Practically efficient algorithms handling uncertainty
Speaker:
Meinolf Sellmann, IBM TJ Watson Research Center
Date and Time:
Tuesday, October 27, 2015 - 6:00pm to 7:00pm
Location:
Fields Institute, Room 230
Abstract:
The talk will have two parts. In the first I present our solution to a pre-disaster planning problem which can be understood as a two-stage stochastic program where the first stage decisions affect the second stage probabilities. In the second part I will then discuss meta-algorithms, i.e. algorithms that make other algorithms better, by tuning or selecting a superior approach for a given input.