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 symposium 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 Abstract
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 Abstract
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 Abstract
16:00 - 16:55	Lecture by Marco Campi, University of Brescia Risk-Return Trade-Off in Optimization Abstract
17:00 - 18:00	Reception

Location

CWI, room L120 (first floor of the new wing).

CWI, Science Park 123, 1098 XG Amsterdam.

Sponsors

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