CWI Symposium Day on

Large-Scale and Uncertain Optimization

November 12, 2010

Optimization problems arising from applications such as medical imaging, radiation therapy, machine learning, shape design of mechanical structures and more, pose severe challenges due to the large dimensionality of the design space and the uncertainty affecting the problems' parameters. The four talks in this workshop present some current methodologies and computational schemes addressing the above challenges.

Programme

From 10:00 Coffee
10:50 - 11:00     Opening by Jan Karel Lenstra
11:00 - 11:55 Lecture by Aharon Ben-Tal, Technion, Haifa
Robust Optimization: The Need, the Challenge, the Success
12:00 - 13:30 Lunch (Newton room)
13:30 - 14:25 Lecture by Dick den Hertog, Universiteit van Tilburg
Immunizing Convex Quadratic Optimization Problems Against Implementation Errors
14:30 - 14:50 Coffee break
14:50 - 15:45 Lecture by Arkadi Nemirovski, Georgia Institute of Technology
Accelerating First Order Methods for Large-Scale Well-Structured Convex Optimization
16:00 - 16:55 Lecture by Marco Campi, University of Brescia
Risk-Return Trade-Off in Optimization
17:00 - 18:00 Reception

Registration

Participation is free, but please complete the registration form.

Location

CWI, Turing room (Z011) (entrance at the left side of the revolving doors)

Address

CWI, Science Park 123, 1098 XG Amsterdam.

Directions can be found here.

Sponsors

DIAMANT Discrete, Interactive and Algorithmic Mathematics, Algebra and Number Theory
STAR Stochastics - Theoretical and Applied Research