INFORMS Annual Meeting

INFORMS 2012 Annual Meeting, the largest conference in operations research and management sciences was held this year in Phoenix, Arizona from October 14 to October 17.  M2ACS was represented by several people:

John Birge

  • Optimal Dynamic Portfolio Construction with Transaction Costs
  • Optimizing Portfolios with Non-normal Distributions
  • Particle Filtering
  • Strategic Consumer Impact on Bankruptcy and Competition
  • The Effect of Trade Credit in Supply Chains

Jeff Linderoth – Solving Mixed Integer Polynomial Optimization Problems with MINOTAUR

Shuai Lu – Prediction of Power System Flexibility Requirements and Tail Events using Bayesian Network

Jim Luedtke

  • A Branch-and-Cut Decomposition Algorithm for Solving General Chance-Constrained Mathematical Programs with Finite Support
  • Integrated Staffing and Scheduling for Service Systems via Stochastic Integer Programming

Cosmin Petra

  • Higher-order Confidence Intervals for Stochastic Programming using Bootstrapping
  • On Parallelizing Dual Decomposition in Stochastic Integer Programming
  • Stochastic Optimization of Power Grid on High-performance Computers

Victor Zavala – Scalable Dynamic Optimization

Jean-Paul Watson

  • Nested Decomposition Strategies for Stochastic Security-constrained N-K Unit Commitment
  • Scalable Parallel Solution of Stochastic Unit Commitment Via Scenario-based Decomposition
  • What’s New in Coopr III