Program in Applied Mathematics Brown Bag Colloquium
Assessing Solution Quality in Stochastic Optimization
David Love
Program in Applied Mathematics, The University of Arizona
Friday, 9 October 2009
12:00 PM
Math 402
I will explore a method of estimating the quality of a solution to a stochastic optimization problem. That is, given an optimization problem with random data, and a proposed solution, I will present a method for estimating the distance between the proposed solution and the optimal solution. The talk will include a brief introduction to stochastic optimization, and the two previous results that motivated my study. I will also explore applications that might be useful to you, should you decide to quit grad school and sell newspapers for a living.
Bagels and refreshments will be served.
Event submitted 30 Sep 2009 by Anne Keyl.