Upcoming Events

go to archive

Wednesday, 19.12.2018, 11:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. O. Huber, Humboldt-Universität zu Berlin:
Using reformulations in nonsmooth mathematical programming: the examples of friction contact problems and optimal value functions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we illustrate how reformulations can be used to deal with nonsmoothness. In particular, we look at two specific structures arising from applications: the first one concerns finite dimensional variational inequalities with a nonsmooth functional. This is motivated by the study of contact problems with Coulomb friction. The second example involves optimization models with Optimal Value Functions (OVF) in the problem data. The OVF concept subsumes regularizers from fitting problems and coherent risk measures from Stochastic Optimization. Each reformulation scheme rely on tools from convex and variational analysis. In both instances, we obtain equivalent problems that are solvable by off-the-shelf solvers. Finally, numerical results are presented and discussed: in the OVF case, the example is a risk-averse equilibrium problem from the electricity market.

Further Informations
Joint Research Seminar on Mathematical Optimization / Non-smooth Variational Problems and Operator Equations

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 19.12.2018, 11:30 (WIAS-406)
Seminar Interacting Random Systems
C. Betken, Universität Osnabrück:
Dynamic random graphs: Sedentary random waypoint and preferential attachment models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin