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The University of Southampton
CORMSIS Centre for Operational Research, Management Sciences and Information Systems

From Data to Robust Solutions in Optimisation Problems Event

13:00 - 14:45
26 July 2018
Building 58, Room 1039

For more information regarding this event, please email Huifu Xu at .

Event details

Real-world optimisation problems usually suffer under uncertainty. This can be ranging from uncertain weather forecasts, over uncertain traffic demand, to minute measurements and calculation errors. But even a small error in the problem data can lead to a large difference in the resulting solution of an optimisation problem. In this talk I will talk about robust optimisation approaches to uncertainty, where only past observations are given. While most approaches in the literature assume that a "good", closed-form description of the uncertainty is available, the research into practical, data-driven uncertainty sets is still fairly young. I will cover approaches to reduce the number of scenarios, and talk about experiences with real-world shortest path data.

Speaker information

Marc Goerigk,Lancaster and Siegen Universities ,studied mathematics at the University of Göttingen, and then completed his PhD in 2012 and then worked as a post-doc at the University of Kaiserslautern. He became Anniversary Lecturer in Network Analytics at Lancaster University in 2015. From September 2018 on, Marc will hold a professorship on Network and Data Science Management at the University of Siegen. His research interests include data-driven robust combinatorial optimisation, as well as problems in disaster management and public transport.

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