If you click the time slot of Parallel Sessions or a ...Makoto Yamashita. CPO. T Terlaky/M Anjos/JC...

ver . 8. 11

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9:00 (8:15-19:00) (8:30-19:00) (8:30-18:30) (8:30-16:00)9:00 9:00 9:15 Opening

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17:30 17:15 17:30 Closing17:30 17:45

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ICCOPT 2016 Tokyo: Program OverviewSummer School Conference

SundayAugust 7

PlenaryFlorian Jarre

@1S+

ParallelSessions

Thu.APlenary

Shuzhong Zhang@1S+Opening Remarks

Michael Friedlander

Level-set methodsfor convex

optimization

@Seminar Hall(NYC)

Antoine Deza

Algorithmic andgeometric aspectsof combinatorialand continuous

optimization

@Seminar Hall(NYC)

Coffee CoffeeCoffee Coffee

Registration(GRIPS) Registration (GRIPS)

Registration (NYC) PlenaryFrancis Bach

@1S+

ParallelSessions

Tue.A

Semi-plenariesE. Hazan @1SY.H. Dai @m3SParallel

SessionsMon.A

ParallelSessions

Thu.BSemi-plenariesK. Fujisawa @1SE. Delage @m3S

LunchLunch Lunch

Lunch

LunchParallel

SessionsTue.B

ParallelSessions

Mon.B

ParallelSessions

Thu.CParallel

SessionsWed.A

Kim-Chuan Toh

Large scale convexcomposite

optimization:duality, algorithms

andimplementations

@Seminar Hall(NYC)

Kazuo Murota

Convex analysisapproach to

discreteoptimization

@Seminar Hall(NYC)

Coffee ParallelSessions

Tue.C

Coffee

ParallelSessions

Wed.B

Semi-plenariesJ. Kelner @1S

R. Ward @m3S

Coffee

Best Paper PrizeSession

@1S

PlenaryJong-Shi Pang

@1S+ParallelSessions

Tue.D

Coffee

ParallelSessions

Wed.CPoster

Sessionand

Reception@Foyer

(GRIPS 1stfloor)

Registration(GRIPS)

Semi-plenariesM. Dür @1S

C. Uhler @m3S

If you click the time slot of Parallel Sessions or a Poster Session,you can jump to the detailed list of presentations of the session.

Summer SchoolDinner

@Reception Hall(NYC)

Welcome Reception@Cafeteria

(GRIPS 1st floor)Conference

Banquet@Macchan

(5-min. walk fromGRIPS)

1S : Soukairou Hall (GRIPS 1st Floor) 1S+ : Soukairou Hall and Meeting Rooms 1A-1C (GRIPS 1st Floor) m3S : Auditorium (National Art Center, Tokyo, 3rd Floor)

Student Social@Cafeteria

(GRIPS 1st floor)

fl roomNO DP Robinson

Frank E CurtisLorenz T BieglerAndreas Waechter

NO F RinaldiJoe Naoum-SawayaJames T HungerfordEmanuele Frandi

PDE-O T TakeuchiTakaaki NaraBenny HonLeevan Ling

DSO F Rinaldi/Z ZhangAnne-Sophie CrélotGiacomo NanniciniChristine A Shoemaker

AESE A MittalKei HiroseMuneki YasudaAreesh Mittal

PDE-O A SchielaMartin SiebenbornSebastian GoetschelAnton Schiela

M-OVO A SchwartzAxel DrevesSonja SteffensenMichal Cervinka

LO L Faybusovich/T TsuchiyaYongdo LimKouhei HaradaKeiichi Morikuni

RO M SimZhi ChenShuming WangJianzhe Zhen

CNO Q Tran-Dinh/I NecoaraIon NecoaraAlp YurtseverAdrien B Taylor

AFE C LinFrank Wang

CPO Y Xia

Sena SafarinaKei Takemura

CPO J Nie/JB LasserreEtienne de KlerkXinzhen ZhangPanos Parpas

SOIP C CartisFrancis BachCaroline UhlerKatsuya Tono

Mon.A 10:45-12:00 Monday, August 8th1s

t flo

or o

f GR

IPS

1S(Soukairou

Hall)

Nonlinear Optimization and Its Applications ISelf-correcting Variable-Metric Algorithms for Nonlinear OptimizationSolving MPCCs with IPOPT

1A(Meeting

Room 1A)

Methods for Large-Scale ProblemsColumn Generation Approach for the Interceptor Vehicle Routing ProblemA Partially Aggregated Dantzig Wolfe Decomposition Algorithm for Multi-Commodity Flows

A Logical Benders Decomposition Algorithm for Binary-constrained Quadratic Programs with Complementarity Constraints

Scalable and Sparse Optimization in Machine Learning via Frank-Wolfe Methods

1B(Meeting

Room 1B)

Inverse ProblemsA Direct Reconstruction Formula for the Conductivity and Permittivity from the Measurements of the Time-harmonic Magnetic FieldFinite Integration Method for Inverse Heat Conduction Problems

1C(Meeting

Room 1C)

Derivative-free and Simulation-based Optimization with Surrogate ModelsSurrogate Strategies for Mixed-Variable Derivative-free OptimizationRBFOpt: An Open-Source Library for Surrogate Model Based Optimization

Numerical Differentiation by Kernel-based Probability Measures

Efficient Mulit Objective Surrogate Global Optimization in Parallel with MOPLS and pySOT Toolbox

4th

floor

of G

RIP

S 4A(ResearchMeeting

Room 4A)

Role of Optimization in Graphical Models InferenceRobust Estimation for Gaussian Graphical Modeling and Its Application to Gene Expression DataApproximate Techniques for Boltzmann Machines

4B(ResearchMeeting

Room 4B)

Algorithmic Advances in PDE-constrained OptimizationShape Optimization Algorithms for Inverse Modeling in Extreme ScalesNon-uniform Adaptive Lossy Trajectory Compression for Optimal Control of Parabolic PDEs

Changing Graph Structure for Performing Fast, Approximate Inference in Graphical Models

An Affine Covariant Composite Step Method for Optimization with PDEs as Equality Constraints

5th

floor

of G

RIP

S

5A(LectureRoom A)

A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter.

Stability and Sensitivity Analysis of Stationary Points in Mathematical Programs with Complementarity Constraints

5G(LectureRoom G)

5C(LectureRoom C)

Solutions of Equilibrium Problems: Computation and Stability

5D(LectureRoom D)

Various Aspects of Conic Optimization and Mathematical Modeling Systems

An Interior Point Algorithm for Equality Constrained GNEPsHow to Select a Solution in GNEPs

Implementation of Interior-Point Methods for LP using Krylov Subspace Methods Preconditioned by Inner IterationsA DC Programming Approach for Long-Short Multi-Factor ModelWasserstein Barycenters of Gaussian Measures

5E(LectureRoom E)

Theory and Applications of Robust Optimization

Tolerance-driven Appointment Scheduling and Sequencing using Perceived Delay MeasuresDistributionally Robust Optimization with Semi-infinite Ambiguity Sets

5F(LectureRoom F)

Recent Advances on Convergence Rates of First-Order Methods: Part ISolving Distributionally Robust Multistage Optimization Problems via Fourier-Motzkin Elimination

Linear Convergence of First-Order Methods for Non-strongly Convex Optimization

Exact Worst-Case Performance of First-Order Methods for Composite Convex MinimizationA Universal Primal-Dual Convex Optimization Framework


5H(LectureRoom H)

