Workshop IV: Robust Optimization - IPAM

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

08:30-09:20
Check-In/Light Breakfast (Hosted by IPAM)
09:20-09:30
Welcome and Opening Remarks
09:30-10:20
Yinyu Ye (Stanford University)
Price of Correlations for Stochastic Optimization
10:30-11:00
Break
11:00-11:50
Garud Iyengar (Columbia University)
Robust optimization for portfolio selection

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Karthik Natarajan (City University Hong Kong)
Semidefinite programming models for minimax stochastic programs
15:00-15:15
Break
15:15-16:05
Guillaume Roels (University of California, Los Angeles (UCLA))
Applications of minimax regret to inventory and revenue management
16:15-16:30
Break
16:30-17:20
Ankur Srivastava (University of Maryland)
Countering Nanoscale Fabrication Variability Through Design and Post Fabrication Optimization Methods
17:30-19:30
Poster Session & Reception (Hosted by IPAM)

Wednesday, November 17, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
Pablo Parrilo (Massachusetts Institute of Technology)
Title not available
10:30-11:00
Break
11:00-11:50
David Brown (Duke University)
Risk, robustness, and dual representation of choice

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Vineet Goyal (Columbia University)
Advances in Multi-stage Stochastic and Adaptive Optimization
15:00-15:15
Break
15:15-16:05
Daniel Kuhn (Imperial College)
An efficient method to estimate the suboptimality of decision rules
16:15-16:30
Break
16:30-17:20
Sachin Sapatnekar (University of Minnesota, Twin Cities)
Optimizing Digital Circuits in the Presence of Variations

Thursday, November 18, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
Tao Yao (Pennsylvania State University)
Alternating Optimization Algorithms for Joint Chance Constraint Optimization
10:30-11:00
Break
11:00-11:50
Chiranjib Bhattacharyya (Indian Institute of Science)
Exploring Chance constraints for Designing Robust SVMs

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Dan Iancu (Stanford University)
Disturbance-Feedback Policies in Multi-Period Robust Optimization
15:00-15:15
Break
15:15-16:05
Aurelie Thiele (Lehigh University)
Log-Robust Portfolio Management
16:15-16:30
Break
16:30-17:20
Xuan Vinh Doan (University of Waterloo)
Non-Overlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems

Friday, November 19, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
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

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Dick den Hertog (Katholieke Universiteit Brabant (Tilburg University))
Immunizing (Conic) Quadratic Optimization Problems Against Implementation Errors
15:00-15:15
Break
15:15-16:05
Chandu Visweswariah (IBM Systems and Technology Group)
Challenges in Robust Optimization of Digital Integrated Circuits
16:15-16:30
Break
16:30-17:20
Yuriy Zinchenko (University of Calgary)
Solving Large-scale Dense SOCP on Heterogeneous Computing Platform
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