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January 19, 2024
Who: Henri Lefebvre
When: Friday 19/01, 10:30-11:30
Where: Room 406
What: Exact Methods in Adjustable Robust Optimization
More: This talk will be dedicated to solving complex decision-making problems in which (part of) the input data is not known at decision time. More precisely, we will discuss problems in which a two-stage decision phase is at stake. In the first stage, decisions must be made without complete information about the input parameters, while in the second stage, additional decisions can be informed by revealed information regarding the parameters. More specifically, we will dive into the theoretical derivation and practical use of exact methods for such problems with particular emphasis on the challenging setting in which the second-stage decisions are solution of a mixed-integer non-linear problem.
