- Series
- ACO Student Seminar
- Time
- Wednesday, September 16, 2009 - 11:00am for 1 hour (actually 50 minutes)
- Location
- ISyE Executive Classroom
- Speaker
- Shabbir Ahmed – Georgia Tech, ISyE
- Organizer
- Annette Rohrs
I will describe a simple scheme for generating a valid inequality for a
stochastic integer programs from a given valid inequality for its
deterministic counterpart. Applications to stochastic lot-sizing problems
will be discussed. This is joint work with Yongpei Guan and George Nemhauser
and is based on the following two papers
(1) Y. Guan, S. Ahmed and G.L. Nemhauser. "Cutting planes for multi-stage
stochastic integer programs," Operations Research, vol.57, pp.287-298, 2009
(2)
Y. Guan, S. Ahmed and G. L. Nemhauser. "Sequential pairing of mixed integer
inequalities," Discrete Optimization, vol.4, pp.21-39, 2007
This is a joint DOS/ACO seminar.