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Instituto de Matemática

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Evento: 'Palestra de Michäel Poss, doutorando, Université Libre de Bruxelles, Bélgica'

Eventos PESC (Palestras, Seminários, etc.)
Palestras, Seminários, etc. do PESC/COPPE/UFRJ.
Data: Friday, March 13, 2009 At 10:00
Duração: 2 Horas

Palestra de Michäel Poss, doutorando, Université Libre de Bruxelles, Bélgica

Conferencista: Michäel Poss, doutorando, Université Libre de Bruxelles, Bélgica

Tírulo: The Knapsack Problem With Gaussian Weights

Authors: M. Poss, B. Fortz, M. Labbé and F. Louveaux

The main difficulty in two-stage stochastic programming with real recourse is the number of scenarios to consider, resulting in a huge number of variables and constraints. In this work, we overcome this difficulty for the knapsack problem with penalty recourse by considering mainly Gaussian random variables. Using their summation property, we can simplify the problem and avoid performing multiple integrations for evaluating the objective. Then, complexity results are given for two stochastic versions of the subset sum problem, and for the general problem with constant weights and capacity uniformly distributed. Finally, computational experiments for Gaussian weights prove this approach to be efficient.
In this talk, besides presenting our computational and theoritical results, we will give a short introduction to the non linear tool we used, also called NP/NLP algorithm.

Stochastic programming, Knapsack problem, Complexity, Mixed integer non linear programming.

Data: sexta, 13 de março de 2009
Horário: 10h00
Local: sala H-316, Centro de Tecnologia-UFRJ, Ilha do Fundão
Responsável: Nelson Maculan

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