Financial Optimization and Robo Advisors 1

the talk by Changle Lin is cancelledRobo-Advisor in China's Market

5I(LectureRoom I)

Interior-Point Methods and Applications for Conic Optimization

A Numerically Stable Primal-Dual Interior-Point Method for SDPAn Efficient Second-Order Cone Programming Approach for Optimal Selection in Tree Breeding

5J(LectureRoom J)


5K(LectureRoom K)


5L(LectureRoom L)

Moments, Positive Polynomials & Optimization: Part I

Real Eigenvalues of Nonsymmetric TensorsImproved Convergence Rates for Lasserre-Type Hierarchies of Upper Bounds for Box-constrained Polynomial Optimization

3rd

floor

of N

AC

T

m3S(Auditorium)

Sparse Optimization and ApplicationsA Multilevel Method for Semidefinite Programming Relaxations of Polynomial Optimization Problems with Structured Sparsity

m3AB(LectureRoomsA&B)

A Link between DC Algorithms and Proximal Gradient Methods

Submodular Functions: From Discrete to Continous DomainsLearning Directed Acyclic Graphs Based on Sparsest Permutations

Another event will be in progress: ICCOPT participants are not allowed to enter.

fl roomNO FE Curtis

Daniel P RobinsonKatya ScheinbergHao Wang

NO Y Ye/O HinderOliver H HinderYu WatanabeRoummel Marcia

PDE-O K Ito/M UlbrichJohn A BurnsConstantin ChristofJohann M Schmitt

DSO F Rinaldi/Z ZhangSimon WessingDimo BrockhoffSébastien Le Digabel

AESE A TomasgardYan GaoSomayeh MoazeniChiara Bordin

AESE N DimitrovMurat KaratasFelix JostXi Chen

LO L FaybusovichThanasak Mouktonglang

Sangho KumBruno F Lourenço

RO AMC SoKarthik NatarajanWing Kin MaMan-Chung Yue

CNO Q Tran-Dinh/I NecoaraLasith AdhikariCesar A UribeQuoc Tran-Dinh

NO M TakacMichel BaesNorbert TrautmannYiKuan Jong

CPO M Yamashita/M FukudaEllen H FukudaAkihiro TanakaMakoto Yamashita

CPO T Terlaky/M Anjos/JC GóezNathan KrislockHongbo DongJulio C Goez

CPO J Nie/JB LasserreGonzalo MunozAmir A AhmadiGuoyin Li

CNO F BachElad HazanJulien MairalGuanghui Lan

M-OVO AH HamelCarola SchrageGiovanni P CrespiAndreas H Hamel

Mon.B 13:30-14:45 Monday, August 8th1s

t flo

or o

f GR

IPS

1S(Soukairou

Hall)

Nonlinear Optimization and Its Applications IIAn Evolving Subspace Method for Low Rank MinimizationConvergence Rate of a Trust Region Method for Stochastic Nonconvex Optimization

1A(Meeting

Room 1A)

Nonlinear Optimization SolversA One Phase Interior Point Method for Non-convex Optimization

A Dynamic Penalty Parameter Updating Strategy for Matrix-free Sequential Quadratic Optimization Methods

Shape-changing L-SR1 Trust-Region MethodsInexact Sequential Quadratically Constrained Quadratic Programming Method of Feasible Directions with Global and Superlinear Convergence Properties

1B(Meeting

Room 1B)

Advances in PDE-constrained Optimization IOptimization for Design and Control of Composite Thermal Fluid Systems

1C(Meeting

Room 1C)

Computational and Algorithmic Aspects of Derivative-free OptimizationImproved Sampling for Two-Stage Methods

Optimal Control of Hyperbolic Balance Laws with State Constraints Sensitivity Analysis for Elliptic Variational Inequalities of the Second Kind: A Model Problem and Applications in Optimal Control

The Mesh Adaptive Direct Search Algorithm for Discrete Blackbox OptimizationBenchmarking Bi-Objective Derivative-free Optimizers with COCO

4th

floor

of G

RIP


Room 4A)

Energy Systems and MarketsNonsmooth Equations Approach to the Real-Time Pricing for Smart GridAn Energy Storage Deployment Program under Random Discharge Permissions

4B(ResearchMeeting

Room 4B)

Optimization in HealthcareCyber Defense Based on Network Structure

Smart Charging of Electric Vehicles through Indirect Control and Smart Price Signals

Texas Arbovirus Risk Maps and Uncertainty AnalysisPersonalized Measurement Time Points by Optimum Experimental Design for Mathematical Leukopenia Models

5th

floor

of G

RIP

S

5A(LectureRoom A)


5C(LectureRoom C)

5D(LectureRoom D)

Optimization over Symmetric Cones and Related Topics


FRA-Poly: Partial Polyhedrality and Facial ReductionIncremental Gradient Method for Karcher Mean on Symmetric ConesPrimal-Dual Algorithms for Infinite-dimensional Second-Order Cone Programming Problems and LQ-Problem with Time Dependent Linear Term in the Cost Function

5E(LectureRoom E)

Robust Optimization in Data and Signal Processing

Semidefinite Relaxation of a Class of Robust QCQPs: A Verifiable Sufficient Condition for Rank-One SolutionsOn Reduced Semidefinite Programs for Second Order Moment Bounds with Applications

5F(LectureRoom F)

Recent Advances on Convergence Rates of First-Order Methods: Part IIEpsilon-Net Techniques for a Class of Uncertain Quadratic Programming and Its Applications in Robust Beamforming with Cognitive Radio Constraints

Limited-Memory Trust-Region Methods for Sparse Reconstruction

Adaptive Smoothing Fast Gradient Methods for Fully Nonsmooth Composite Convex OptimizationNon-asymptotic Convergence Rate for Distributed Learning in Graphs


5H(LectureRoom H)

Optimization in Finance

5G(LectureRoom G)

On the Dependency among Asian Currency Exchange Rates under the Influence of Financial TsunamiA Hybrid Approach for Tracking the 1/N PortfolioContinuous Selections of Optimal Portfolios

5I(LectureRoom I)

Theoretical and Computational Aspects of Conic Programs

Some Tractable Subcones for Testing Copositivity Second-Order Conditions for Nonlinear Semidefinite Optimization Problems via Slack Variables Approach

5J(LectureRoom J)

An Iterative Method using Boundary Distance for Box-constrained Nonlinear Semidefinite Programs


5K(LectureRoom K)

Conic and Integer Conic Optimization

On a Semidefinite Relaxation for the Sparse Linear Regression ProblemBiqCrunch: Solving Binary Quadratic Problems Efficiently using Semidefinite Optimization

5L(LectureRoom L)

Moments, Positive Polynomials & Optimization: Part IIDisjunctive Conic Cuts for Mixed Integer Second Order Cone Optimization

Robust to Dynamics Optimization (RDO) LP Approximations to Polynomial Optimization Problems with Small Tree-Width

3rd

floor

of N

AC

T

m3S(Auditorium)

Stochastic OptimizationError Bounds for Parametric Polynomial Systems with Applications to Higher-Order Stability Analysis and Convergence Rate


Set Optimization: Advances and Applications

The Fundamental Duality Formula in Convex Set Optimization

An Optimal Randomized Incremental Gradient Method

Second-Order Optimization for Machine Learning in Linear TimeProximal Minimization by Incremental Surrogate Optimization (MISO)

