BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Ricardo Fukasawa (University of Waterloo) DTSTART:20200623T180000Z DTEND:20200623T183000Z DTSTAMP:20260423T022035Z UID:DOTs/15 DESCRIPTION:Title: En forcing non-anticipativity in a two-stage stochastic program for schedulin g with endogenous uncertainties\nby Ricardo Fukasawa (University of Wa terloo) as part of Discrete Optimization Talks\n\n\nAbstract\nMost of the research in two-stage stochastic programs has focused on the case of exoge nous uncertainties\, that is\, uncertainties that are not influenced by an y decision that the stochastic program takes. In this talk I will present work on a scheduling problem arising in the analytical services sector\, f or which the uncertainty is endogenous. In particular\, the time of realiz ation of uncertainty is defined by the decisions taken by the stochastic p rogram. In such a context\, enforcing non-anticipativity becomes a challen ging proposition\, since one does not know a priori when uncertainty is re alized. \n\nThe typical approach for these types of problems has been to i ntroduce binary variables that indicate when exactly uncertainty gets real ized. While these binary variables are useful to more easily enforce non-a nticipativity constraints\, they greatly complicate the solution to such m odels and much of the research focus has been to develop better algorithms to handle such binary variables and decompose such problem.\n\nIn this wo rk\, we present a model for scheduling services in the analytical services sector\, where the uncertainty is in the analysis results. The developed model is based on a flow formulation of a time discretized version of the problem. Due to this particular structure\, a careful choice of parameters allows us to develop a two-stage model that enforces non-anticipativity w ithout the addition of any new binary variables. We will discuss advantage s and drawbacks of such approach and potential future directions of resear ch. \n\nThis is based on joint work with Kavitha Menon and Luis Ricardez- Sandoval.\n LOCATION:https://researchseminars.org/talk/DOTs/15/ END:VEVENT END:VCALENDAR