题 目:主从博弈模型的算法及进展
演 讲 人:曾波,美国匹兹堡大学副教授
主 持 人:林贵华,十大正规网投官网平台(中国)有限公司教授
时 间:2019年7月2日(周二),下午1:30-2:30
地 点:校本部东区十大正规网投官网平台420室
主办单位:十大正规网投官网平台(中国)有限公司、十大正规网投官网平台(中国)有限公司青年教师联谊会
演讲人简介:
曾波博士是匹兹堡大学斯旺森工程学院工业工程系和电气与计算机工程系的副教授。 其研究领域是优化理论与方法,特别是离散和多层优化,以及其在大数据分析,电力,交通运输,医疗和其他信息网络物理融合系统中的应用。研究成果已被广泛应用于实际系统,以解决选址规划,防卫和运营优化等问题。成果发表于国际知名期刊《Mathematical Programming》, 《INFORMS Journal of Computing》, 《Operations Research Letters》, 《IEEE Trans. on Automatic Control》,《IEEE Trans. on Power Systems》和《IEEE Trans. on Smart Grids》。
演讲内容简介:
Bilevel optimization is widely used as decision support tools in power systems, transportation systems or security applications. Nevertheless, pessimistic bilevel optimization and bilevel mixed integer programs have been known as computationally difficult for a very long time. In this talk, we first review existing research and analyze the fundamental challenges. Then, we present some reformulation and decomposition strategies, along with their theoretical properties, to handle the complicated structure of pessimistic bilevel and bilevel mixed integer programs. Finally, numerical results on practical and simulated instances are provided to demonstrate the computational advantages over existing methods.
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