[colloquium] TALK MONDAY: Computational methods for high-dimensional dynamic programs for discrete resource allocation

Steven Kleinstein stevenk at CS.Princeton.EDU
Fri Dec 9 13:42:56 EST 2005


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

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