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December 2005

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[colloquium] TALK MONDAY: Computational methods for high-dimensional dynamic programs for discrete resource allocation
by Steven Kleinstein 09 Dec '05

09 Dec '05

TITLE: Computational methods for high-dimensional dynamic programs for discrete resource allocation SPEAKERS: Warren Powell & Hugo Simao Operations Research and Financial Engineering, Princeton University TIME: Monday, December 12, 2005 Seminar begins at 12:30 p.m. (lunch provided ~12:20) LOCATION: Small Auditorium on 1st floor (rm. 105) Computer Science Building ABSTRACT: We will describe a high-dimensional control problem that arises in a transportation setting. The application involves simulating the movements of thousands of drivers and loads in freight transportation. The goal is to build a model that simulates the behavior of the operation, which requires optimizing not only at each point in time, but also over time. The single period control vector involves tens of thousands of dimensions. Formulated as a dynamic program, we obtain a state variable with hundreds of thousands of dimensions. To keep processing times reasonable, we will describe both algorithmic advances and our experience using different computational strategies, including coase-grained and fine-grained parallel decomposition. We will also discuss memory issues that arose as a result of using Java. ** PICASso: ** Program in Integrative Information, Computer and Application Sciences ** www.cs.princeton.edu/picasso SIGN UP FOR THE PICASso MAILING LIST: ===================================== If you would like to be kept informed of computationally-oriented events in (and around) Princeton, please SUBSCRIBE to the PICASso mailing list by visiting https://lists.cs.princeton.edu/mailman/listinfo/picasso. This page also contains information on how to UNSUBSCRIBE. PLEASE FORWARD THIS MESSAGE TO OTHER COMPUTATIONALLY-ORIENTED RESEARCHERS WHO MAY BE INTERESTED IN THIS EVENT, OR FUTURE PROGRAMS. THANKS!

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