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Center for Nonlinear Studies |
Cutting-plane algorithms are a theoretically valid, general methodology for optimization problems which, when properly implemented, yields numerically effective procedures. We will focus on three specific modern problems arising in diverse applications, plus broad classes on applications, and also review central theoretical ideas that have helped shape the field of optimization over the last fifty years. We will also focus on decomposition methods that decouple hard problems into easier, pinpointed subproblems that are opportunistically found; in particular, Benders' decomposition.
Host: Misha Chertkov, chertkov@lanl.gov, 665-8119