[colloquium] TALK MONDAY: Computational methods for high-dimensional dynamic programs for discrete resource allocation
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,
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
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.
** Program in Integrative Information, Computer and Application Sciences
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