Introducing Well-Posedness to Set-OptimizationSet-valued Variational Inequalities in Vector Optimization

fl roomNO P Toint

Mohammadreza Samadi

Philippe Toint

NO YF LiuSimon FoucartXiaojun ChenTakayuki Okuno

PDE-O M Ulbrich/K ItoAriana PiteaLivia SusuSven Leyffer

DSO F Rinaldi/Z ZhangLaurent DumasJohn P EasonStefan M Wild

AESE JA GomezBulat KhusainovAnil V RaoJose A Gomez

AFE G JunYongjae LeeDo-gyun KwonGyun Jeon

M-OVO GM LeeChuong Thai DoanSatoshi SuzukiSangwoon Yun

LO AD Sidford/YT LeeYin Tat LeeAaron D SidfordJakub Pachocki

RO K NatarajanZhenzhen YanXiaobo LiSelin D Ahipasaoglu

SOIP E ResmeritaThomas MöllenhoffDaniel GerthElena Resmerita

OIS J SiirolaBethany NicholsonJohn D Siirola

M-OVO A LoehneAndreas LoehneBenjamin Weissing

CPO M MuramatsuHenrik A FribergLeonid FaybusovichGabor Pataki

CNO X Yuan/C ChenWenxing ZhangWenYi TianYuan Shen

CNO B Recht/PA ParriloMaryam FazelFrancois GlineurAlexander Rakhlin

Tue.A 10:30-11:45 Tuesday, August 9th

A Trust Region Algorithm with a Worst-Case Iteration Complexity of O(ε-3/2) for Nonconvex OptimizationSecond-Order Optimality and (Sometimes) Beyond

1A(Meeting

Room 1A)

Nonconvex and Non-Lipschitz Optimization: Algorithms and Applications 1Sparse Recovery via Nonconvex Optimization, with Application in Metagenomics

A Continuous DC Programming Approach to Nonlinear Mixed Integer ProgramsPenalty Methods for a Class of Non-Lipschitz Optimization Problems

1B(Meeting

Room 1B)

Advances in PDE-constrained Optimization IIA Geometric Approach of Some Multitime Multiobjective Variational Problems

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Nonlinear Optimization Algorithms and Their Complexity II

1C(Meeting

Room 1C)

Derivative-free Optimization Methods for Structured ProblemsA New DFO Algorithm for the Optimization of Partially Separable Functions

Mixed-Integer PDE-constrained OptimizationOptimal Control of Nonsmooth Semilinear Parabolic Equations

Model-based Methods for Composite Blackbox OptimizationA Trust Region Method for Glass Box/Black Box Optimization

4th

floor

of G

RIP


Room 4A)

Dynamics and Optimal ControlMulti-Objective Co-Design for Embedded Optimization-based ControlNovel Computational Framework for the Numerical Solution of Constrained Optimal Control Problems

4B(ResearchMeeting

Room 4B)

Financial Optimization and Robo Advisors 2Goal Based Investment via Multi-Stage Stochastic Programming for Robo-Advisor Service ― Part I: Modeling Issues

Optimization of Dynamic Systems with Linear Programs Embedded and Its Application to Sustainable Biofuels Production

Asian Perspective on ‘Robo-Advisor’: Case of Korean MarketGoal Based Investment via Multi-Stage Stochastic Programming for Robo-Advisor Service ― Part II: Implementation Issues

5th

floor

of G

RIP

S

5A(LectureRoom A)

Robust Multi-Objective Optimization ProblemsNecessary Optimality Conditions for Nonsmooth Multiobjective Bilevel Optimization ProblemsSurrogate Duality for Quasiconvex Vector Optimization with Data Uncertainty

5C(LectureRoom C)

A Coordinate Descent Homotopy Method for Bi-Level Problem and Linearly Constrained Minimization

5D(LectureRoom D)

Theoretical Advances in Linear Optimization ― Barrier Methods


Geometric MedianA Faster Algorithm for Linear Programming and the Maximum Flow ProblemA Faster Algorithm for Linear Programming and the Maximum Flow Problem

On the Interplay of Choice, Robustness and Optimization5E

(LectureRoom E) Analysis of Discrete Choice Models: A Welfare-based Approach

Multi-Product Pricing Optimization with Robust Choice Model

5F(LectureRoom F)

Sparse Solution Reconstruction in Inverse ProblemsDistributionally Robust Project Crashing with Full, Partial or No Correlation Information

Precise Relaxation of Nonconvex Energies via Structured Sparsity

Variable Exponent Penalties for Sparse Solution ReconstructionOn Convergence of Sparsity-promoting Regularization for Non-sparse Solutions

New Developments in PyomoModeling Abstractions and Automatic Discretization Frameworks for Optimization Problems with Differential Equations in Pyomo

5H(LectureRoom H)

Vector Optimization

5G(LectureRoom G)

Advances in Optimization Modeling Languages

the talk by Shashi K Mishra has been cancelledDuality in Polyhedral Projection ProblemsA Set-valued Approach to Matrix Games with Vector Payoffs

Geometry and Algorithms for Conic Programming5I

(LectureRoom I) Primal-Dual Potentiai-Reduction Algorithm for Symmetric Programming Problem with Nonlinear Objective Function

Facial Reduction in MOSEK

5J(LectureRoom J)

Recent Advances in Splitting Methods for Large-Scale Convex Programming: Part IExact Duals and Short Certificates of Infeasibility and Weak Infeasibility in Conic Linear Programming: Part 1

Faster Alternating Direction Method of Multipliers with an O(1/n2) Convergence RateLattice-based Patterned Fabric Inspection by Sparse and Low-Rank Representation

5K(LectureRoom K)

An Alternating Minimization Algorithm for Robust Principal Component Analysis


5L(LectureRoom L)

Notions of Robustness and Dynamics in Convex Optimization: Part I

Convergence of First-Order Algorithms for Convex Optimization using Inexact InformationAn Optimal First Order Method based on Optimal Quadratic Averaging

On Equivalence between Deterministic First-Order Optimization Algorithms and Martingale Inequalities

3rd

floor

of N

AC

T

m3S(Auditorium)


The National Art Center, Tokyo will be closed on Tuesday.


fl roomNO P Toint

Sandra A SantosOleg BurdakovZaikun Zhang

NO YF LiuFeng Min XuWei Bian

PDE-O M UlbrichReinhold SchneiderOliver LassMichael Ulbrich

DSO F Rinaldi/Z ZhangGeovani N GrapigliaUbaldo M García-Palomares

Dmitri E KvasovAESE AW Dowling

Claudia D'AmbrosioRui HuangAlexander W Dowling

AFE WC KimWoong Bee ChoiChong H WonWoo Chang Kim

M-OVO A ZemkohoStephan DempeAlain ZemkohoPatrick Mehlitz

LO AD Sidford/YT LeeHariharan NarayananSantosh S VempalaJacob Abernethy

RO V GoyalPhebe VayanosMelvyn SimVineet Goyal

OIS C LairdJose S RodriguezJean-Paul WatsonAi Kagawa

RO Y GuanMatthew D NortonYe Wang

CPO G PatakiMinghui LiuPreston E FaulkTakashi Tsuchiya

CNO X Yuan/C Chen

CNO B Recht/PA ParriloLaurent LessardNathan SrebroBenjamin Recht

Tue.B 13:15-14:30 Tuesday, August 9th1s

t flo

or o

f GR

IPS

1S(Soukairou

Hall)

