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

Events by date

Friday, July 31, 2020

Friday, July 31, 2020 — 1:30 PM EDT

Title: Weighted Maximum Multicommodity Flows over time

Speaker: Haripriya Pulyassary Affiliation: University of Waterloo Zoom: Contact Sharat Ibrahimpur

Abstract:

In various applications, flow does not travel instantaneously through a network, and the amount of flow traveling on an edge may vary over time. This temporal dimension is not captured by the classic static network flow models but can be modeled using flows over time. 

Friday, July 31, 2020 — 3:30 PM EDT

Title: Data-Driven Sample-Average Approximation for Stochastic Optimization with Covariate Information

Speaker: Jim Luedtke Affiliation: University of Wisconsin-Madison Zoom: Please email Emma Watson

Abstract:

We consider optimization models for decision-making in which parameters within the optimization model are uncertain, but predictions of these parameters can be made using available covariate information.  We consider a data-driven setting in which we have observations of the uncertain parameters together with concurrently-observed covariates.  Given a new covariate observation, the goal is to choose a decision that minimizes the expected cost conditioned on this observation.  We investigate a data-driven framework in which the outputs from a machine learning prediction model are directly used to define a stochastic programming sample average approximation (SAA). 

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