Published: Oct 4, 2007 8:15:22 PM
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Shabbir Ahmed, Coca-Cola Associate Professor of the Stewart School of Industrial & Systems Engineering at the Georgia Institute of Technology, will give the next lecture in the Department of Industrial and Systems Engineering Fall Graduate Seminar Series on Friday, October 5, at 11 a.m. in Dunstan 202. The university community is invited to attend this seminar.
Ahmed will discuss distribution robustness in stochastic programming, a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. A key criticism of classical stochastic programming is the need for accurate distribution information for the uncertain problem parameters. Ahmed will cover algorithmic techniques in stochastic programming that solve such distribution-robust models. He will also discuss applications of those models in finance and supply chain.
Ahmed's research interests are in theory and applications of discrete and stochastic optimization. He is the chair of the international Committee on Stochastic Programming and vice-chair of stochastic programming in the INFORMS Optimization Society.