Nonsmooth and Stochastic Optimization with Applications to Energy Management - Program

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