Workshop IV: Robust Optimization

Part of the Long Program Modern Trends in Optimization and Its Application
November 16 - 19, 2010

Schedule

All times in this Schedule are Pacific Time (PT)

Tuesday, November 16, 2010

Morning Session
8:30 - 9:20 Check-In/Light Breakfast (Hosted by IPAM)
9:20 - 9:30 Welcome and Opening Remarks
9:30 - 10:20
10:30 - 11:00 Break
11:00 - 11:50
Garud Iyengar (Columbia University)

Robust optimization for portfolio selection

12:00 - 2:00 Lunch (on your own)

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

Semidefinite programming models for minimax stochastic programs

3:00 - 3:15 Break
3:15 - 4:05
Guillaume Roels (University of California, Los Angeles (UCLA))

Applications of minimax regret to inventory and revenue management

4:15 - 4:30 Break
4:30 - 5:20
5:30 - 7:30 Poster Session & Reception (Hosted by IPAM)

Wednesday, November 17, 2010

Morning Session
8:30 - 9:30 Continental Breakfast
9:30 - 10:20
Pablo Parrilo (Massachusetts Institute of Technology)

 

10:30 - 11:00 Break
11:00 - 11:50
12:00 - 2:00 Lunch (on your own)

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

Optimizing Digital Circuits in the Presence of Variations


Thursday, November 18, 2010

Morning Session
8:30 - 9:30 Continental Breakfast
9:30 - 10:20
10:30 - 11:00 Break
11:00 - 11:50
Chiranjib Bhattacharyya (Indian Institute of Science)

Exploring Chance constraints for Designing Robust SVMs

12:00 - 2:00 Lunch (on your own)

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

Log-Robust Portfolio Management

4:15 - 4:30 Break
4:30 - 5:20

Friday, November 19, 2010

Morning Session
8:30 - 9:30 Continental Breakfast
9:30 - 10:20
Michael Orshansky (University of Texas at Austin)

Applications of Robust Optimization in Integrated Circuit Design

10:30 - 11:00 Break
11:00 - 11:50
Constantine Caramanis (University of Texas at Austin)

Learning, Regularization and Robust Optimization

12:00 - 2:00 Lunch (on your own)

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

Immunizing (Conic) Quadratic Optimization Problems Against Implementation Errors

3:00 - 3:15 Break
3:15 - 4:05
Chandu Visweswariah (IBM Systems and Technology Group)

Challenges in Robust Optimization of Digital Integrated Circuits

4:15 - 4:30 Break
4:30 - 5:20