[CCoE Notice] Industrial Engineering Seminar Announcement

[Tekin, Eylem]

When:  Tuesday, March 4, 2014
Time:    9:00 - 10:00 am
Where:  Room 102D

TITLE: Multistage Integer Programming: Complexity and Algorithms

ABSTRACT:

In this talk, we'll discuss multistage integer programs, a broad class that includes many important subclasses. Optimization problems with multiple stages arise in two distinct settings. In game theory, such problems model the decision processes of players in competition, while in stochastic programming, such problems model a decision process that unfolds over time, subject to intervening uncertainty. In both cases, decisions must be made in the first stage subject to uncertainty about the future. When integer variables are involved, these problems become extraordinarily difficult to solve. In this talk, we'll give a broad overview of the challenges involved and describe an algorithmic framework for solution, focusing on the case of two-stage stochastic programming with recourse.

BIO

Dr. Ralphs received his B.S. and M.S. in Mathematics from Carnegie-Mellon University in 1991 and an M.S. and Ph.D. in Operations Research from Cornell University in 1995. He is currently an associate professor in the Department of Industrial and Systems Engineering at Lehigh University, where he is co-founder and director of the Laboratory for Computational Optimization Research, and chair of Lehigh's High-performance Computing Steering Committee. He is a co-founder of the COIN-OR Foundation, a non-profit foundation promoting the development of open source software for operations research and currently serves as chair of its Technical Leadership Council and member of its Strategic Leadership Board, as well as project manager of a half-dozen projects hosted in the COIN-OR open source software repository. Dr. Ralphs serves in an editorial capacity for several journals and is a topical editor for the Encyclopedia of Operations Research and Management Science. Dr. Ralphs' research is in computational optimization and high-performance computing. His interests include development of theory and methodology for solving single-level, multi-level, multi-stage, and multi-objective integer programs,  development of parallel search algorithms, development of open source software, and applications of integer programming.

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