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Program for stream Optimization, variational inequalities and uncertainty models
Wednesday
Wednesday, 14:30 - 15:45
WE-03: OVIUM 1 - Bundle methods and portfolio optimization
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s):
Elena-Andreea Florea
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Projective bundle methods, application to the progressive hedging algorithm
Claudia Sagastizábal -
Recent challenges in portfolio optimization
Marcel Marohn, Christiane Tammer -
Optimality conditions and duality analysis for a class of conic semi-infinite optimization problem having vanishing constraints
Tamanna Yadav
Wednesday, 16:15 - 17:55
WF-03: OVIUM 2 - Stochastic approximation for PDE-based models
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s):
Miguel Sama
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A Stochastic Optimization Framework for the Stochastic Elasticity Imaging Inverse Problem of Locating Cancerous Tumors
Akhtar Khan -
About the finite dimensional noise assumption
Hans-Joerg Starkloff -
Stochastic optimization in a Black-Scholes market under insider information
Carlos Escudero -
Robust Shape Optimization Framework for an Inverse Problem
Marc Dambrine
Thursday
Thursday, 10:45 - 12:00
TB-03: OVIUM 3 - Set valued optimization
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s):
Christiane Tammer
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Existence and stability conditions for weak set-equilibrium problems
Marius Durea, Elena-Andreea Florea -
Nonlinear Cone Separation Theorems in Real Topological Linear Spaces
Bahareh Khazayel, Christian Günther, Christiane Tammer -
Some refinements of ABB type theorems in topological vector spaces
Constantin Zalinescu
Thursday, 14:30 - 16:10
TD-03: OVIUM 4 - Random variational inequaliites
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s):
Akhtar Khan
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A new stochastic regularized second-order iterative scheme for optimal control and inverse problems in partial differential equations with random data
Miguel Sama, Akhtar Khan -
A random variational inequality model of international agricultural supply chain with a vulnerability analysis under disaster scenarios
Mauro Passacantando, Fabio Raciti -
Bilevel optimisation for selecting hyperparameters for nonlinear support vector machines
Samuel Ward, Alain Zemkoho -
Inverse tensor variational formulation for a general control equilibrium problem
Annamaria Barbagallo
Friday
Friday, 11:30 - 12:45
FC-01: OVIUM 5 - Optimization under uncertainty
Stream: Optimization, variational inequalities and uncertainty models
Room: C V
Chair(s):
Annamaria Barbagallo
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Mathematical programming with uncertain data
Chiang Kao -
Necessary optimality conditions in scalar optimization under uncertainty
Christiane Tammer -
Robust solutions to multi-objective optimization problems with one uncertain objective
Fabian Chlumsky-Harttmann, Anita Schöbel
Friday, 14:00 - 15:15
FD-04: OVIUM 6 - Subdifferential, optimality, and penalization
Stream: Optimization, variational inequalities and uncertainty models
Room: 105
Chair(s):
Marius Durea
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Generalized differentiation and optimality conditions in set optimization
Elena-Andreea Florea, Marius Durea -
Penalisation in vector optimization
Paul Schmölling -
Subdifferential calculus for set-valued mappings with applications in set optimization
Radu Strugariu