Program for stream Optimization, variational inequalities and uncertainty models

WE-03: OVIUM 1 - Bundle methods and portfolio optimization
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s): Elena-Andreea Florea

• 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

WF-03: OVIUM 2 - Stochastic approximation for PDE-based models
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s): Miguel Sama

• 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

TB-03: OVIUM 3 - Set valued optimization
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s): Christiane Tammer

• 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

TD-03: OVIUM 4 - Random variational inequaliites
Stream: Optimization, variational inequalities and uncertainty models
Room: 104
Chair(s): Akhtar Khan

• 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

FC-01: OVIUM 5 - Optimization under uncertainty
Stream: Optimization, variational inequalities and uncertainty models
Room: C V
Chair(s): Annamaria Barbagallo

• 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

FD-04: OVIUM 6 - Subdifferential, optimality, and penalization
Stream: Optimization, variational inequalities and uncertainty models
Room: 105
Chair(s): Marius Durea

• 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