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UTSG: Decomposing Optimization Problems Under Stochastic Disruptions

August 13 @ 12:00 pm - 1:00 pm

This event is open to the public and registration is not required. Part of the Operations Research Seminar Series coordinated by Merve Bodur.

Abstract

A stochastic disruption is a type of infrequent event in which the timing and the magnitude are random. We introduce the concept of stochastic disruptions and a stochastic optimization framework is proposed for such problems. In this talk, we present a special example: a project crashing problem under a single disruption. When a disruption occurs, the duration of an activity, which has not yet started, can change. Both the magnitude of the change of an activity’s duration and the timing of the disruption can be random. We prove that it is NP-hard to optimize the expected project span for this crashing problem, and illustrate its properties via examples. We formulate a stochastic mixed integer program (SMIP) with mixed integer recourse. This SMIP is computationally challenging to solve using existing techniques. We propose an adaptive branch-and-cut algorithm to solve the SMIP and evaluate the computational performance of our approach. Further extensions of such optimization models under stochastic disruptions can be applied to power system operations.

Speaker Bio

Haoxiang Yang is joining the Center for Nonlinear Studies (CNLS) at Los AlamosNational Laboratory as a post-doc research associate. His research focuses on the modeling and decomposition algorithms of optimization under uncertainty, specifically in stochastic programming and robust optimization, with applications in supply chain and logistics, disaster relief, and energy systems. He holds a PhD degree in Industrial Engineering and Management Sciences from Northwestern University and a bachelor’s degree in Industrial and Systems Engineering from Georgia Institute of Technology.

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The Operations Research (OR) seminar series brings together graduate students, faculty and researchers from the University of Toronto community to interact with prominent scholars in the field of OR. Seminars feature visiting scholars from around the world as well as professors and post-docs. Topics include all variants of OR theory and their applications. Questions? Contact Merve Bodur at bodur@mie.utoronto.ca

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