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SCHEDULE: NOV 16-21, 2014
When viewing the Technical Program schedule, on the far righthand side is a column labeled "PLANNER." Use this planner to build your own schedule. Once you select an event and want to add it to your personal schedule, just click on the calendar icon of your choice (outlook calendar, ical calendar or google calendar) and that event will be stored there. As you select events in this manner, you will have your own schedule to guide you through the week.
Parallel Algorithms for Two-Stage Stochastic Optimizations
SESSION: Doctoral Showcase - Dissertation Research III
EVENT TYPE: Doctoral Showcase
TIME: 3:30PM - 3:45PM
SESSION CHAIR: Karen L. Karavanic
Presenter(s):Akhil Langer
ROOM:386-87
ABSTRACT:
Many real-world planning problems require searching for an optimal solution in the face of uncertain input. In two-stage stochastic optimization problem, search for an optimum in one stage is informed by the evaluation of multiple possible scenarios in the other stage. Stochastic optimization has applications in production, financial modeling, transportation (road as well as air), supply chain, scheduling, environmental and pollution control, telecommunications and electricity.
In this work, we explore the parallelization of a two-stage stochastic integer program solved using branch-and-bound. We present a range of factors that influence the parallel design for such problems. Unlike typical, iterative scientific applications, we encounter several interesting characteristics that make it challenging to realize a scalable design. We evaluate the scalability of our designs and compare its performance with the state-of-the-art integer linear program solvers such as Gurobi. Our attempts result in strong scaling to hundreds of cores for these datasets.
Chair/Presenter Details:
Karen L. Karavanic (Chair) - Portland State University
Akhil Langer - University of Illinois at Urbana-Champaign
Click here to download .ics calendar file
