Program
| 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 |
|
| 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 |
|
| 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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|
