Optimisation sous incertitude

23 au 27 mars 2020

Programme

 

Le lundi 23 mars 2020

Session - Tutoriaux
Salle(s) de réunion : 6214/6254

08:30 - 09:00
Inscription (salle 5345)
09:00 - 09:00
Bienvenue
09:10 - 10:40
Warren Powell
(Princeton University)
A Unified Framework for Optimization under Uncertainty: From stochastic optimization to sequential decision analytics
Résumé
10:40 - 11:00
Pause-café
Salle(s) 6245
11:00 - 12:30
James Luedtke
(University of Wisconsin-Madison)
Stochastic Integer Programming
Résumé
12:30 - 14:00
Pause-déjeuner
14:00 - 15:30
Ioannis Mitliagkas
(Université de Montréal)
Stochastic and Sample Average Approximation for Machine Learning
Résumé
15:30 - 15:50
Pause-café
Salle(s) 6245
15:50 - 17:20
Aurelie Thiele
(Southern Methodist University)
Robust optimization with societal applications
Résumé

 

Le mardi 24 mars 2020

Session - Programmation stochastique en nombres entiers
Salle(s) de réunion : 6214/6254

09:30 - 09:40
Bienvenue
09:40 - 10:40
Merve Bodur
(University of Toronto)
Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming
Résumé
10:40 - 11:00
Pause-café
Salle(s) 6245
11:00 - 12:00
Francesca Maggioni
(University of Bergamo)
Multistage robust convex optimization problems: A sampling based approach
Résumé
12:00 - 13:30
Pause-déjeuner
13:30 - 14:30
Rüdiger Schultz
(Utrecht University)
Mixed-integer variables and PDE constraints - no longer poor cousins in stochastic optimization
Résumé
14:40 - 15:40
Suvrajeet Sen
(University of Southern California)
Compromise decisions for stochastic location models
Résumé
15:40 - 16:00
Pause-café
Salle(s) 6245
16:00 - 17:00
Michel Gendreau
(École Polytechnique de Montréal)
Stochastic Vehicle Routing: An Overview and some Recent Advances
Résumé

 

Le mercredi 25 mars 2020

Session - Monte Carlo
Salle(s) de réunion : 6214/6254

09:30 - 09:40
Bienvenue
09:40 - 10:40
Natasa Krejic
(University of Novi Sad)
Inexact Restoration Approach for Subsampling Scheduling in Finite Sum Minimization
Résumé
10:40 - 11:00
Pause-café
Salle(s) 6245
11:00 - 12:00
Raghu Pasupathy
(Purdue University)
Restarts for Accelerating Stochastic Optimization
Résumé
12:00 - 13:30
Pause-déjeuner
13:30 - 14:30
Dimitri Papadimitriou
(University of Antwerp)
Mathemetical framework for learning-based MC methods
Résumé
14:40 - 15:40
Uday V. Shanbhag
(Pennsylvania State University)
Variance-reduced schemes for stochastic optimization
Résumé
15:40 - 16:00
Pause
16:00 - 18:00
Réception
Salle(s) 6245

 

Le jeudi 26 mars 2020

Session - Monte Carlo - Programmation robuste
Salle(s) de réunion : 6214/6254

09:30 - 09:40
Bienvenue
09:40 - 10:40
Courtney Paquette
(McGill University)
An adaptive line search method for stochastic optimization
Résumé
10:40 - 11:00
Pause-café
Salle(s) 6245
11:00 - 12:00
Guzin Bayraksan
(Ohio State University)
Data-driven Sample Average Approximation with Covariate Information
Résumé
12:00 - 13:30
Pause-déjeuner
13:30 - 14:30
Angelos Georghiou
(McGill University)
Robust Optimization with Adjustable Uncertainty Sets
Résumé
14:40 - 15:40
Hoda Bidkhori
(University of Pittsburgh)
Data-driven optimization facing complex data environments
Résumé
15:40 - 16:00
Pause-café
Salle(s) 6245
16:00 - 17:00
Sven Leyffer
(Argonne National Laboratory)
A Sequential Linearization Approach to Nonlinear Robust Optimization
Résumé

 

Le vendredi 27 mars 2020

Session - Programmation robuste
Salle(s) de réunion : 6214/6254

09:30 - 09:40
Bienvenue
09:40 - 10:40
Hossein Hashemi Doulabi
(Concordia University)
Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
Résumé
10:40 - 11:00
Pause-café
Salle(s) 6245
11:00 - 12:00
Grani A. Hanasusanto
(University of Texas at Austin)
A Robust Spectral Clustering Algorithm for Sub-Gaussian Mixture Models with Outliers
Résumé
12:00 - 13:30
Pause-déjeuner
13:30 - 14:30
Yossiri Adulyasak
(HEC Montréal)
Robust vehicle routing under travel time uncertainty
Résumé
14:40 - 15:40
Phebe Vayanos
(University of Southern California)
Preference Elicitation via Robust Optimization
Résumé
15:40 - 16:00
Pause-café
Salle(s) 6245
16:00 - 17:00
Selin Damla Ahipasaoglu
(Singapore University of Technology and Design)
Product Assortment under Marginal Distribution Model
Résumé