Group for Research in Decision Analysis

Simulation and optimization in an industrial research environment

Andrew R. Conn IBM TJ Watson Research Center, United States

I will try to give some details on recent applications of optimization in which I have been involved, mostly in the field of petroleum. Although I will give some general background this will not primarily be a mathematical talk but I would be delighted to go into further mathematical details for those interested. The typical problems are very complex so unlike our usual environment, asymptotics is not something that we even come close to, which changes the rules somewhat but still makes for interesting research.