EPSRC Reference: |
GR/M41124/01 |
Title: |
PARALLEL COMPUTING FOR MULTIPLE-OBJECTIVE DECISIONS UNDER UNCERTAINTY WITH LOGIC BASED CONSTRAINTS |
Principal Investigator: |
Rustem, Professor B |
Other Investigators: |
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Researcher Co-Investigators: |
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Project Partners: |
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Department: |
Computing |
Organisation: |
Imperial College London |
Scheme: |
Standard Research (Pre-FEC) |
Starts: |
01 September 1999 |
Ends: |
31 May 2003 |
Value (£): |
374,620
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EPSRC Research Topic Classifications: |
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EPSRC Industrial Sector Classifications: |
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Related Grants: |
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Panel History: |
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Summary on Grant Application Form |
The proposed project is for the development of the methodology, algorithms, models and software for decision support. It uses logic programming technology to provide intelligent front-end specification of frequently encountered complex decision models in management, engineering design and finance. Using a translation, the problem is acst into integer linear (LP) and quadratic programming (QP) framework. Algorithms are proposed for solving efficiently the large scale LP and QP problems and their integer programming extensions. To solve realistic problems in these areas within acceptable time the parallel version of these algorithms will be worked out and implmented. Multiple objective optimisation models and uncertainty are common decision models and require the technology developed above, used in conjunction with quadratic optimisation, mean-variance and scenario analysis. The project will implement an integrated system that addresses these common concerns in decision making that will be applicable to a wide range of areas.
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Key Findings |
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Potential use in non-academic contexts |
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Impacts |
Description |
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Summary |
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Date Materialised |
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Sectors submitted by the Researcher |
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Project URL: |
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Further Information: |
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Organisation Website: |
http://www.imperial.ac.uk |