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                                                     Seminar

             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

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Title

:

Upper bounds for the 0-1 stochastic knapsack problem and a Branch and Bound algorithm

　

　

　

Speaker

:

Prof. Abdel Lisser

　

　

Laboratoire de Recherche en Informatique

　

　

Universite de Paris Sud

　

　

　

Date

:

April 8th, 2009 (Wednesday)

　

　

　

Time

:

4:30 p.m. - 5:30 p.m.

　

　

　

Venue

:

Room 513

　

　

William M.W. Mong Engineering Building

　

　

(Engineering Building Complex Phase 2)

　

　

CUHK

　

　

　

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Abstract:
　

We study and solve two different variants of static knapsack problems with random weights: The stochastic knapsack problem with simple recourse as well as the stochastic knapsack problem with probabilistic constraint. Special interest is given to the corresponding continuous problems and three different problem solving methods are presented. The resolution of the continuous problems allows to provide upper bounds in a branch-and-bound framework in order to solve the original problems. Numerical results on a dataset from the literature as well as a set of randomly generated instances are given.


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Biography:
　

Abdel Lisser is Professor in Computer Science laboratory of University of Paris Sud since 2001. He was heading research group at France Telecom from Research Center 1996 to 2001 and research engineer at France Telecom Research Center from 1988 to 1996. He got the master degree at the University of Paris Sorbonne in Mathematical Economics in 1984. He got the Ph.D at the University of Paris Dauphine in Computer Science in 1987 and the Habilitation thesis at the University of Paris Nord in 2000. His main research area is combinatorial and stochastic optimization with application to telecommunication and recently energy problems.


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

　

　

　

Host

:

Prof. Leung, May-Yee, Janny

Tel

:

(852) 2609-8238

Email

:

janny@se.cuhk.edu.hk

　

　

　

Enquiries

:

Prof. Nan Chen or Prof. Sean X. Zhou

　

:

Department of Systems Engineering and Engineering Management

　

　

CUHK

Website

:

http://www.se.cuhk.edu.hk/~seg5810

Email

:

seg5810@se.cuhk.edu.hk

　

　

　

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