Edo Abraham

Talks:

14:35 UTC

Nested approaches for multi-stage stochastic planning problems

07/26/2023, 2:35 PM — 2:45 PM UTC
Online talks and posters

We present a JuMP-based solver that combines a nested primal-dual decomposition technique and convex relaxation approaches for tackling non-convex multi-stage stochastic programming problems. The approach addresses optimal long-term water supply infrastructure planning with feasibility constraints at operational timescales. We combine an outer primal decomposition of planning stages and inner dual ones of operating scenarios, with convexified non-anticipative constraints relaxed for scenarios.

Platinum sponsors

JuliaHub

Gold sponsors

ASML

Silver sponsors

Pumas AIQuEra Computing Inc.Relational AIJeffrey Sarnoff

Bronze sponsors

Jolin.ioBeacon BiosignalsMIT CSAILBoeing

Academic partners

NAWA

Local partners

Postmates

Fiscal Sponsor

NumFOCUS