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Reading Seminar - Haesol ImExport this event to calendar

Wednesday, January 31, 2018 — 4:00 PM EST

Title: Robust counterpart approximations of scalar chance constraints

Speaker: Haesol Im
Affiliation: University of waterloo
Room: MC 5479

Abstract:

We will cover section 2.1, section 2.2 and part of section 2.3 of the book Robust Optimization by Ben-Tal et al. Given a non-deterministic linear inequality and its uncertainty set, there is a chance that coefficients of the non-deterministic linear inequality can be determined outside of the uncertainty set with a very small probability. We will introduce basic notions of chance constraints, its difficulties as well as its strengths.

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

Waterloo, ON N2L 3G1
Canada

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