Nonlinear Optimization Algorithms and Their Complexity IEvaluation Complexity for Nonlinear Constrained Optimization using Unscaled KKT Conditions and High-Order ModelsLimited Memory Algorithms with Cubic RegularizationA Space Transformation Framework for Nonlinear Optimization

1A(Meeting

Room 1A)

Nonconvex and Non-Lipschitz Optimization: Algorithms and Applications 2Theory and Algorithms for Sparse Finance OptimizationOptimality and Some Numerical Analysis for Constrained Optimization Problems with Nonconvex Regularization

1B(Meeting

Room 1B)

Numerical Methods for PDE-constrained Optimization under UncertaintyHierarchical Tensor Approximation for Optimal Control with Uncertain Coefficients

Constrained Optimization with Low-Rank Tensors and Applications to Problems with PDEs under UncertaintyA Second Order Approximation Technique for Robust Optimization in Parametrized Shape Optimization

1C(Meeting

Room 1C)

Advances in Derivative-free and Simulation-based Optimization INonmonotone Derivative-free Trust-Region Algorithms for Composite Nonsmooth Optimization

On Numerical Comparison of Deterministic and Stochastic Derivative-free Global Optimization AlgorithmsAn Approach for Solving Mixed Integer Nonlinear Optimization Problems via Derivative Free Optimization Techniques

4th

floor

of G

RIP


Room 4A)

Energy Systems IStrong Valid Inequalities for the Standard Pooling ProblemChallenges and Opportunities for Optimization-based Workflow in Industry A Stochastic Programming Framework for Multi-Stakeholder Decision-Making and Conflict Resolution

4B(ResearchMeeting

Room 4B)

Asset-Liability ManagementExtending the Scope of ALM to Social Investment ― Investing in Population Growth to Enhance Sustainability of Korea National Pension Service

Personalized Asset-Liability Management Service: Products, Markets, Regulations and TechnologiesThe Peculiarity of Liability of National Pension in Korea and the Way to Sustain Pension Scheme

5th

floor

of G

RIP

S

5A(LectureRoom A)

Bilevel Optimization: Theory and Solution MethodsSolution Algorithm for Optimistic Bilevel Optimization ProblemsNewton Method for Bilevel Optimization

5C(LectureRoom C)

Stationarity Concepts for Bilevel Optimization Problems with Lower Level Constraints in Lebesgue Spaces

5D(LectureRoom D)

Theoretical Advances in Linear Optimization ― Sampling Methods


Faster Convex Optimization: Simulated Annealing with an Efficient Universal BarrierGeodesic Gliding and Polytope SamplingRandomized Interior Point Methods for Sampling and Optimization

5E(LectureRoom E)

Robust Optimization: Theory and Applications

Satisficing Awakens: Models to Mitigate UncertaintyRobust Wait Time Estimation in Resource Allocation Systems with an Application to Kidney Allocation

5F(LectureRoom F)

Piecewise Affine Policies for Two-Stage Robust Optimization under Demand Uncertainty


5G(LectureRoom G) Parallel Scenario-based Decomposition Methods for Solving the Contingency-constrained AC Optimal Power Flow Problem

A Parallel Nonlinear Interior-Point Approach for Dynamic Optimization Problems Parallel Implementations and Algorithms for Continuous Optimization

5H(LectureRoom H)

Robust Optimization and Applied ProbabilityThe Rectangular Maximum Agreement Problem

Applications of the Earth Mover’s Distance in OptimizationBuffered Probability of Exceedance, A New Characterization of Uncertainty and Application to Support Vector Machines and Robust Optimization

5I(LectureRoom I)

Geometry, Duality and Complexity in Conic Linear Programming I

Preprocessing Semidefinite ProgramsExact Duals and Short Certificates of Infeasibility and Weak Infeasibility in Conic Linear Programming: Part 2

5J(LectureRoom J)

Recent Advances in Splitting Methods for Large-Scale Convex Programming: Part IIーSESSION CANCELLEDSolving SDP Completely with an Interior-Point Oracle

5K(LectureRoom K)


5L(LectureRoom L)

Notions of Robustness and Dynamics in Convex Optimization: Part II

Stability as the Master Force Behind Stochastic Gradient DescentAutomating the Analysis and Design of Large-Scale Optimization Algorithms

Stochastic Robustness of Gradient Methods

3rd

floor

of N

AC

T

m3S(Auditorium)




fl roomNO J Griffin/W Zhou

Scott R PopeWenwen Zhou

NO YF LiuBo JiangYun ShiYa-Feng Liu

PDE-O R HerzogSven-Joachim Kimmerle

Ailyn StötznerCedric Sehrt

DSO F Rinaldi/Z ZhangEnlu ZhouHiva GhanbariRaghu Pasupathy

AESE F GilbertMorteza AshraphijuoMouhacine BenosmanFrancois Gilbert

CVI S CuiAlexandra SchwartzAndrew Lu LiuTatsuya Hirano

M-OVO S VillaHongzhou LinLorenzo A RosascoSilvia Villa

LO AD Sidford/YT LeeDi WangDamian StraszakDaniel N Dadush

RO R JiangYongpei GuanRuiwei JiangSiqian Shen

OIS C BueskensSören GeffkenRenke SchäferChristian Kirches

AFE J ChenChanaka EdirisingheShushang ZhuJingnan Chen

CPO G PatakiFrank N PermenterShota YamanakaMasakazu Muramatsu

CNO H AttouchHedy AttouchJuan PeypouquetGarrigos Guillaume

CNO B Recht/PA ParriloVenkat Chandrasekaran

Pablo A Parrilo

Tue.C 14:45-16:00 Tuesday, August 9th

1A(Meeting

Room 1A)

Nonconvex and Non-Lipschitz Optimization: Algorithms and Applications 3Structured Nonconvex Optimization Models: Algorithms and Iteration Complexity Analysis

Composite Lq (0<q<1) Minimization over PolyhedronNumerical Algorithms for PDE-constrained Optimization with Non-convex Non-smooth Objectives

1B(Meeting

Room 1B)

Optimal Control of Coupled SystemsOptimal Control of a Coupled System of a Vehicle Transporting a Fluid Subject to Shallow Water Equations

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Optimization in Machine Learning ICombining Information from Second-Order Solvers and SGDA Modified Conjugate Gradient Method with Warm-Starts for Large-Scale Nonconvex Optimization Problems

Optimal Control of Scalar Transport in Incompressible Fluid FlowOptimal Control of Thermoviscoplasticity

1C(Meeting

Room 1C)

Randomized Methods and Stochastic ProblemsGradient-based Stochastic Search for Simulation Optimization

Adaptive Sampling Recursions for Simulation OptimizationAUC Maximization and Tuning Parameters of Cost Sensitive Logistic Regression via Derivative Free Optimization

Handling Dynamic Constraints in Power System Optimization

4B(ResearchMeeting

Room 4B)

Applications of Complementarity Models: Sparsity and GamesA Reformulation of Sparse Optimization Problems using Complementarity-Type Constraints

4th

floor

of G

RIP


Room 4A)

Energy Systems IIA Strong Semidefinite Programming Relaxation of the Unit Commitment ProblemData-driven Optimal Reduced Order Model Tuning for Partial Differential Equations: Application to the 3D Boussinesq Equation

Multi-Leader Single-Follower Game between Suppliers with a ManufacturerDistributed Algorithms for Potential Generalized Nash Equilibrium Problems (GNEPs) and Nonseparable Optimization Problems

