Agenda

Gianpiero Canessa (U. Adolfo Ibáñez): “An algorithm for binary chance-constrained problems using IIS”
20/jul

Abstract: We propose an algorithm based on infeasible irreducible subsystems (IIS) to solve general binary chance-constrained problems. By leveraging on the problem structure we are able to generate good quality upper bounds to the optimal value early in the algorithm, and the discrete domain is used to guide us efficiently in the search of solutions. We apply our methodology to individual and joint binary chance-constrained problems, demonstrating the ability of our approach to solve those problems. Extensive numerical experiments show that, in some cases, the number of nodes explored by our algorithm is drastically reduced when compared to a commercial solver. Keywords: Chance-constrained programming; Infeasible irreducible subsystems; Integer programming.

About the speaker: Ingeniero Civil Industrial con Master en Management Science y actualmente cursando el ultimo agno del programa doctoral DIIIO de la UAI. Trabaje un agno en consultoria y luego se me present la oportunidad de trabajar en un Proyecto de investigacion financiado por INRIA bajo la tutela de la Dr. Javiera Barrera. Desde entonces he dedicado mi vida a la investigacion y docencia, al encontrar una passion que no pude descubrir en la industria. Mi Proyecto future es tratar de ser un Puente entre la industria y la academia para Chile, pues creo que es verdadero camino al desarrollo.

Date: Friday, July 20 2018, from 12:00-13:00.
Venue: Auditorio San Agustín, PUC, Campus San Joaquín