CMAI Colloquium

Join CMAI for their first colloquium of the semester. With special guest, Dr. Johannes Royset, The Naval Postgraduate School.

Rockafellian functions are central to sensitivity analysis, optimality conditions, algorithmic developments, and duality. They encode an embedding of an actual problem of interest within a family of problems and lead to broad insights and computational possibilities. We introduce Rockafellians and illustrate their application in stochastic optimization, influence maximization, and inventory control. Through Rockafellian relaxation, we are able to explore a decision space broadly and discover solutions that remain hidden for more conservative approaches to decision making under uncertainty such as distributional robust optimization.