A Universal Catalyst for First-Order OptimizationLess is More: Optimal Learning with Stochastic Projection RegularizationComputational Regularization in Learning and Inverse Problems

5C(LectureRoom C)

5th

floor

of G

RIP

S

5A(LectureRoom A)

Convex Optimization for Learning and Data Sciences


Solving Linear Programs via Rescalable GeometrySlime Molds and Sparse RecoveryFaster Approximation for Packing and Covering LPs

5E(LectureRoom E)

Ambiguity-aware Decision Making under Uncertainty

5D(LectureRoom D)

Theoretical Advances in Linear Optimization ― New Perspectives

Two-Stage Stochastic Program with Distributional AmbiguityRisk-averse Stochastic Unit Commitment with Incomplete Information

Distributionally Robust Chance-constrained Bin Packing Problem

A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter.5F

(LectureRoom F)

Implementation of a Penalty-Interior-Point Algorithm within WORHPParametric Sensitivity Analysis within Sequential Quadratic Programming ― Post Optimality Analysis of Subproblems5G

(LectureRoom G)

Numerical Methods for Large Scale Nonlinear Optimisation

SQP Methods and QP Hot-starting for Nonlinear Model Predictive Control

Optimal Portfolio Deleveraging under Cross-Asset Price PressureOptimally Manage Crash RiskTo Track or Not to Track: Can Economic and Financial Indicators Help Smart-Beta Funds?

5I(LectureRoom I)

Geometry, Duality and Complexity in Conic Linear Programming II

5H(LectureRoom H)

Financial Decision Making under Distress

Duality of a Generalized Absolute Value Optimization ProblemA Reduction Method for SDP Based on Projection Lattices and Jordan Algebras

Weak Infeasibility, Facial Reduction, and Geometry in Second-Order Cone Programming

A Fast Convergent First-Order Method bearing Second-Order InformationThe Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than 1/k25J

(LectureRoom J)

Fast Inertial Proximal-Gradient Methods for Structured Optimization: O(1/k2) and Beyond

Convergence Rates in Convex Optimization: Going beyond the Worst-Case Analysis

A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter.5K

(LectureRoom K)

5L(LectureRoom L) Switched System Analysis via Dual/Sum-of-Squares Techniques

Fitting Convex Sets to Data via Matrix FactorizationNotions of Robustness and Dynamics in Convex Optimization: Part III

m3S(Auditorium)




3rd

floor

of N

AC

T

fl roomNO R Marcia/J Erway

William W HagerJoshua D GriffinElizabeth Wong

NO YF LiuDong KangCheng ChenZhilong Dong

PDE-O T TakeuchiTomoaki HashimotoKentaro YajiMasato Kimura

DSO F Rinaldi/Z ZhangAlessandra PapiniMargherita PorcelliWarren L Hare

AESE J LavaeiAbdulrahman KalbatJavad Lavaei

CVI M Wang/S CuiShisheng CuiYue XieSun Jie

M-OVO D KuroiwaMatteo RoccaDaishi KuroiwaKazuki Seto

SOIP C CartisJohn WrightMahdi SoltanolkotabiRachel Ward

RO V GuptaAdam ElmachtoubPaul GrigasVishal Gupta

LO SD Ahipasaoglu/G NanniciniRoland WunderlingMatthias MiltenbergerSoomin Lee

AFE D LiMoris S StrubJianjun GaoDuan Li

CPO R HildebrandCristobal GuzmanRonen EldanRoland Hildebrand

CNO Q LinPeter RichtarikAntonin ChambolleLin Xiao

CS CHJ PangMasaru ItoNaoki ItoCH Jeffrey Pang

CPO AA AhmadiGreg BlekhermanAhmadreza MarandiJiawang Nie

Tue.D 16:30-17:45 Tuesday, August 9th

Methods for Large- and Medium-Scale Nonlinear Optimization

1A(Meeting

Room 1A)

Nonconvex and Non-Lipschitz Optimization: Algorithms and Applications 4New Strategies of Stochastic RBF Method for Expensive Black-Box Global Optimization

A General Proximal Quasi-Newton Method for Large Scale l1 Penalized Optimization ProblemA Subspace Multilevel Method for Nonlinear Optimization

1B(Meeting

Room 1B)

PDE Optimization and Applications IReceding Horizon Control for Spatiotemporal Dynamic Systems

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Large-Scale Nonlinear OptimizationAn Active Set Algorithm for Nonlinear Optimization with Polyhedral ConstraintsA New Successive Subspace Method for Solving the Trust-Region Subproblem

Shape Optimization Approach to Free Boundary Problems by Traction MethodTopology Optimization for Fluid Dynamics Problems and Its Applications in Flow Channel Design

1C(Meeting

Room 1C)

Advances in Derivative-free and Simulation-based Optimization IIAn Implicit Filtering-based Algorithm for Derivative Free Multiobjective Optimization

Using Inexact Subgradients to Compute Proximal Points of Convex FunctionsGlobal Derivative-free Quasi-Newton Methods for Bound-constrained Nonlinear Systems

the talk by Marc D Vuffray is cancelled and the other talks are slided to the 1st and 2nd spots

4B(ResearchMeeting

Room 4B)

Stochastic Optimization and Variational Inequality ProblemsOn the Analysis of Three Stochastic Extragradient Variants for Monotone Stochastic Variational Inequality Problems

4th

floor

of G

RIP


Room 4A)

Optimization Models in EnergyOptimal Distributed Control of Power Systems with a High Level of Renewable EnergyPower System State Estimation with a Limited Number of Measurements

A Distributionally Robust Model for Three Stage Stochastic Linear OptimizationOn the Resolution of Complementarity Formulations of the L0-Norm Minimization Problem via ADMM Schemes

5A(LectureRoom A)

Generalized Convexity and Set OptimizationRobust Vector Optimization: Well-Posedness, Sensitivity to Uncertainty and Generalized Convexity of Set-valued MapsUnified Approach in Set Optimization and Generalized Convexity for Set-valued MapsGeneralized Convexity for Set-valued Maps and Its Applications

5C(LectureRoom C)

5th

floor

of G

RIP

S


A Semidefinite Relaxation for Computing Distances between Metric SpacesBreaking Sample Complexity Barriers via Nonconvex Optimization?Nonconvex Recovery of Low Complexity Models

5E(LectureRoom E)

5D(LectureRoom D)

Sparse and Low Rank Approximation

An Extended Frank-Wolfe Method with “In-Face” Directions, and Its Application to Low-Rank Matrix CompletionSmart "Predict, Then Optimize"

Recent Advances in Data-driven Optimization

Empirical Bayes and Optimization in the Small-Data Regime

5F(LectureRoom F)

No session

LP Solution Polishing to Improve MIP PerformancePrimal-Dual Method for Decentralized Online Optimization

5G(LectureRoom G)

Linear Optimization and ComputationImproving the CPLEX LP Solver

Quadratic Convex Reformulations for Semi-continuous Quadratic Programming and Its Application in Cardinality Constrained Mean-Variance Portfolio Selection

On Multiperiod Mean-CVaR Portfolio OptimizationPortfolio Optimization with Non-recursive Reference Point Updating

5I(LectureRoom I)

5H(LectureRoom H)

Optimization in Portfolio Selection and Risk Management

The Entropic Barrier: A Universal and Optimal Self Concordant BarrierNew Upper Bounds for the Density of Translative Packings of Three-dimensional Convex Bodies with Tetrahedral Symmetry

