您的位置 > 首页 > 会议讲座 > 3-31 清华大学工业工程系张玉利博士学术讲座:Moment-based...

3-31 清华大学工业工程系张玉利博士学术讲座:Moment-based...

来源:北京理工大学管理与经济学院 | 2017-05-17 | 发布:BOB体育娱乐平台之家

题目:Moment-based Robust Optimization and its Applications

主讲人:张玉利 博士 (清华大学工业工程系)

时间:2017年3月31日(周五)下午15:30-17:00

地点:主楼216

主讲人介绍:

Dr Yuli Zhang received his B.S. degree from the Department of Automation, Wuhan University, Wuhan, China, and his M.S., and Ph.D. degrees from the Department of Automation, Tsinghua University, Beijing, China. He is currently a Postdoc Research Fellow with Department of Industrial Engineering, Tsinghua University, Beijing, China. His research interest focuses on operations research and stochastic/robust optimization in the fields of inventory management, production scheduling and intelligent transportation systems. He has published in various journals, such as Production and Operations Management, Transportation Research Part B, European Journal of Operational Research and IEEE Systems, Man, and Cybernetics Part A. His work was supported by the National Natural Science Foundation of China and Postdoctoral Science Foundation of China.

内容介绍:

Uncertainty is an inevitable element in real-world systems and has a significant impact on the system performance. In the last ten years, robust optimization approaches has been widely adopted as a powerful tool to model uncertain system parameters with inexact distributions and seek optimal robust decisions. In this talk, we first review the moment-based robust optimization (M-RO) models, which only require the support set and moments of the uncertain system parameters and evaluate a feasible solution by its worst-case average performance over all possible distributions with given support set and moments. Then, we give several recent applications of M-RO in the fields of inventory management, machine scheduling and intelligent routing services. Although M-RO models are hard multi-level min-max optimization problems in general, we show how to equivalently reformulate these problems into tractable conic optimization problems. Furthermore, by exploiting the structural properties of the resulted reformulations, we design exact (or inexact) algorithms for problems with uncorrelated (or correlated) uncertain system parameters. We also discuss the managerial insight given by the M-RO models and the computational efficiency of the proposed algorithms.


(承办:技术经济与战略管理系,科研与学术交流中心)


本文已经过优化显示,查看原文请点击以下链接:
查看原文:http://sme.bit.edu.cn/zw/xwzx/xsbg/97712.htm
京ICP备11001960号  京ICP证090565号 京公网安备1101084107号 论坛法律顾问:王进律师知识产权保护声明免责及隐私声明   主办单位:人大经济论坛 版权所有
联系QQ:2881989700  邮箱:service@pinggu.org
合作咨询电话:(010)62719935 广告合作电话:13661292478(刘老师)

投诉电话:(010)68466864 不良信息处理电话:(010)68466864