The Department of Applied Mathematics is hosting an online seminar Friday, April 18, 2025. Speaker Kibaek Kim, computational mathematician at Argonne National Lab, will give a talk titled “Computational Aspect for the Dual Decomposition of Stochastic Mixed-Integer Programming.” Email kaul@iit.edu to request a link.

Abstract

This talk presents Lagrangian dual decomposition method and its algorithmic approaches that have been developed for solving stochastic mixed-integer programming problems with a finite number of scenarios. The dual decomposition is well-suited for distributed/parallel computing and poses several interesting challenges. In this tutorial, we first discuss the problem structures for which dual decomposition may be preferred to the well-known Benders decomposition. Second, we present the recent development that addresses the computational challenges in the dual decomposition. Last, we present future challenges and opportunities in the dual decomposition and parallel computing.