OR Seminar: Decomposing Optimization Problems Under Stochastic Disruptions

Bahen Centre 40 St George St, Toronto, Ontario, Canada

Speaker: Haoxiang Yang, Center for Nonlinear Studies, Los Alamos National Laboratory Date/Time: August 13, 2019, 12:00pm-1:00pm Location: Bahen Centre, Room 1220 Abstract: A stochastic disruption is a type of infrequent event in which the timing and the magnitude are random. We introduce the concept of stochastic disruptions and a stochastic optimization framework is proposed for […]

OR Seminar: Matrices with lexicographically-ordered rows

Bahen Centre 40 St George St, Toronto, Ontario, Canada

Speaker: Gustavo Angulo, Pontificia Universidad Católica de Chile Date/Time: August 20, 2019, 12:00pm-1:00pm Location: Bahen Centre, Room 1240 Abstract: The lexicographic order can be used to force a collection of decision vectors to be all different, i.e., to take on different values in some coordinates. We consider the set of fixed-size matrices with bounded integer […]

Bootcamp on Machine Learning for Finance

The Fields Institute 222 College Street, Toronto, Ontario, Canada

The Bootcamp on Machine Learning for Finance is a highly anticipated follow up to two very successful events previously held at the Fields Institute in May 2015 (Workshop on Big Data in Commercial and Retail Banking) and May 2017 (Big Data for Quants Boot Camp), focusing on training graduate students and financial practitioners in state-of-the-art […]

OR Seminar – Algorithmic, combinatorial, and geometric aspects of linear optimization

Bahen Centre 40 St George St, Toronto, Ontario, Canada

Antoine Deza (McMaster University) Abstract The simplex and interior point methods are currently the most computationally successful algorithms for linear optimization. While the simplex methods follow an edge path, the interior point methods follow the central path. The algorithmic issues are closely related to the combinatorial and geometric structure of the feasible region. Focusing on the analysis […]

MIE Distinguished Seminar Series: Smart Infrastructure for Future Urban Mobility

Mechanical Engineering 5 King's College Rd, Toronto, Ontario, Canada

Stephen F. Smith (The Robotics Institute, Carnegie Mellon University) Abstract: Real-time traffic signal control presents a challenging multi-agent planning problem, particularly in urban road networks where (unlike simpler arterial settings) there are competing dominant traffic flows that shift through the day. Further complicating matters, urban environments require attention to multi-modal traffic flows (vehicles, pedestrians, bicyclists, […]