College of Liberal Arts & Sciences

# GAUSS Seminar

Speaker:

Michael Kratochvil

Topic:

Linear Programming and L-Shaped Method for Two-Stage Stochastic Programs

An introduction to stochastic programming including a brief review of linear programming is presented. Stochastic programming problems have a sparsity structure that can be exploited through algorithmic decomposition. One such method to decompose the problem is called the L-Shaped Method. An overview, example, and possibly proof (time permitting) of this popular algorithm to solve such problems is presented.

**Meeting ID: **931 9296 4149 | **Password: **GAUSS

**GAUSS will meet Tuesdays at 3:30-4:20 PM in Fall 2021, unless otherwise noted.**

Event Date:

September 30, 2021 - 2:30pm to 3:20pm

Location:

Online (See URL)

Host:

Praneel Samanta & Nitesh Mathur

Calendar Category:

Seminar

Seminar Category:

GAUSS