Name: Using Statistical Models to Generate Optimization Problems - Florian Schwendinger, Quintik - Technologies
Start: 2024-07-10T13:30:00+0200
End: 2024-07-10T15:00:00+0200

In Person & Virtual
8 - 11 July, 2024
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Using Statistical Models to Generate Optimization Problems - Florian Schwendinger, Quintik - Technologies

Optimization benchmark sets are commonly used to evaluate the quality and speed of optimization solvers. These problems are typically collected from real world applications. We suggest using statistical models to automatically generate optimization problems. This has the advantages that for statistical models the data generating process is typically well known therefore it is easy to generate data for the model and then transform the data into an optimization problem. Furthermore, for statistical models, properties like convexity and unboundedness are typically well known.

Speakers

Florian Schwendinger

Dipl.-Ing. PhD, Quintik - Technologies

Wrote several R packages to different topics.

Wednesday July 10, 2024 13:30 - 15:00 CEST
TBD

Numerical methods, Poster Session

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Florian Schwendinger