. Recent computational experience with the progressive hedging algorithm of Rockafeller and Wets applied to a very large logistics problem will be discussed.