Optimization under uncertainty

September 27 - October 1, 2021

Program
 

Monday, September 27, 2021
Session - Tutorials
Meeting room(s) : En ligne / Online

08:55 - 09:00
Opening Remarks
09:00 - 10:30
Warren Powell
(Princeton University)
A Unified Framework for Optimization under Uncertainty: From stochastic optimization to sequential decision analytics
Abstract
10:30 - 11:00
Break
11:00 - 12:30
James Luedtke
(University of Wisconsin-Madison)
Stochastic Integer Programming
Abstract

Presentation slides
12:30 - 13:30
Lunch
13:30 - 15:00
Aurelie Thiele
(Southern Methodist University)
Robust optimization with societal applications
Abstract
15:00 - 15:30
Break
15:30 - 17:00
Courtney Paquette
(McGill University)
SGD in the Large: Average-case Analysis, Asymptotics, and Stepsize Criticality
Abstract

 

Tuesday, September 28, 2021
Session - Stochastic combinatorial opt.
Meeting room(s) : En ligne / Online

09:30 - 10:30
Rüdiger Schultz
(Universität Duisburg-Essen)
Mixed-integer variables and PDE constraints - no longer poor cousins in stochastic optimization
Abstract

Presentation slides
10:30 - 11:00
Break
11:00 - 12:00
Francesca Maggioni
(University of Bergamo)
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
Abstract
12:00 - 13:00
Lunch
13:00 - 14:00
Merve Bodur
(University of Toronto)
Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming
Abstract

Presentation slides
14:00 - 14:30
Break
14:30 - 15:30
Michel Gendreau
(École Polytechnique de Montréal)
Vehicle Routing with Stochastic Supply of Crowd Vehicles and Time Windows
Abstract
15:30 - 16:00
Break
16:00 - 17:00
Suvrajeet Sen
(University of Southern California)
SDDP and SDLP: An Algorithmic Comparison
Abstract

 

Wednesday, September 29, 2021
Session - Monte-Carlo Methods
Meeting room(s) : En ligne / Online

09:30 - 10:30
Natasa Krejic
(University of Novi Sad)
Inexact Restoration Approach for Subsampling Scheduling in Finite Sum Minimization
Abstract
10:30 - 11:00
Break
11:00 - 12:00
Dimitri Papadimitriou
(University of Antwerp)
Stochastic nonlinear ADMM
Abstract
12:00 - 13:00
Lunch
13:00 - 14:00
Raghu Pasupathy
(Purdue University)
Confidence Sets and Sequential Testing for Stochastic Optimization
Abstract

Presentation slides
14:00 - 14:30
Break
14:30 - 15:30
Uday V. Shanbhag
(Pennsylvania State University)
Probability Maximization via Minkowski Functionals: Convex Representations and Tractable Resolution
Abstract

Presentation slides
15:30 - 16:00
Break
16:00 - 17:00
Johannes O. Royset
(Naval Postgraduate School)
Diametrical Stochastic Optimization
Abstract

Presentation slides

 

Thursday, September 30, 2021
Session - Data-driven optimization and preference elicitation
Meeting room(s) : En ligne / Online

09:30 - 10:30
Guzin Bayraksan
(Ohio State University)
Data-driven Sample Average Approximation with Covariate Information
Abstract

Diapositives
10:30 - 11:00
Break
11:00 - 12:00
Grani A. Hanasusanto
(University of Texas at Austin)
On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach
Abstract
12:00 - 13:00
Lunch
13:00 - 14:00
Hoda Bidkhori
(University of Pittsburgh)
Data-driven optimization facing complex data environments
Abstract
14:00 - 14:30
Break
14:30 - 15:30
Phebe Vayanos
(University of Southern California)
Active Preference Elicitation via Adjustable Robust Optimization
Abstract

 

Friday, October 1, 2021
Session - Choice models and Robust optimization
Meeting room(s) : En ligne / Online

09:30 - 10:30
Selin Damla Ahipasaoglu
(University of Southampton)
Product Assortment under Marginal Distribution Model
Abstract
10:30 - 11:00
Break
11:00 - 12:00
Angelos Georghiou
(University of Cyprus)
Robust Optimization with Adjustable Uncertainty Sets
Abstract

Presentation slides
12:00 - 13:00
Lunch
13:00 - 14:00
Yossiri Adulyasak
(HEC Montréal)
Robust vehicle routing under travel time uncertainty
Abstract
14:00 - 14:30
Break
14:30 - 15:30
Sven Leyffer
(Argonne National Laboratory)
A Sequential Linearization Approach to Nonlinear Robust Optimization
Abstract

Last modified : Monday, October 11, 2021 10:07