Tuesday, May 10, 08:00 - 18:00, ESH |
08:15 - 08:45 | Registration |
08:45 - 09:00 | Opening |
09:00 - 09:30 | Werner Römisch (Berlin) | Quasi-Monte Carlo methods for mixed-integer two-stage stochastic programs |
09:30 - 10:00 | Boris Mordukhovich (Detroit) | Subdifferentiation of integral functionals with applications to stochastic dynamic programming |
10:00 - 10:30 | Alejandro Jofre (Santiago) | Mechanism design and allocation algorithms for energy markets with externalities |
10:30 - 11:00 | Coffee Break |
11:00 - 11:30 | Christian Clason (Essen) | Second-order analysis of pointwise subdifferentials and applications to nonsmooth optimization |
11:30 - 12:00 | Stephan Dempe (Freiberg) | Pessimistic linear bilevel optimization |
12:00 - 12:30 | Jiri Outrata (Prague) | On the Aubin property of implicit multifunctions |
12:30 - 14:00 | Lunch Break |
14:00 - 14:30 | Didier Aussel (Perpignan) | On Nash games and quasivariational inequalities defined by nonself constraint maps |
14:30 - 15:00 | Miroslav Pištěk (Prague) | Nash equilibrium in pay-as-bid electricity market |
15:00 - 15:30 | Hernan Leövey (Berlin) | Best-CBC lattice rules for simulation in stochastic optimization problems in energy industry |
15:30 - 16:00 | Coffee Break |
16:00 - 16:30 | Thomas Surowiec (Berlin) | Handling non-smooth risk measures in risk-averse PDE-constrained optimization |
16:30 - 17:00 | Matthias Claus (Essen) | Stability in mean-risk stochastic bilevel programming |
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Wednesday, May 11, 09:00 - 22:30, ESH |
09:00 - 09:30 | Michael Hintermüller (Berlin) | Optimal control of multiphase fluids and droplets |
09:30 - 10:00 | Mohammad Hassan Farshbaf Shaker (Berlin) | Allen-Cahn MPECs |
10:00 - 10:30 | Kevin Sturm (Essen) | Shape optimisation with nonsmooth cost functions: From theory to numerics |
10:30 - 11:00 | Coffee Break |
11:00 - 11:30 | Wim van Ackooij (Clamart) | (Sub-) Gradient formulae for probability functions of random inequality systems under Gaussian and Gaussian-like distribution |
11:30 - 12:00 | Lukas Adam (Berlin) | Nonlinear chance constrained problems: Optimality conditions, regularization and solvers |
12:00 - 12:30 | Pedro Perez-Aros (Santiago) | On the subdifferential of possibly non-Lipschitzian Gaussian probability functions |
12:30 - 14:00 | Lunch Break |
14:00 - 14:30 | Rüdiger Schultz (Essen) | Nomination validation in gas networks using symbolic computation |
14:30 - 15:00 | Holger Heitsch (Berlin) | Nonlinear probabilistic constraints in gas transportation problems |
15:00 - 15:30 | Tatiana González Grandón (Berlin) | A joint model of robust optimization and probabilistic constraints for stationary gas networks |
15:30 - 16:00 | Coffee Break |
16:00 - 16:30 | Seyedehsomayeh Hosseini (Bonn) | Nonsmooth descent methods on Riemannian manifolds |
16:30 - 17:00 | Ingo Bremer (Berlin) | Dealing with probabilistic constraints under multivariate normal distribution in a standard SQP solver by using Genz' method |
19:30 - 22:30 | Dinner |
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Thursday, May 12, 09:00 - 12:45, ESH |
09:00 - 09:30 | Michel Théra (Limoges) | Perturbation of error bounds |
09:30 - 10:00 | Marian Fabian (Prague) | Fréchet subdifferentiability calculus in Asplund spaces |
10:00 - 10:30 | Russell Luke (Göttingen) | Lagrange multipliers, (exact) regularization and error bounds for
monotone variational inequalities |
10:30 - 11:00 | Coffee Break |
11:00 - 11:30 | Fabio D'Andreagiovanni (Berlin) | Multiband robust optimization for optimal energy offering under price uncertainty |
11:30 - 12:00 | Axel Bredenstein (Hamburg) | A Lagrange relaxation implementation in GAMS for stochastic optimization based bidding in day-ahead electricity auction markets |
12:00 - 12:30 | Ron Shefi (Göttingen) | A dual method for minimizing a nonsmooth objective over one smooth inequality constraint |
12:30 - 12:45 | Closing |