【航宇大讲堂】A distribution uncertainty model and its robust optimization approach

作者:时间:2020-09-15浏览:214供图:审阅:来源:南京航空航天大学

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题目:A distribution uncertainty model and its robust optimization approach

报告人:王然副教授(南京航空航天大学计算机科学与技术学院)

时间:2020916日(周三)10:00

地点:明故宫校区A18-209会议室

主办单位:科协、航空学院、航空航天交叉研究院、青年教授学术交流联谊会

报告内容摘要:

In this talk, I will present our recent progress on how to handle decision-making optimization problems with uncertain variables. Normally, solving an optimization problem with random variables in constraints or objective function is cumbersome or even computational intractable. To better capture the fluctuant nature of random variables, we propose a flexible distribution uncertainty model. Specifically, we extract reference distributions as useful references and allow the actual distributions of the random variables to vary around their references. Such a model allows convenient handling of volatile variables as long as their profiles are not too intensely different from the predictions or empirical knowledge. We further develop chance-constraint approximation and robust optimization approaches based on the proposed uncertainty model to firstly transform and then solve the problem. The proposed method is a universal method that can be conveniently extended to handle many other decision-making optimization problems with uncertainties. We summarize the merit of the proposed framework and its applications in modeling and solving optimization problems under various scenarios in different networks (smart grid, wireless sensor networks, data centers).

报告人简介:

王然,南京航空航天大学计算机科学与技术学院副教授。20117月本科毕业于哈尔滨工业大学实验学院电子信息工程专业,20164月博士毕业于新加坡南洋理工大学计算机科学与工程学院。2011年获南洋工程博士奖2017年入选江苏省双创博士。主持国家自然科学基金、江苏省自然科学基金、CCF-腾讯犀牛鸟基金、中国博士后特别资助等10余项科研项目;发表科研论文49篇,其中期刊论文22篇(均为CCF推荐或中科院2区以上的SCI),国际会议论文27篇(均为CCF推荐或EI),Google Scholar他引700余次;第1作者在Springer上出版英文专著1部,出版江苏省十二五规划教材1部(清华大学出版社);申请发明专利19项(授权2项)。所指导的本科生获计算机学院优秀毕业论文,赴南洋理工大学直博;所指导的硕士生获国家奖学金,校优秀毕业生等荣誉,研究方向包括智能电网、能源互联网、最优化理论等。


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