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ABSTRACTS
Abstracts invited presentations
DAVID R. KARGER
Randomized Algorithms for Cut and Flow Problems I, II & III
(Mini-course:
Wednesday 12.00-12.45,
Thursday 11.00.11.45,
Thursday 12.00-12.45)
For postscript file of abstract click here
SHELDON M. ROSS
Some Non-Stochastic Applications of Probability, I, II & III
(Mini-course,
Tuesday 11.00-11.45,
Wednesday 11.00-11.45,
Thursday 15.15-16.00)
For postscript file of abstract click here
SUVRAJEET SEN
Stochastic Programming: Applications, Properties,
and Computational Challenges I, II & III
(Mini-course,
Tuesday 17.15-18.00,
Thursday 9.00-9.45,
Thursday 10.00-10.45)
For postscript file of abstract click here
ROBERT J. VANDERBEI
Interior-Point Methods for Nonlinear Programming
(Wednesday 11.00-11.45)
For postscript file of abstract click here
Interior-Point Methods for Second-Order Cone Programming
and Semidefinite Programming
(Thursday 16.15-17.00)
For postscript file of abstract click here
RICHARD R. WEBER
Pricing Communication Services I & II
(Tuesday 16.15-17.00,
Wednesday 14.00-15.00)
The provider of communication services in a network faces
many problems of planning, operations and control.
One of his most difficult problems is to price the services
that are sold.
He would like to collect charges that meet his revenue objectives.
He would also like pricing to help him manage the network;
it should provide incentives and signals that encourage customers
to use the network in efficient ways.
In the first of these talks we use simple economic models
to expose some assumptions and variables that are important
to the problem of pricing communications services.
We discuss the pricing of services with strict service level
guarantees and the ideas of shadow prices and effective bandwidths.
The second talk considers the pricing of services with elastic
requirements, and notions such as fairness and congestion pricing.
Operations researchers are well-versed in the language
of queueing theory and optimization, but are usually
less familiar with economic models of markets.
An aim is that these talks will acquaint the audience with
some ways of thinking that we have found helpful and applicable.
LAURENCE WOLSEY
Cutting Planes for Integer and Mixed Integer Programming
(Tuesday 12.00-12.45)
In this talk we present cutting planes that are useful
or potentially useful in solving mixed integer programs.
Specifically we examine valid inequalities for
i) general integer programs, and
ii) problems with local structure such as knapsack constraints.
Finally the use of these valid inequalities for classes of problems
with structure, such as network design, is explored.
Modeling Practical Lot-Sizing Problems as Mixed Integer Programs
(Wednesday 10.00-10.45)
Two important elements in the "solution" of practical lot-sizing
problems by integer programming are
i) general and/or special purpose software incorporating
the type of cutting planes discussed in the previous talk, and
ii) tight formulations of the special problem features
occurring in practice.
Our talk dealing with this second aspect consists of descriptions
and formulations of various practical aspects of lot-sizing problems.
Topics presented include modelling of multilevel problems,
start-ups in models with both small and large time intervals,
minimum run times, etc, computational results for
various practical instances, and finally discussion
of a more general discrete operations scheduling model.
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