[Stage M2 /PFE ] Optimisation robuste avec GPU
Forum 'Stages' - Sujet créé le 2016-11-23 par Michael Poss
The purpose of the internship is address robust min-max combinatorial optimization problems using GPU programming. More specifically, the approach would be based on a famous theorem from Bertsimas and Sim (2003) that shows how solving the robust problem amounts to solve n deterministic problems with different cost vectors. The contributions are expected to be both theoretical and numerical. Specifically, the student should understand how to make parallel the existing algorithms for problem (1) and then assess them on a GPU.
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