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The L-shaped method: A tutorial


Nov 9, 2017   12:00 PM — 01:00 PM

Jesús Andrés Rodríguez Sarasty Polytechnique Montréal, Canada

In this talk, we discuss a decomposition approach that exploits the dual block angular structure (with complicating variables) of stochastic programming problems. Throughout an industrial application example, we discuss the implementation challenges and the refinements to this method, such as acceleration strategies and parallelization.

Registration no later than November 8th.

Pizza and soft drinks offered
For students only
Maximum: 25 participants

Luciano Costa organizer


Room 4488
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour Montréal QC H3T 1J4 Canada