Barriers in Conic Optimization

Primal-Dual Algorithm for Convex OptimizationBarriers on Symmetric Cones

Remarks on Acceleration for Primal-Dual AlgorithmsStochastic Dual Ascent for Solving Linear Systems5J

(LectureRoom J)

Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization

Fast Accelerated Proximal Gradient Method and Its Application to Unified Classification AlgorithmAn Adaptive Restarting for Universal Gradient Method of Minimizing Strongly Convex Functions5K

(LectureRoom K)

First Order Methods and Applications

Algebraic Methods in Polynomial OptimizationThe Supporting Halfspace-quadratic Programming Strategy for the Dual of the Best Approximation Problem

The Bounded SOS Hierarchy for Bilinear ProgrammingSpectrahedral Cones with Rank 1 Extreme Rays, Sums of Squares and Matrix Completion5L

(LectureRoom L)

Positive Maps and Separable Matrices

3rd

floor

of N

AC

T

m3S(Auditorium)




fl roomNO O Gunluk

Sanjeeb DashAndy SunOktay Gunluk

NO X Liu/Y WangYanfei WangCong SunRan Gu

PDE-O T TakeuchiYikan LiuGenta KawaharaTakeshi Ohtsuka

DSO F Rinaldi/Z ZhangAnne AugerSerge Gratton

AESE AU RaghunathanErmin WeiArvind U Raghunathan

CVI SK MishraJein-Shan ChenBalendu B UpadhyayMengdi Wang

LO M AnjosLeo S LibertiTamás TerlakyMiguel Anjos

RO O NohadaniAnil AswaniEdwin RomeijnOmid Nohadani

M-OVO J GargVladimir ShikhmanJugal GargJoseph M Ostroy

LO A DezaNoriyoshi SukegawaGeorge O ManoussakisDomingos M Cardoso

AFE J GotohAlba V Olivares-NadalJang Ho KimAndrew Lim

CS M MichtaHiroyuki KasaiKai A SpürkelMariusz Michta

CPO AMC SoChao DingHuikang LiuZirui Zhou

CPO J Nie/JB LasserreGue Myung LeeJeya JeyakumarVictor L Magron

CNO M Teboulle/S SabachEdouard PauwelsNadav HallakMarc Teboulle

GO R MisenerRohit KannanRemigijus PaulaviciusRadu Baltean-Lugojan

Wed.A 13:45-15:00 Wednesday, August 10th

Solving Box-constrained Nonconvex QPsOptimization Methods for Inverse Problems 1

Seismic Diffraction Extraction for Discontinuous Geologies using Sparse Regularization

1st f

loor

of G

RIP

S1S

(SoukairouHall)

MIP + NLPOptimization over Structured Subsets of Positive Semidefinite Matrices via Column GenerationCutting Planes to Strengthen Second Order Conic Relaxation of the OPF Problem

Semidefinite Penalty Method for Quadratically Constrained Quadratic ProgrammingOn a Special Structured Matrix Problem

1A(Meeting

Room 1A)

1B(Meeting

Room 1B)

PDE Optimization and Applications IIIterative Thresholding Algorithm for Inverse Source Problems for Hyperbolic-Type Equations

Optimal Control Problem for Allen-Cahn Type Equation Associated with Total Variation EnergyOptimization of Heat Transfer in Plane Couette Flow

Theoretical Aspects of Derivative-free OptimizationOn the Linear Convergence of Comparison-based Step-size Adaptive Randomized SearchDirect Search Based on Inaccurate Function Values

1C(Meeting

Room 1C)

4th

floor

of G

RIP


Room 4A)

Data and Networks IParallel Multi-splitting Proximal MethodDual Decomposition and Nonsmooth Equations

Vector Variational Inequalities and ApplicationsOn New Discrete-Type Complementarity Functions

Online Markovian Decision Problems as a Stochastic Minimax ProblemOn Relations between Vector Variational-like Inequalities and Vector Optimization Problems in Asplund Spaces

4B(ResearchMeeting

Room 4B)

5th

floor

of G

RIP

S

5A(LectureRoom A)

5C(LectureRoom C)


5D(LectureRoom D)

Computational and Complexity Challenges for Linear Conic OptimizationA Random Projection Method for Solving Linear Programs


Computational Study of Some Valid Inequalities for k-Way Graph PartitioningA Polynomial Column-wise Rescaling von Neumann Algorithm

Advances in Robust Optimization I

Accounting for the Tongue-and-Groove Effect in IMRT Treatment Planning using a Robust Direct Aperture Optimization ApproachNumerical Solution of Bilevel Programs using a Duality-based Approach5E

(LectureRoom E)

Robust Maximum Likelihood Estimation with Application to Radiation TherapyMathematical Programming and Economic Equilibria

Computation of Fisher-Gale Equilibrium by Auction5F(LectureRoom F)

Price-taking Equilibrium in GamesPolynomial-Time Complementary Pivot Algorithms for Market Equilibria

On the Diameter of Lattice Polytopes

Algorithmic and Geometric Aspects of Linear OptimizationImproving Bounds on the Diameter of a Polyhedron in High Dimensions

5H(LectureRoom H)

Robust Portfolio OptimizationA Robust Perspective on Transaction Costs in Portfolio Optimization

Star Sets/Star Complements of Graph Eigenvalues and Simplex Like Techniques in Combinatorial Problems

5G(LectureRoom G)

Robust Empirical OptimizationHigher Factor Dependency of Robust Portfolios for Achieving Robustness

Properties of Weak Solutions to Stochastic Inclusions and Their Applications in Optimization ProblemsStrong Convexity in Two-Stage Linear Stochastic Programs with Partially Random Right-Hand SideRiemannian Stochastic Variance Reduced Gradient on Grassmann Manifold5I

(LectureRoom I)

Stochastic Optimization: Theory and Algorithms

5J(LectureRoom J)

Matrix Optimization Problems: Recent Advances in Convergence Rate Analysis and Recovery GuaranteesConvex Optimization Learning of Faithful Euclidean Distance Representations in Nonlinear Dimensionality ReductionQuadratic Optimization with Orthogonality Constraints: Explicit Lojasiewicz Exponent and Linear Convergence of Line-Search Methods


A Unified Approach to Error Bounds for Structured Convex Optimization

5K(LectureRoom K)

5L(LectureRoom L)

Moments, Positive Polynomials & Optimization: Part III

Globally Solving Polynomial Mathematical Programs with Equilibrium ConstraintsOn Stability and Genericity Results for Polynomial Optimization Problems

Convergent Robust SDP Approximations for Semialgebraic Optimization

3rd

floor

of N

AC

T

m3S(Auditorium)

Recent Advances in First-Order Methods: Part ISequential Convex Programming, Value Function and ConvergenceOn Computing the Proximal Mapping Associated with the l0-Norm over Symmetric SetsBeyond Lipschitz Gradient Continuity: A Novel Path for First Order Methods

Enhancing the Performance of BASBL: Branch-And-Sandwich BiLevel Solver with the Adaptive Branching, Domain Reduction and Parallel Computing Schemes


Advances in Deterministic Global Optimization IConvergence-Order Analysis of Lower Bounding Schemes for Constrained Global Optimization Problems

