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Le lundi 27 septembre 2021 |
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Session - Tutoriels
Salle(s) de réunion : En ligne / Online |
08:55 - 09:00
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Mot de bienvenue
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09:00 - 10:30
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Warren Powell
(Princeton University) A Unified Framework for Optimization under Uncertainty: From stochastic optimization to sequential decision analytics | Résumé |
10:30 - 11:00
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Pause
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11:00 - 12:30
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James Luedtke
(University of Wisconsin-Madison) Stochastic Integer Programming | Résumé
Diapositives |
12:30 - 13:30
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Déjeuner
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13:30 - 15:00
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Aurelie Thiele
(Southern Methodist University) Robust optimization with societal applications | Résumé |
15:00 - 15:30
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Pause
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15:30 - 17:00
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Courtney Paquette
(McGill University) SGD in the Large: Average-case Analysis, Asymptotics, and Stepsize Criticality | Résumé |
Le mardi 28 septembre 2021 |
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Session - Opt combinatoire stochastique
Salle(s) de réunion : En ligne / Online |
09:30 - 10:30
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Rüdiger Schultz
(Universität Duisburg-Essen) Mixed-integer variables and PDE constraints - no longer poor cousins in stochastic optimization | Résumé
Diapositives |
10:30 - 11:00
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Pause
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11:00 - 12:00
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Francesca Maggioni
(University of Bergamo) Bounds for Multistage Mixed-Integer Distributionally Robust Optimization | Résumé |
12:00 - 13:00
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Déjeuner
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13:00 - 14:00
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Merve Bodur
(University of Toronto) Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming | Résumé
Diapositives |
14:00 - 14:30
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Pause
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14:30 - 15:30
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Michel Gendreau
(École Polytechnique de Montréal) Vehicle Routing with Stochastic Supply of Crowd Vehicles and Time Windows | Résumé |
15:30 - 16:00
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Pause
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16:00 - 17:00
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Suvrajeet Sen
(University of Southern California) SDDP and SDLP: An Algorithmic Comparison | Résumé |
Le mercredi 29 septembre 2021 |
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Session - Méthodes Monte-Carlo
Salle(s) de réunion : En ligne / Online |
09:30 - 10:30
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Natasa Krejic
(University of Novi Sad) Inexact Restoration Approach for Subsampling Scheduling in Finite Sum Minimization | Résumé |
10:30 - 11:00
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Pause
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11:00 - 12:00
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Dimitri Papadimitriou
(University of Antwerp) Stochastic nonlinear ADMM | Résumé |
12:00 - 13:00
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Déjeuner
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13:00 - 14:00
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Raghu Pasupathy
(Purdue University) Confidence Sets and Sequential Testing for Stochastic Optimization | Résumé
Diapositives |
14:00 - 14:30
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Pause
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14:30 - 15:30
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Uday V. Shanbhag
(Pennsylvania State University) Probability Maximization via Minkowski Functionals: Convex Representations and Tractable Resolution | Résumé
Diapositives |
15:30 - 16:00
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Pause
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16:00 - 17:00
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Johannes O. Royset
(Naval Postgraduate School) Diametrical Stochastic Optimization | Résumé
Diapositives |
Le jeudi 30 septembre 2021 |
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Session - Optimisation basée sur les données et élicitation des préférences
Salle(s) de réunion : En ligne / Online |
09:30 - 10:30
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Guzin Bayraksan
(Ohio State University) Data-driven Sample Average Approximation with Covariate Information | Résumé
Slides |
10:30 - 11:00
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Pause
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11:00 - 12:00
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Grani A. Hanasusanto
(University of Texas at Austin) On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach | Résumé |
12:00 - 13:00
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Déjeuner
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13:00 - 14:00
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Hoda Bidkhori
(University of Pittsburgh) Data-driven optimization facing complex data environments | Résumé |
14:00 - 14:30
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Pause
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14:30 - 15:30
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Phebe Vayanos
(University of Southern California) Active Preference Elicitation via Adjustable Robust Optimization | Résumé |
Le vendredi 1 octobre 2021 |
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Session - Choix de modèles et optimisation robuste
Salle(s) de réunion : En ligne / Online |
09:30 - 10:30
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Selin Damla Ahipasaoglu
(University of Southampton) Product Assortment under Marginal Distribution Model | Résumé |
10:30 - 11:00
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Pause
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11:00 - 12:00
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Angelos Georghiou
(University of Cyprus) Robust Optimization with Adjustable Uncertainty Sets | Résumé
Diapositives |
12:00 - 13:00
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Déjeuner
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13:00 - 14:00
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Yossiri Adulyasak
(HEC Montréal) Robust vehicle routing under travel time uncertainty | Résumé |
14:00 - 14:30
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Pause
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14:30 - 15:30
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Sven Leyffer
(Argonne National Laboratory) A Sequential Linearization Approach to Nonlinear Robust Optimization | Résumé |
Mise à jour: Le lundi 11 octobre 2021 10:07