Optimization under uncertainty

March 23-27, 2020

Program

 

Monday, March 23, 2020

Session - Tutorials
Meeting room(s) : 6214/6254

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

 

Tuesday, March 24, 2020

Session - Whole number stochastic programming
Meeting room(s) : 6214/6254

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

 

Wednesday, March 25, 2020

Session - Monte Carlo
Meeting room(s) : 6214/6254

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

 

Thursday, March 26, 2020

Session - Monte Carlo - Robust programming
Meeting room(s) : 6214/6254

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

 

Friday, March 27, 2020

Session - Robust programming
Meeting room(s) : 6214/6254

09:30 - 09:40
Welcome
09:40 - 10:40
Hossein Hashemi Doulabi
(Concordia University)
Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
Abstract
10:40 - 11:00
Coffee break
Room(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
Abstract
12:00 - 13:30
Lunch break
13:30 - 14:30
Yossiri Adulyasak
(HEC Montréal)
Robust vehicle routing under travel time uncertainty
Abstract
14:40 - 15:40
Phebe Vayanos
(University of Southern California)
Preference Elicitation via Robust Optimization
Abstract
15:40 - 16:00
Coffee break
Room(s) 6245
16:00 - 17:00
Selin Damla Ahipasaoglu
(Singapore University of Technology and Design)
Product Assortment under Marginal Distribution Model
Abstract