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LANS Informal Seminar: Andreas Grothey

May 10, 2012 @ 10:30 CDT

Seminar Title: Interior Point warmstarts and stochastic programming
Speaker: Andreas Grothey, Senior Lecturer, University of Edinburgh

Date/Time: 2012-05-10 10:30
Location: Building 240, 4301


Description:
We present progress on an Interior Point based multi-step solution approach for stochastic programming problems. Our approach works with a series of scenario trees that can be seen as successively more accurate discretizations of an underlying probability distribution and employs IPM warmstarts to ‘lift’ approximate solutions from one tree to the next larger tree.

Details

Date:
May 10, 2012
Time:
10:30 CDT
Event Category: