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Adrian Burlacu,September 19, 2017, 15:30-16:00, ITB 201
Speaker:   Adrian Burlacu

Title:  Minimized asynchronous scalable domain transactions
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Reza Samavi, September 19, 2017, 16:30-17:30, ITB 201
Speaker:   Reza Samavi
Department of Computing and Software
McMaster University

Title:  Optimizing data utility with privacy constraints
Fields Institute Industrial Optimization Seminar, June 6, 2017
Speakers:   Yuriy Zinchenko (University of Calgarys)
Pooyan Shirvani (TD Bank)

On the first Tuesday of each month, the Industrial Optimization Seminar is held at the Fields Institute. See the seminar series website for further information.
Home arrow Seminars arrow Invited seminars arrow Kai Huang, November 24, 2015, 16:30-17:30, ITB 201
Sunday, 24 September 2017
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Kai Huang, November 24, 2015, 16:30-17:30, ITB 201
Speaker:   Kai Huang
DeGroote School of Business
McMaster University

Title:   Multi -stage Stochastic Programming for Network Capacity Expansion: Models and Algorithms

In networks, there are often more than one resource of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and contract capacity. We use a scenario tree to model the uncertainty, and build a multi-stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We study both the non-budget case and the budget case of the problem. To solve the non-budget case, we design an asymptotically convergent approximation algorithm. To solve the budget case, we design a Lagrangian Relaxation algorithm. The numerical experiments show superb performance of the proposed algorithms compared with commercial software.
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