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BEGIN:VEVENT
SUMMARY:Seminar by Prof. Erick Delage\, HEC Montreal
DTSTART:20190812T150000
DTEND:20190812T163000
DTSTAMP:20260506T080526Z
UID:025a055006d85e3a7e54dcc45b0afcdd6e8d619ad347aca5fc6ae360
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Erick Delage\, HEC Montreal\n"Adjustable Robust Optimiza
 tion Reformulations of Two-Stage Worst-case Regret Minimization Problems"\
 n\nAbstract\n\nIn this talk\, we explore the idea that two-stage worst-cas
 e regret minimization problems with either objective or right-hand side un
 certainty can be reformulated as two-stage robust optimization problems an
 d can therefore benefit from the solution schemes and theoretical knowledg
 e that have been developed in the last decade for this class of problems. 
 In particular\, we provide both numerical and theoretical evidence that in
  practice the first-stage decision obtained using affine decision rules is
  of high quality. We further evaluate both the sub-optimality and computat
 ional efficiency of this tractable approximation scheme in a multi-item ne
 wsvendor problem and a production transportation problem.\n 
LOCATION:ODY 0 03 https://plan.epfl.ch/?room==ODY%200%2003
STATUS:CONFIRMED
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