《FAST Research Insight》第十一集 - 余文忠博士講解何謂Robust Optimization和應用

Abstract

企業進行大規模的工程計劃，可能遇到許多不確定的因素，例如人手短缺及工程延誤等。為有效管理風險，企業採取Robust Optimization選取一些對工程最不利的參數來建立優化模型，就可以制定出一個平衡風險和合乎利益的最優方案。理大應用數學系助理教授余文忠博士研究的Robust Optimization，其應用更與我們日常生活息息相關，例如減低傳染病的社區爆發風險以及優化交通系統面對不同情況的承載量等。 When implementing large-scale engineering projects, enterprises may encounter different uncertainties such as shortage of manpower and delay scheduling etc. To effectively control the risk , Robust Optimization would be adopted to identify the worst parameters for building an optimization model and finding the best proposal of minimizing risk and maximizing profits. Dr MC Yue, Assistant Professor from the Department of Applied Mathematics is pleased to share with us about his research on robust optimization which also applies on social situations such as community outbreak of infectious diseases and traffic control under different situations.