Challenges in Energy
4-6 Jun 2018 Castro Urdiales (Spain)

Program

Monday, June 4, 2018

Time Event (+)
09:15 - 09:30 Welcome to CIEM and opening - Carlos Beltran Alvarez (CIEM director)  
09:30 - 10:00 Maximization of free capacities in gas networks with random load - René Henrion  
10:00 - 10:30 Valuation of a power plant by stochastic dynamic optimization - Georg Pflug  
10:30 - 11:00 Early thoughts on Generalized differentiation of probability functions acting on an infinite system of constraints - Wim van Ackooij  
11:00 - 11:30 Coffee break  
11:30 - 12:00 Random projections for quantile regression in energy prices - Leo Liberti  
12:00 - 12:30 Pricing and hedging of oil derivatives and refineries - Teemu Pennanen  
13:30 - 15:30 Lunch  
15:30 - 16:00 Risk-averse stochastic vector optimization - Cagin Ararat  
16:00 - 16:30 Time consistency of the mean-risk problem - Gabriela Kovacova  
16:30 - 17:00 Risk aversion in equilibrium problems - Mikhail Solodov  
17:00 - 17:30 Multiobjective Optimal Control - Hasnaa Zidani  
18:00 - 20:00 Discussion, networking, and Happy Hour  

Tuesday, June 5, 2018

Time Event (+)
09:30 - 10:00 Moreau-Rockafellar type results for the subdifferential of the supremum of a family of convex functions - Marco Antonio López-Cerdá  
10:00 - 10:30 Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation - Michel De Lara
 
10:30 - 11:00 Guaranteeing the existence of solutions in robust convex optimization - Miguel Angel Goberna  
11:00 - 11:30 Coffee break  
11:30 - 12:00 Discretely-Constrained MCPs with applications in energy - Steven A. Gabriel  
12:00 - 12:30 On regularization methods for MPCCs and degenerate non-linear programs - Tangi Migot  
13:30 - 15:30 Lunch  
15:30 - 16:00 A convex-concave approach for economic dispatch problems in a bilevel enviroment - Welington de Oliveira  
16:00 - 16:30 Solving convex bilevel programming via forward-backward penalty scheme with inertial effects - Nguyen Dang Khoa  
16:30 - 17:00 Double Bundle Method for Nonsmooth DC Optimization - Kaisa Joki  
17:00 - 17:30 Diagonal bundle method with convex and concave updates for nonconvex NSO - Napsu Karmitsa  
18:00 - 20:00 Discussion, networking, and Happy Hour  

Wednesday, June 6, 2018

Time Event (+)
09:00 - 09:30 Two-Level Value Function Approach to Nonsmooth Optimistic Bilevel Programs - Stephan Dempe  
09:30 - 10:00 Blind Input models in Single-Leader Multi-Follower games - David Salas  
10:00 - 10:30 TrEMa: A Trilevel Energy Market Model - Léonard von Niederhäusern  
10:30 - 11:00 On price signals in Energy Optimization - Claudia Sagastizábal  
11:00 - 11:30 Farewell coffee break  
11:30 - 11:45 Departure to Bilbao, visit to Guggenheim Museum and (late!) lunch  
  
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