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Speaker:	Jean-Paul Watson, Sandia National Laboratories
Related Webpage:	https://cfwebprod.sandia.gov/cfdocs/CompResearch/templates/insert/profile.cfm?snl_id=90673
Location:	1147 Mathematical Sciences Building
Start time:	Tue, Oct 25 2016, 2:10PM

Description

Applications of and Challenges Associated With Stochastic Optimization "In the Wild"

Due to recent advances in both mathematics and algorithmics, stochastic optimization models are now to the point where they are starting to become computationally tractable at reasonable scales. However, significant challenges remain on both fronts, in terms of both problem classes and application environments that can be addressed. In this talk, I will discuss key applications of stochastic optimization in two large and related application spaces: critical infrastructure protection and power systems operations / planning. The talk will focus on both the applications themselves and mathematical and computational challenges that are inhibiting the broader adoption of stochastic optimization in these contexts.

Dr. Jean-Paul Watson is a Distinguished Member of Technical Staff in the Discrete Math and Optimization Department in the Center for Computing Research at Sandia National Laboratories, sited in Albuquerque, New Mexico. Dr. Watson specializes in the development and analysis of scalable solvers for stochastic optimization, with specific application to power and related critical infrastructure systems. He also has significant expertise in the development and deployment of open-source optimization software, including Pyomo (http://www.pyomo.org).

A career Q&A session will follow immediately after the presentation. Graduate students are especially encouraged to attend.