A Parametric Approach to Solving the Pooling Problem

fl roomNO C Sun

Xin LiuQingna Li

NO X Liu/Y WangXiucui GuanBo WenTingting Wu

PDE-O F Tröltzsch/I YouseptIrwin YouseptPeter GanglFredi Tröltzsch

DSO F Rinaldi/Z ZhangMatt MenickellySatyajith Amaran

AESE NY ChiangHassan MansourRuth MisenerNai-Yuan Chiang

CVI U ShanbhagTodd MunsonYura MalitskyTianyu Hao

M-OVO R Wangkeeree/N Petrot Rabian WangkeereeNarin Petrot

LO T TerlakyLukas SchorkAntoine DezaPascal Benchimol

RO V DoanXuan Vinh DoanVarun GuptaHenry Lam

SOIP M LotzKe WeiRaphael A HauserAxel Flinth

LO TD HansenYann DisserThomas D HansenWalter Morris

AFE C YiuJingtang MaCedric Yiu

CNO M FriedlanderCho-Jui HsiehMadeleine UdellRene Vidal

CPO A YoshiseDaigo NarushimaMirai TanakaAkiko Yoshise

CPO J Nie/JB LasserreJinyan FanGeorgina Hall

CNO M Teboulle/S SabachYoel DroriShoham SabachAmir Beck

GO CA Floudas/NV SahinidisSyuuji YamadaMonica G CojocaruPietro Belotti

Wed.B 15:15-16:30 Wednesday, August 10th

the talk by Bo Jiang is cancelled and the one by Qigna Li has been slided to the 2nd speaker spot

1A(Meeting

Room 1A)

Optimization Methods for Inverse Problems 2Inverse Max+Sum Spanning Tree Problem under Hamming Distance by Modifying the Sum-Cost VectorLinear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Optimization Methods and Its ApplicationsColumn-wise Block Coordinate Descent Approach for Orthogonal Constrained Optimization Problems

Solving Constrained TV2L1-L2 MRI Signal Reconstruction via an Efficient Alternating Direction Method of Multipliers

1B(Meeting

Room 1B)

PDE-constrained Optimization in ElectromagnetismOptimization of Non-smooth Hyperbolic Evolution Maxwell's Equations in Type-II SuperconductivitySensitivity-based Topology and Shape Optimization of an Electric Motor

A Quadratically Convergent Regularized Semismooth Newton Method for Nonlinear Equations under Error Bound Conditions

Optimal Control of Some Quasilinear Parabolic Maxwell Equations

1C(Meeting

Room 1C)

Derivative-free Optimization Algorithms for Stochastic ProblemsProbabilistically Fully Linear Models in STORMOn the Implementation of a Trust Region-based Algorithm for Derivative-free Optimization over Stochastic Simulations

the talk by Youssef M Marzouk is cancelled

4th

floor

of G

RIP


Room 4A)

Data and Networks IIOnline Blind Deconvolution in Through-the-Wall Radar ImagingUsing Functional Programming to Recognize Named Structure in an Optimization Problem: Application to PoolingA Regularized Augmented Lagrangian Filter Method for Nonlinear Building MPC Problems

4B(ResearchMeeting

Room 4B)

Algorithms for Complementarity and Equilibrium ProblemsLexicographic Pivoting for Mixed Linear Complementarity ProblemsNew Projection Methods for Monotone Variational InequalitiesValue Function Based Non-cooperative Games

Methods for Finding Solutions of Convex Optimization and Feasibility Problem without Convex Representation

5th

floor

of G

RIP

S

5A(LectureRoom A)

Optimality and Algorithm for Convex and Multiple-Objective Optimization

On Optimality Theorems for Multiobjective Optimization Problems over Feasible Set Defined by Tangentially Convex Inequalities

A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter.5C

(LectureRoom C)

Euler Polytopes and Convex Matroid Optimization5D

(LectureRoom D)

Recent Advances in Linear Optimization

5E(LectureRoom E)

Advances in Robust Optimization IILong and Winding Central Paths

Inexact Directions in Interior Point Methods

Tight Moments-based Bounds for Queueing SystemsFréchet Bounds and Distributionally Robust Optimization

The Empirical Divergence-based Distributionally Robust Optimization

5F(LectureRoom F)

Low Complexity Models and ApplicationsA Provable Nonconvex Algorithm for Spectrally Sparse Signal Reconstruction

Compressed Sensing Stability through High-dimensional GeometryTomography with Nonlinear Compressed Sensing

An Improved Version of the Random-Facet Pivoting Rule for the Simplex Algorithm5G

(LectureRoom G)

Perspectives on Simplex AlgorithmsThe Simplex Algorithm is NP-mighty

A Directed Steinitz Theorem for Oriented Matroid Programming

Optimal Portfolio and Insurance Problems with Risk Constraint5H

(LectureRoom H)

Optimization Approaches for Derivative Pricing and Risk ManagementHybrid Laplace Transform and Finite Difference Methods for Pricing American Options

No session5I

(LectureRoom I)

Making Sketchy Decisions: Semidefinite Programming with Optimal Storage5J

(LectureRoom J)

Sparse Optimization: Algorithms and ApplicationsInexact Proximal Newton Methods for Composite Minimization

Global Optimality in Matrix and Tensor Factorization, Deep Learning, and Beyond

Diversity Extraction via Condition Number Constrained Matrix Factorization5K

(LectureRoom K)

Some New Results on Conic Optimization and Its Applications to Machine LearningInner and Outer Approximations of the Semidefinite Cone using SD Bases and Their Applications to Some NP-hard Problems

5L(LectureRoom L)

Rank Minimization Approach to Collaborative Filtering Based on the Nuclear Norm Minimization

DC Decomposition of Nonconvex Polynomials with Algebraic Techniques

Moments, Positive Polynomials & Optimization: Part IVComputing the Distance between the Linear Matrix Pencil and the Completely Positive Cone

(the talk by Jean B Lasserre is cancelled and the 2nd and 3rd talks will be slid to the 1st and 2nd spots, resp.)

3rd

floor

of N

AC

T

m3S(Auditorium)

Recent Advances in First-Order Methods: Part IIThe Exact Information-based Complexity of Smooth Convex MinimizationA First Order Method for Solving Convex Bi-Level Optimization ProblemsPrimal and Dual Predicted Decrease Approximation Methods

Solving Hard Mixed Integer Quadratic and Conic Optimization ProblemsGeneralized Nash Games and Cap and Trade Environmental Models


Advances in Deterministic Global Optimization IIA Branch and Bound Procedure for a Quadratic Reverse Convex Programming Problem by Listing FJ Points

fl roomNO M De Santis

Bissan GhaddarYufei YangMarianna De Santis

NO X Liu/Y Wang

PDE-O S UlbrichMichael HintermüllerChristian ClasonStefan Ulbrich

DSO F Rinaldi/Z ZhangFrancesco RinaldiJeffrey LarsonGiuseppe Lancia

AESE G ScutariMingyi HongKonstantinos SlavakisGesualdo Scutari

CVI U ShanbhagThanyarat JitpeeraGabriel HaeserYina Liu

M-OVO T TanakaYutaka SaitoYuto OgataIssei Kuwano

M-OVO T BajbarJerzy MotylYousuke ArayaTomas Bajbar

CNO W YinLei YangJinshan Zeng

RO B Van Parys

SOIP C Cartis

Yuji NakatsukasaMichal KocvaraRobert M Gower

LO S MaAmitabh BasuChristopher T RyanSam Wong

SO M ClausHuifu XuJohanna BurtscheidtMatthias Claus

CS YS NiuBilian ChenRyuta TamuraYi-Shuai Niu

CPO S Kim/M KojimaShinsaku SakaueSunyoung KimMasakazu Kojima

CNO F Kilinc-KarzanNam Ho-NguyenMert GurbuzbalabanFatma Kilinc-Karzan

Wed.C 17:00-18:15 Wednesday, August 10th

An Active Set Strategy for Nonlinear Programming Problems with Box Constraints

1A(Meeting

Room 1A)

