BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Memento EPFL//
BEGIN:VEVENT
SUMMARY:Mixed-Integer Adaptive Optimization
DTSTART:20160527T101500
DTEND:20160527T111500
DTSTAMP:20260410T102730Z
UID:7e2872d8c2b1c3b12582afc56a9371acad17d13246ce3d075920e0f8
CATEGORIES:Conferences - Seminars
DESCRIPTION:Angelos Georghiou\nDecision making under uncertainty has a lon
 g and distinguished history in operations research. However\, most of the 
 existing solution techniques suffer from the curse of dimensionality\, whi
 ch restricts their applicability to small and medium-sized problems\, or t
 hey rely on simplifying modeling assumptions (e.g. absence of recourse act
 ions). Recently\, a new solution technique has been proposed\, which is re
 ferred to as the decision rule approach. By approximating the feasible reg
 ion of the decision problem\, the decision rule approach aims to achieve t
 ractability without changing the fundamental structure of the problem. Des
 pite their success\, existing decision rules (a) are typically constrained
  by their a priori design and (b) do not incorporate in their modeling bin
 ary recourse decisions. In this talk\, we present a methodology for the ne
 ar optimal design of continuous and binary decision rules using mixed-inte
 ger optimization\, and demonstrate its potential in operations management 
 applications.\nBio: Angelos Georghiou is a post-doctoral researcher with t
 he Automatic Control Laboratory at ETH Zurich. He joined ETH in 2013\, hav
 ing previously been a post-doctoral researcher at the Process Systems Engi
 neering Laboratory at MIT. He received the MSci degree in Mathematics in 2
 008 from Imperial College London\, and the Ph.D. degree in Operations Rese
 arch in 2012 from the Department of Computing at Imperial College London. 
 He will be joining the Operations Management group at McGill as an assista
 nt professor from the following academic year. Angelos's research focuses 
 on the development of efficient computational methods for the solution of 
 stochastic and robust optimization problems. His work is primarily applica
 tion driven\, the main application areas being energy systems\, operations
  management\, and control.
LOCATION:ME C2 405 http://plan.epfl.ch/?zoom=20&recenter_y=5864084.17342&r
 ecenter_x=730960.62257&layerNodes=fonds\,batiments\,labels\,information\,p
 arkings_publics\,arrets_metro\,transports_publics&floor=2&q=me_c2%20405
STATUS:CONFIRMED
END:VEVENT
END:VCALENDAR