Frontiers of Stochastic Optimization and its Applications in Industry

Weierstrass Institute Berlin, May 10-12, 2023


Stochastic optimization has long since been a driving factor for new mathematics. This is especially the case for methods and theory of nonsmooth optimization, new tools from variational analysis, and randomized solution algorithms for large scale optimization problems. There are also many instances where the optimization problems themselves arise from important industrial applications such as energy systems and markets, gas networks, and structural engineering. Due to advances in computing capacity and increasingly larger data sets, recent times have seen a surge of interest in robust optimal control, stochastic optimization of partial differential equations, and data-driven optimization. This workshop will highlight the interplay of stochastic optimization with other branches of mathematics and its applications in industry. This includes such topics as

  • Multi-Agent Problems in Energy and Markets
  • Recents Advances in Variational Analysis
  • Stochastic Order Constraints
  • PDE-Constrained Optimization under Uncertainty

Organizers

  • Wim van Ackooij (EDF Palaiseau)
  • Caroline Geiersbach (WIAS Berlin)
  • Holger Heitsch (WIAS Berlin)
  • Dietmar Hömberg (WIAS Berlin)
  • Thomas Surowiec (Simula Research Laboratory, Oslo)

Invited speakers

  • Maria J. Canovas (Miguel Hernández University, Alicante)
  • Darinka Dentcheva (Stevens Institute of Technology, Hoboken)
  • Tatiana González Grandón (Europa-Universität Flensburg)
  • Martin Gugat (FAU Erlangen)
  • Diethard Klatte (University of Zurich)
  • Boris Mordukhovich (Wayne State University, Detroit)
  • Jiri Outrata (Czech Academy of Sciences, Prague)
  • Juan Parra López (Miguel Hernández University, Alicante)
  • Pedro Perez-Aros (University of O'Higgins)
  • Werner Römisch (HU Berlin)
  • Andrzej Ruszcyznski (Rutgers University, Piscataway)
  • Volker Schulz (Trier University)
  • Michel Thera (Université de Limoges)
  • Emilio Vilches (University of O'Higgins)
  • Hasnaa Zidani (INSA Rouen)

Contact and further information

Email: FROSTOP23@wias-berlin.de


Support

We gratefully acknowledge support by the FMJH Program Gaspard Monge in optimization and operation research (PGMO), the DFG TRR 154 Mathematical Modelling, Simulation and Optimization Using the Example of Gas Networks, the DFG SPP 1962 Non-smooth and Complementarity-based Distributed Parameter Systems: Simulation and Hierarchical Optimization, and Weierstrass Institute Berlin.