Stochastic Optimization Methods: Applications in Engineering and Operations Research


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There is other expertise in simulation and stochastic areas of operational research, and in the mathematics of energy systems. See the ERGO preprints series page for current preprints, technical reports and recent publications.


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The group has a strong experience in computational software. More information, background material and download links are in the ERGO software page.

[DeepBayes2018]: Day 2, lecture 1. Introduction to stochastic optimization

Staff in the Operational Research and Optimization group have been awarded several prizes in recent years. The people and research page lists the research interests of the Staff members, and it is a good starting point for finding information on PhD topics and opportunities.

Optimization

The goal is to describe the characteristics of a radiation therapy optimization problem and then invite the reader to formulate the mathematical model for solving it. This example is particularly interesting because it lends itself to a range of possible models, including linear, nonlinear, and mixed-integer programming formulations.

From the case studies presented, we hope the reader will develop an appreciation for the wide range of problem types that can be addressed with constrained optimization methods, as well as the variety of methods available.


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Failing to identify a mathematically superior or optimal solution represents a missed opportunity to improve economic efficiency in the delivery of care and clinical outcomes for patients. This report also outlined the relationship of constrained optimization methods relative to traditional health economic modeling, graphically illustrated a simple formulation, and identified some of the major variants of constrained optimization models, such as linear programming, dynamic programming, integer programming, and stochastic programming. The second report illustrates the application of constrained optimization methods in health care decision making using three case studies.

The studies focus on determining optimal screening and vaccination strategies for cervical cancer, optimal statin start times for diabetes, and an educational case to invite the reader to formulate radiation therapy optimization problems.

Stochastic Optimization Methods: Applications in Engineering and Operations Research Stochastic Optimization Methods: Applications in Engineering and Operations Research
Stochastic Optimization Methods: Applications in Engineering and Operations Research Stochastic Optimization Methods: Applications in Engineering and Operations Research
Stochastic Optimization Methods: Applications in Engineering and Operations Research Stochastic Optimization Methods: Applications in Engineering and Operations Research
Stochastic Optimization Methods: Applications in Engineering and Operations Research Stochastic Optimization Methods: Applications in Engineering and Operations Research
Stochastic Optimization Methods: Applications in Engineering and Operations Research Stochastic Optimization Methods: Applications in Engineering and Operations Research
Stochastic Optimization Methods: Applications in Engineering and Operations Research Stochastic Optimization Methods: Applications in Engineering and Operations Research

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