Seminar



    Department of Systems Engineering and Engineering Management

            The Chinese University of Hong Kong

Title      : A completely positive representation of 0-1 Linear Programs with Joint Probabilistic Constraints



Speaker    : Prof. Abdel LISSER

             Laboratoire de Recherche en Informatique (LRI)

             Université Paris Sud



Date       : Jun. 4 (Tuesday)****Special Date****

Time       : 4:30 p.m. - 5:30 p.m.

Venue      : Room 513

             William M.W. Mong Engineering Building

             CUHK

 

Abstract:

In this talk, we present 0-1 linear programs with joint probabilistic constraints. The constraint matrix vector rows are assumed to be independent, and the coeffi cients to be normally distributed. Our main results show that this non-convex problem can be approximated by a convex completely positive problem. Moreover, we show that the optimal values of the latter converges to the optimal values of the original problem.Examples randomly generated highlight the efficiency of our approach.



Biography:

Abdel Lisser graduated in Applied Mathematics and Econometrics at the University of Paris 1 jointly with University of Paris 7 in 1984. He got his PhD degree in 1987 at the University of Paris Dauphine (Paris 9) on Interior Point Methods (IPM). After a Postdoc at the research center of France Telecom on IPM for solving multicommodity flow Problems, he joined France Telecom Research Center as Research Engineer in 1990. He had been working on network design problems, survivability optimization problems, and semidefinite programming problems applied to clustering problems. He headed a research group from 1996 up to 2000 on Transmission and Infrastructure Network Optimization Problems. He got his Habilitation Thesis at the University of Paris 13 in 2000 on Multicommodity Flow Problems. He joined the University of Paris 11 as a full Professor in 2001 at the Faculty of Sciences, Department of Computer Science (LRI). Since 2006, he is heading the Graph Theory and Combinatorial Optimization group composed of 20 members (professors, researchers, PhD students). His main research topic is Combinatorial and stochastic optimization problems with applications to network design problems and recently to energy management problems. Professor Lisser has published many papers in different international journals and conferences. He has several international collaborations including a fruitful one with Professors Janny Leung and CH Cheng from CUHK.





************************* ALL ARE WELCOME ************************







Host         : Prof. Janny Leung

Tel          : (852) 3943-8238

Email        : janny@se.cuhk.edu.hk

Enquiries    : Prof. Lingfei Li

               Department of Systems Engineering and Engineering Management

               CUHK

Website      : http://seminar.se.cuhk.edu.hk

Email        : seem5202@se.cuhk.edu.hk