学术活动

当前位置:首页  学术活动

学术前沿讲座--Multi -stage Stochastic Programming for Network Capacity Expansion: Models and Algorithms

发布时间:2015-05-24访问量:708

 

题目/TitleMulti -stage Stochastic Programming for Network Capacity Expansion: Models and Algorithms

  

报告人:Kai Huang (黄楷)博士、教授,DeGroote School of Business, McMaster University

间:2015-5-26 周二下午3:00

点:九龙湖经管楼B-201会议室

主持人:张玉林( 管理科学与工程系);黄超(管理科学与工程系)

  

摘要/Abstract: In networks, there are often more than one resource of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and contract capacity. We use a scenario tree to model the uncertainty, and build a multi-stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We study both the non-budget case and the budget case of the problem. To solve the non-budget case, we design an asymptotically convergent approximation algorithm. To solve the budget case, we design a Lagrangian Relaxation algorithm. The numerical experiments show superb performance of the proposed algorithms compared with commercial software.

  

  

作者简介:

Kai Huang (黄楷)博士现为加拿大麦克马斯特大学商学院教授,美国佐治亚理工学院工业工程专业博士(2005),清华大学自动化专业硕士(2000),华中科技大学自动化专业本科(1997)。主要从事随机优化理论和技术在供应链管理中的理论和应用研究。

近期的研究兴趣主要包括随机规划方法在容量计划和库存控制中的应用研究,以及按订单装配系统优化和调度研究。研究成果先后发表在 Operations Research, Naval Research Logistics, European Journal of Operational Research, Annals of Operations Research, Operations Research Letters, Transportation Research Part E, Information Systems and Operational Research  Information Processing Letters等管理学与工程领域顶级或优秀期刊上。

先后担任优秀期刊Operations Research Letters的副主编以及一系列顶级或优秀期刊(Operations Research, Manufacturing & Service Operations Management, IIE Transactions, Naval Research Logistics, Production and Operations Management, Journal on Computing, Encyclopedia of Operations Research and Management Science, European Journal of Operational Research等)的论文审稿人。

Kai Huang博士的研究先后获得加拿大国家科学与工程委员会(NSERC)和加拿大国家人文和社会科学基金(SSHRC)资助。

Kai Huang 博士主要讲授运作管理和供应链管理相关课程,供应链管理方向培养博士生和博士后。

 

返回原图
/