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 |