Program

Week Mon. 04 Tue. 05 Wed. 06 List

	Mon. 04	Tue. 05	Wed. 06
09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00	Welcome to CIEM and opening 9:15 - 9:30 (15min) Welcome to CIEM and opening Carlos Beltran Alvarez (CIEM director) Maximization of free capacities in gas networks with random load 9:30 - 10:00 (30min) Maximization of free capacities in gas networks with random load René Henrion Valuation of a power plant by stochastic dynamic optimization 10:00 - 10:30 (30min) Valuation of a power plant by stochastic dynamic optimization Georg Pflug Early thoughts on Generalized differentiation of probability functions acting on an infinite system of constraints 10:30 - 11:00 (30min) Early thoughts on Generalized differentiation of probability functions acting on an infinite system of constraints Wim van Ackooij Coffee break 11:00 - 11:30 (30min) Coffee break Random projections for quantile regression in energy prices 11:30 - 12:00 (30min) Random projections for quantile regression in energy prices Leo Liberti Pricing and hedging of oil derivatives and refineries 12:00 - 12:30 (30min) Pricing and hedging of oil derivatives and refineries Teemu Pennanen Lunch 13:30 - 15:30 (2h) Lunch Risk-averse stochastic vector optimization 15:30 - 16:00 (30min) Risk-averse stochastic vector optimization Cagin Ararat Time consistency of the mean-risk problem 16:00 - 16:30 (30min) Time consistency of the mean-risk problem Gabriela Kovacova Risk aversion in equilibrium problems 16:30 - 17:00 (30min) Risk aversion in equilibrium problems Mikhail Solodov Multiobjective Optimal Control 17:00 - 17:30 (30min) Multiobjective Optimal Control Hasnaa Zidani Discussion, networking, and Happy Hour 18:00 - 20:00 (2h) Discussion, networking, and Happy Hour	Moreau-Rockafellar type results for the subdifferential of the supremum of a family of convex functions 9:30 - 10:00 (30min) Moreau-Rockafellar type results for the subdifferential of the supremum of a family of convex functions Marco Antonio López-Cerdá Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation 10:00 - 10:30 (30min) Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation Michel De Lara https://vaenergy.sciencesconf.org/data/program/Dempe_abstract_VAEnergy.pdf Guaranteeing the existence of solutions in robust convex optimization 10:30 - 11:00 (30min) Guaranteeing the existence of solutions in robust convex optimization Miguel Angel Goberna Coffee break 11:00 - 11:30 (30min) Coffee break Discretely-Constrained MCPs with applications in energy 11:30 - 12:00 (30min) Discretely-Constrained MCPs with applications in energy Steven A. Gabriel On regularization methods for MPCCs and degenerate non-linear programs 12:00 - 12:30 (30min) On regularization methods for MPCCs and degenerate non-linear programs Tangi Migot Lunch 13:30 - 15:30 (2h) Lunch A convex-concave approach for economic dispatch problems in a bilevel enviroment 15:30 - 16:00 (30min) A convex-concave approach for economic dispatch problems in a bilevel enviroment Welington de Oliveira Solving convex bilevel programming via forward-backward penalty scheme with inertial effects 16:00 - 16:30 (30min) Solving convex bilevel programming via forward-backward penalty scheme with inertial effects Nguyen Dang Khoa Double Bundle Method for Nonsmooth DC Optimization 16:30 - 17:00 (30min) Double Bundle Method for Nonsmooth DC Optimization Kaisa Joki Diagonal bundle method with convex and concave updates for nonconvex NSO 17:00 - 17:30 (30min) Diagonal bundle method with convex and concave updates for nonconvex NSO Napsu Karmitsa Discussion, networking, and Happy Hour 18:00 - 20:00 (2h) Discussion, networking, and Happy Hour	Two-Level Value Function Approach to Nonsmooth Optimistic Bilevel Programs 9:00 - 9:30 (30min) Two-Level Value Function Approach to Nonsmooth Optimistic Bilevel Programs Stephan Dempe Blind Input models in Single-Leader Multi-Follower games 9:30 - 10:00 (30min) Blind Input models in Single-Leader Multi-Follower games David Salas TrEMa: A Trilevel Energy Market Model 10:00 - 10:30 (30min) TrEMa: A Trilevel Energy Market Model Léonard von Niederhäusern On price signals in Energy Optimization 10:30 - 11:00 (30min) On price signals in Energy Optimization Claudia Sagastizábal Farewell coffee break 11:00 - 11:30 (30min) Farewell coffee break Departure to Bilbao, visit to Guggenheim Museum and (late!) lunch 11:30 - 11:45 (15min) Departure to Bilbao, visit to Guggenheim Museum and (late!) lunch

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