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Séminaire du GERAD

Clustering methods for stochastic optimisation

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3 juin 2020   15h00 — 16h00

Janosch Ortmann Professeur adjoint, Département d'analytique, opérations et technologies de l'information, Université du Québec à Montréal, Canada

Janosch Ortmann

Le lien pour le webinaire.

In stochastic optimisation, some quantity is to be minimised subject to certain, random, constraints. Often, in order to quantify the randomness, scenarios are formed. However, optimizing with respect to each scenario is computationally costly. Moreover, it is often difficult to see how a change in assumptions changes the optimal solution. I will discuss how applying unsupervised clustering methods to the scenarios can lead to better understanding of the problem and lead to new heuristics, upper and lower bounds.

*Le webinaire sera suivi d'un cocktail.

Marilène Cherkesly responsable

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Webinaire
Montréal Québec Canada

Organisme associé

Centre de recherche sur l’intelligence2 en gestion de systèmes complexes (CRI2GS)

JanoschOrtmann-030620.png (550 Ko)

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