Montag, 27. Januar 2020, 16:45 - 17:45 iCal

ISOR Colloquium

"Efficient Solution of Maximum-Entropy Sampling Problems"

Speaker: Kurt Anstreicher (Univ. Iowa)

HS 7 OMP1 (1st floor, #1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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The maximum-entropy sampling problem (MESP) is a difficult nonlinear integer programming problem that arises in spatial statistics, for example in the design of weather monitoring networks. We describe a new bound for the MESP that is based maximizing a function of the form ldet M(x) over linear constraints, where M(x) is an n-by-n matrix function that is linear in the n-vector x. These bounds can be computed very efficiently and are superior to all previously known bounds for MESP on most benchmark test problems. A branch-and-bound algorithm using the new bounds solves challenging instances of MESP to optimality for the first time.

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Mittwoch, 23. Oktober 2019, 14:18
Letzte Änderung am Donnerstag, 24. Oktober 2019, 13:12