Workshop IV: Robust Optimization

November 16 - 19, 2010

Schedule


Tuesday, November 16, 2010

9:30 - 10:20
11:00 - 11:50
Garud Iyengar (Columbia University)

Robust optimization for portfolio selection

2:00 - 2:50
Karthik Natarajan (City University Hong Kong)

Semidefinite programming models for minimax stochastic programs

3:15 - 4:05
Guillaume Roels (University of California, Los Angeles (UCLA))

Applications of minimax regret to inventory and revenue management

4:30 - 5:20

Wednesday, November 17, 2010

9:30 - 10:20
Pablo Parrilo (Massachusetts Institute of Technology)

 

11:00 - 11:50
2:00 - 2:50
3:15 - 4:05
4:30 - 5:20
Sachin Sapatnekar (University of Minnesota, Twin Cities)

Optimizing Digital Circuits in the Presence of Variations


Thursday, November 18, 2010

9:30 - 10:20
11:00 - 11:50
Chiranjib Bhattacharyya (Indian Institute of Science)

Exploring Chance constraints for Designing Robust SVMs

2:00 - 2:50
3:15 - 4:05
Aurelie Thiele (Lehigh University)

Log-Robust Portfolio Management

4:30 - 5:20

Friday, November 19, 2010

9:30 - 10:20
Michael Orshansky (University of Texas at Austin)

Applications of Robust Optimization in Integrated Circuit Design

11:00 - 11:50
Constantine Caramanis (University of Texas at Austin)

Learning, Regularization and Robust Optimization

2:00 - 2:50
Dick den Hertog (Katholieke Universiteit Brabant (Tilburg University))

Immunizing (Conic) Quadratic Optimization Problems Against Implementation Errors

3:15 - 4:05
Chandu Visweswariah (IBM Systems and Technology Group)

Challenges in Robust Optimization of Digital Integrated Circuits

4:30 - 5:20