Event

Optimization in an Uncertain Environment Workshop

Friday, March 25, 2011
1213 Gallagher Hall, UC Davis

Saturday, March 26, 2011
1147 Mathematical Sciences Building

Sponsored by

UC Davis Mathematics Department, Graduate School of Management
and Discrete Math at Sandia National Laboratories
OpLogPlanning Cluster

Schedule at a Glance  

FRIDAY, MARCH 25, 2011

8:00-8:30 am 

Continental Breakfast

8:30-8:45 am  Welcome
University of California Davis and Sandia National Laboratories
8:45-9:30 am 

Rüdiger Schultz, Universität Duisburg-Essen, Duisburg
Risk Averse Shape Optimization
>> Presentation slides

9:30-10:15 am 

YueYue Fan, University of California, Davis
A Two‐stage Stochastic Programming Model for Transportation Network Protection
>> Presentation slides

Break

10:30-11:15 am  Carl Laird, Texas A&M University

Internal Decomposition Techniques for Parallel Solution of Nonlinear Programming Problems

11:15-12:00 Noon 

Alois Pichler, Universität Wien, Vienna
Multistage Optimization under Uncertainty
>> Presentation Slides

12:00 Noon-1 pm  Catered Lunch
1:00-1:30 pm 

Janet Spoonamore, Army Research Office, N.C.
Army Research Program: Decision and Neuro Sciences
>> Presentation slides

1:30-2:15 pm  Andres Weintraub, Universidad de Chile, Santiago
Stochastic models in Natural Resources

Break

2:30-3:15 pm 

Georg Pflug, Universität Wien, Vienna
Shape Restricted Nonlinear Regression
>> Presentation slides

3:15-4:00 pm 

Anthony Papavasiliou (with Shmuel Oren & Richard O’Neill), University of California, Berkeley
Reserve Requirements for Wind Power Integration: A Scenario-Based Stochastic Programming
>> Presentation slides

Break

4:15-5:00 pm 

Alejandro Jofré, Universidad de Chile, Santiago
Equilibrium for discontinuous games and optimal regulation in electricity markets
>> Presentation slides

5:00-5:45 pm  Jean-Paul Watson & David Woodruff, University of California,

Davis & Sandia National Labs
Software and an Experimental Environment for Stochastic Programming
>> Presentation slides

6:30 pm  Workshop Dinner

SATURDAY, MARCH 26, 2011

8:30-9:00 am  Continental Breakfast
9:00-9:45 am 

Matthias Koeppe, University of California, Davis
Recent developments in primal integer programming, with applications to stochastic IP
>> Presentation slides

9:45-10:30 am  Vladimir Norkin (with Roger Wets), Glushkov Institute of

Cybernetics, Kiev, Ukraine
Law of Large Numbers for Random Mappings and its Applications

   Break

10:45-11:30 am 

Johannes Royset, Naval Postgraduate School, Monterey, CA
Reliability-based Optimization of Structural Systems using the Buffered Failure Probability
>> Presentation slides

11:30-12:15 pm 

Andres Iroumé, Universidad de Chile, Santiago
Stochastic Programming: Progressive Hedging applied to Hydrothermal Coordination in the Chilean Power System
>> Presentation slides

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