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- Research (2)
- Faculty Publications (1)
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- July–August 2011
- Article
Robust Optimization Made Easy with ROME
By: Joel Goh and Melvyn Sim
We introduce ROME, an algebraic modeling toolbox for a class of robust optimization problems. ROME serves as an intermediate layer between the modeler and optimization solver engines, allowing modelers to express robust optimization problems in a mathematically...
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Keywords:
Robust Optimization;
Algebraic Modeling Toolbox;
MATLAB;
Stochastic Programming;
Decision Rules;
Inventory Control;
PERT;
Project Management;
Portfolio Optimization;
Information Technology;
Mathematical Methods;
Operations
Goh, Joel, and Melvyn Sim. "Robust Optimization Made Easy with ROME." Operations Research 59, no. 4 (July–August 2011): 973–985.
- Web
Research Associates - Research Associates
of faculty initiated studies in areas such as finance, strategy, and behavioral science. Appropriate candidates will demonstrate strong GPAs from leading academic institutions, and for some roles, should be familiar with either data manipulation tools such as STATA,...
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Software Tools - Research Computing Services
on their ReadTheDocs Lmod site for everything you wish to know about Lmod, including an FAQ list and handy Lmod Cheat Sheet. How to Load and Configure Modules Loading Modules You can load one or more modules using the module load [module(s) name] command. Some examples...
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About Us - Research Computing Services
to the research community for free. ARCGIS Mathematica MathType MATLAB SAS SPSS Stata Stat/Transfer Compute Cluster & Data Storage If your desktop or laptop is overheating when trying to work with your data, taking days to run a program,...
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Scaling Work - Research Computing Services
Lbrary (MKL) for fast multi-threaded computations. The system-wide installation of Spyder / Python also use MKL to speed up some computations. Similarly, many Stata commands have been parallelized, as have some Matlab algorithms. Note...
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Monitoring Jobs & Troubleshooting - Research Computing Services
LSF command Example Submit a batch (background) script or run and application script bsub bsub runscript.sh bsub -q long matlab -r "myscript" Get an interactive session (shell) or script interactively bsub -Ip bsub -q long_int -Is -W 2:00...
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Guidelines for Choosing Resources - Research Computing Services
environment for Python, currently providing in particular the Heapy subsystem, which supports object and heap memory sizing, profiling and debugging. from guppy import hpy h = hpy() print h.heap() Total size = 19909080 bytes. Please see the guppy PyPi page for more...
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News - Research Computing Services
restrict the types of batch jobs that are run on the SAS node to improve the prioritization of SAS jobs over all others. Note: We had originally intended to make the latest, installed versions of MATLAB and Mathematica on the cluster the...
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Best Practices - Research Computing Services
data set processing. MATLAB Use sparse matrices where applicable. Use the profiler to identify sections of code that are using the most execution time and optimize those. Use vector and matrix operations rather than loops. Strongly...
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- 20 Nov 2006
- Research & Ideas
Open Source Science: A New Model for Innovation
broadcast them inside and outside. Another study looks at the interaction between intellectual property constraints and collaboration constraints. MathWorks, which makes MATLAB software, has been running a fun "wiki-like"...
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Keywords:
by Martha Lagace