Title: Stochastic Integer Programming

Speaker: Professor Suvrajeet Sen, Data Driven Decisions Lab Ohio State University

Date/Time: Monday, November 15, 2010, 10:00 a.m.        

Location: CSRI Building/Room 90 (Sandia NM)

Brief Abstract: During the past decade or so, there has been growing interest in stochastic mixed-integer programming (SIP).  These problems lead to very large scale integer programs, and the need for a theory of decomposition of integer programs becomes critical.  In this talk, we will discuss some of this theory and present computational evidence that decomposition for SIPs can lead to enormous computational gains. Applications to power systems problems will be discussed.

Bio: Suvrajeet Sen has been at Ohio State since 2006. Recently, he also served as a program director at NSF where he was responsible for the Operations Research and Service Enterprise Engineering programs.  At NSF, he also headed the Cyberinfrastructure planning activities of the Engineering Directorate. Concurrently with his appointment at NSF, he was a professor of Systems and Industrial Engineering at the University of Arizona.

Professor Sen has served on the editorial board of several journals, including Operations Research as Area Editor for Optimization, and as Associate Editor in INFORMS Journal on Computing, Telecommunications Systems,  as well as Operations Research. He is the past-Chair of the INFORMS Telecommunications Section and founded the INFORMS Optimization Section.  Professor Sen is a Fellow of INFORMS.

CSRI POC: Jean-Paul Watson, 505-845-8887