Events Calendar

Epstein Institute / ISE 651 Seminar Series

Speaker: Archis Ghate, Associate Professor, Industrial and Systems Engineering, University of Washington, Seattle

Talk Title: "Countably Infinite Linear Programs: Theory, Algorithms, and Applications"

Series: Epstein Institute Seminar Series

Abstract: In this talk, we will consider linear programs (LPs) with a countably infinite number of variables and a countably infinite number of constraints. These countably infinite linear programs (CILPs) arise in a variety of applications such as countable state Markov decision processes (MDPs), infinite-stage minimum cost network flow problems, non-stationary infinite-horizon planning problems, and robust optimization. Standard results, intuition, and interpretations in finite-dimensional LPs do not extend to CILPs. For example, weak and strong duality may not hold, extreme points may not be equivalent to basic feasible solutions, dual variables may not have a shadow price interpretation, and a finitely implementable Simplex algorithm is not known. In this talk, we will explore sufficient conditions under which such theoretical results and algorithms can be developed for CILPs. Several examples and counterexamples will be discussed to explain key ideas. Non-stationary infinite-horizon MDPs will be used as a flagship example where everything works out nicely.

TUESDAY, SEPTEMBER 16, 2014
GRACE FORD SALVATORI HALL (GFS) ROOM 101
3:30 - 4:50 PM


Biography: Archis Ghate is an Associate Professor of Industrial and Systems Engineering at the University of Washington in Seattle. His research focuses on stochastic and dynamic optimization. He received his PhD from the University of Michigan, MS from Stanford University, and completed his undergraduate education at the Indian Institute of Technology. He is a recipient of the NSF CAREER award and the award for Excellence in Teaching OR from the Institute of Industrial Engineers. His doctoral students have won the Dantzig dissertation award and the Bonder scholarship from INFORMS, as well as other competitive awards from the University of Washington.


Host: Daniel J. Epstein Department of Industrial and Systems Engineering

More Information: Seminar-Ghate.doc

Location: Grace Ford Salvatori Hall Of Letters, Arts & Sciences (GFS) - 101

Audiences: Everyone Is Invited

Contact: Georgia Lum