University COVID-19 update

The University of Waterloo is constantly updating our most Frequently Asked Questions.

Questions about buildings and services? Visit the list of Modified Services.

Please note: The University of Waterloo is closed for all events until further notice.

Continuous Optimization Seminar - André LinharesExport this event to calendar

Wednesday, April 11, 2018 — 4:00 PM EDT

Title: Robust discrete optimization and network flows (paper by Bertsimas and Sim)

Speaker: André Linhares
Affiliation: University of Waterloo
Room: MC 5479

Abstract: We review the paper listed in the title of this talk. We propose an approach to address data uncertainty for discrete optimization and network flow problems that allows controlling the degree of conservatism of the solution, and is computationally tractable both practically and theoretically. In particular, when both the cost coefficients and the data in the constraints of an integer programming problem are subject to uncertainty, we propose a robust integer programming problem of moderately larger size that allows controlling the degree of conservatism of the solution in terms of probabilistic bounds on constraint violation. When only the cost coefficients are subject to uncertainty and the problem is a 0−1 discrete optimization problem on n variables, then we solve the robust counterpart by solving at most n+1 instances of the original problem.

Thus, the robust counterpart of a polynomially solvable 0−1 discrete optimization problem remains polynomially solvable. In particular, robust matching, spanning tree, shortest path, matroid intersection, etc. are polynomially solvable. We also show that the robust counterpart of an NP-hard α-approximable 0−1 discrete optimization problem, remains α-approximable. Finally, we propose an algorithm for robust network flows that solves the robust counterpart by solving a polynomial number of nominal minimum cost flow problems in a modified network.

Location 
MC - Mathematics & Computer Building
5479
200 University Avenue West

Waterloo, ON N2L 3G1
Canada

S M T W T F S
26
27
28
29
30
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
1
2
3
4
5
  1. 2020 (76)
    1. August (9)
    2. July (17)
    3. June (11)
    4. May (6)
    5. March (11)
    6. February (11)
    7. January (11)
  2. 2019 (167)
    1. December (5)
    2. November (15)
    3. October (18)
    4. September (15)
    5. August (9)
    6. July (17)
    7. June (18)
    8. May (16)
    9. April (9)
    10. March (24)
    11. February (13)
    12. January (8)
  3. 2018 (138)
  4. 2017 (103)
  5. 2016 (137)
  6. 2015 (136)
  7. 2014 (88)
  8. 2013 (48)
  9. 2012 (39)
  10. 2011 (36)
  11. 2010 (40)
  12. 2009 (40)
  13. 2008 (39)
  14. 2007 (15)