Bi-objective Stochastic Programming: Solution Method Discussion

Event details

Speaker: Ilias Badaoui (University of Science and Technology Houari Boumediene USTHB, Algeria)

In this seminar, Ilias will discuss the significant research progress made regarding bi-objective stochastic programming during his visit to the CBiS centre.

Biography

Ilias Badaoui is a dedicated PhD student from Algeria, currently pursuing his doctoral studies at the esteemed University of Science and Technology Houari Boumediene (USTHB). he holds a master's degree in operational research, risk management, and negotiation, showcasing his expertise in complex problem-solving and strategic decision-making. Ilias's research journey at the PhD level revolves around the intriguing domain of multiobjective stochastic programming His work delves into optimizing multiple objectives within uncertain and dynamic environments. Ilias visited CBiS in Oct/Nov 2023 to work with Dr Mahdi Bashiri.

Abstract

Stochastic programming and bi-objective programming are both well-established in the world of operations research. However, their combination is an uncharted and intriguing research frontier. In fact, our research revolves around stochastic Bi-objective programming where the challenge is to optimize two objectives within a stochastic environment. Moreover, the main goal that we set for our research is to find a new methodology to extract all the non-dominant points of stochastic bi-objective programming problems. For this purpose, I started during this visit by grasping new techniques in bi-objective programming like the BBM method, and in stochastic programming like the L-shaped method where these two approaches form the foundation of our idea. Additionally, we are considering utilizing the stochastic network design problem as a practical illustration to evaluate the efficiency of our methodology, employing Gurobi optimization in Python as the solver software. This presentation delves into the progress achieved during my visit to the CBiS Centre at Coventry University. As a PhD student in applied mathematics and operational research from Algeria. I had the honour to go through this experience and work with Dr. Mahdi Bashiri which was really valuable to me.

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