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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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Over the past decade, there has been phenomenal growth in
our ability to address real-world stochastic linear programs.
Much of this progress is the result of two basic ingredients:
sampling and decomposition. In this presentation, we will start with a sample mean optimization method for two stage problems, and proceed to refinements including stochastic cutting planes, and stochastic decomposition. We will also discuss how these methods can be extended to multi-stage problems. Finally, some computational results will be presented.