Optimization Methods for Inverse Problems 3ーlate cancellationthe talk by Tingting Wu has been moved to Wed.B.1A

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Advances in Large-Scale OptimizationA Global Optimization Approach for the Valve Setting ProblemWorst-Case and Sparse Portfolio Selection: Insights and Alternatives

1B(Meeting

Room 1B)

Recent Developments in PDE-constrained Optimization IOptimal Control of Multiphase Fluids and Droplets

Preconditioners for Time-dependent PDE-constrained Optimization and an Implementation Based on Parareal Time-Domain DecompositionA Nonlinear Primal-Dual Extragradient Method for Nonsmooth PDE-constrained Optimization

1C(Meeting

Room 1C)

Advances in Derivative-free and Simulation-based Optimization IIIA New Derivative-free Method for Integer Programming Problems

Compact Extended Formulations for Exponential-Size Linear ProgramsAsynchronously Parallel Optimization Solver for Finding Multiple Minima

Decomposing Linearly Constrained Nonconvex Problems by a Proximal Primal-Dual ApproachAccelerated Hybrid Steepest Descent Method for Solving Affinely Constrained Composite Convex Optimization ProblemsIn-Network Nonconvex Large-Scale Optimization

4B(ResearchMeeting

Room 4B)

Algorithms for Variational Inequality and Optimization ProblemsConvergence Analysis of Fixed Point Optimization Algorithm for the Triple-hierarchical Constrained Optimization Problem

4th

floor

of G

RIP


Room 4A)

Data and Networks III

Characterization of Weakly Sharp Solutions of a Variational Inequality by Its Primal Gap FunctionOn the Global Convergence of Nonlinear Optimization Algorithms under Weak Assumptions

A Scalar Characterization of Set-valued Optimization Problems

5th

floor

of G

RIP

S

5A(LectureRoom A)

Set-valued Analysis and Nonlinear ScalarizationOn Generalization of a Fixed Point Theorem for Set-valued MapsGeneralized Alternative Theorems Based on Set-Relations and an Application to Semidefinite Programming Problems

5C(LectureRoom C)

Set-valued and Vector OptimizationOrder Convex Selections of Set-valued Functions and Their Applications to Convex Optimization

On the Real Jacobian Conjecture and Newton PolytopesExistence of Set Equilibrium Problem via Ekeland's Variational Principle

5E(LectureRoom E)

5D(LectureRoom D)

Nonconvex Splitting Methods and ApplicationsAlternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction

ExtraPush for Convex Decentralized Optimization over Directed Networks with Extensions

the talk by Bart Van Parys has been moved to Thu.C.5EAdvances in Robust Optimization IIIーlate cancellation

5F(LectureRoom F)

Novel Perspectives on Nonlinear OptimizationGlobal Optimization via Eigenvalues

Randomized Quasi-Newton Updates are Linearly Convergent Matrix Inversion AlgorithmsOn Multigrid Methods in Convex Optimization

Strong Duality and Sensitivity Analysis in Semi-infinite Linear Programming5G

(LectureRoom G)

Theoretical and Algorithmic Developments of Linear Optimization and Semi-infinite Linear OptimizationProjection: A Unified Approach to Semi-infinite Linear Programs and Duality in Convex Programming

Faster Algorithms for Convex and Submodular Function Minimization

5I(LectureRoom I)

On Stability of Stochastic Bilevel Programs with Risk Aversion

5H(LectureRoom H)

Stability Analysis in Stochastic ProgrammingStability Analysis for Mathematical Programs with Distributionally Robust Chance ConstraintOn Stability of Risk Averse Complementarity Problems under Uncertainty

No session

A Mixed Integer Semidefinite Programming Approach for Variable Selection avoiding Multicollinearity5J

(LectureRoom J)

Advances in Nonlinear Optimization IOn New Classes of Nonnegative Symmetric Tensors and Applications

On Global Optimization of Mixed-01 Nonlinear Program via DC Algorithms

A Robust Lagrangian-DNN Method for a Class of Quadratic Optimization Problems 5K

(LectureRoom K)

SDP and DNN Relaxations of Discrete Polynomial Optimization ProblemsExact SDP Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems

A Lagrangian and Doubly Nonnegative Relaxation for Polynomial Optimization Problems in Binary Variables

5L(LectureRoom L)

Advances in First-Order Methods and Handling UncertaintyFirst-Order Methods for Robust Convex OptimizationIncremental Methods for Additive Convex Cost OptimizationA Second-Order Cone Based Approach for Solving the Trust Region Subproblem and Its Variants

m3S(Auditorium)


3rd

floor

of N

AC

T



fl roomNO J Eckstein

Necdet S AybatWotao YinJonathan Eckstein

NO X Liu/Y WangQian DongYong XiaHongying Liu

PDE-O S UlbrichWinnifried WollnerHannes MeinlschmidtRoland Herzog

DSO F Rinaldi/Z ZhangSebastian StichNacer E SoualmiYouhei Akimoto

AESE T OhtsukaToru NamerikawaKenji HirataYusuke Okajima

CS RS MaglasangShogo KishimotoGu YanRenan S Maglasang

CS P KrokhmalTakako HoshiyamaBenjamin M HornPavlo Krokhmal

M-OVO C Günther/M HillmannMarius DureaRadu Strugariu

LO D BremnerSebastian PokuttaHidefumi HiraishiDavid Bremner

RO W WiesemannFrans de RuiterDaniel KuhnWolfram Wiesemann

CNO S ZhangShiqian MaQihang LinSimai He

CS A OliveiraToshihiro KosakiLucie SchaynováAurelio Oliveira

SO H Sun/D ZhangShaojian QuDali ZhangHailin Sun

CS A VarvitsiotisTang PeipeiAnja KuttichAntonios Varvitsiotis

CPO Y XiaPatrick GroetznerShinji YamadaTing Kei Pong

CPO LF ZuluagaRamtin MadaniJamie HaddockJuan C Vera

Thu.A 9:00-10:15 Thursday, August 11th

Asynchronous Projective Monotone Operator Splitting Algorithms

Conditional Gradient Algorithms for Rank-k Matrix Approximations with a Sparsity Constraint Generalized Newton Method for Globally Solving the Total Least Squares with Tikhonov Regularization

1A(Meeting

Room 1A)

Optimization Methods for Inverse Problems 4A Parallel Line Search Subspace Correction Method for Convex Optimization Problems

1B(Meeting

Room 1B)

Recent Developments in PDE-constrained Optimization IIPDE Constrained Optimization with Pointwise Gradient Constraints

1st f

loor

of G

RIP

S1S

(SoukairouHall)

ADMM-like Methods for Convex Optimization and Monotone InclusionsDistributed Proximal Gradient Methods for Cooperative Multi-Agent Optimization over Conic ConstraintsARock: Asynchronous Parallel Coordinate Update Framework and Its Application to ADMM

Controlling Feasibility and Optimality in Iterative Solvers for Optimality SystemsOptimal Control of the Thermistor Problem in Three Spatial Dimensions

Comparison-based Stochastic Algorithm with Adaptive Gaussian Model for Large-Scale Continuous OptimizationAn Indicator for the Switch from Derivative-free to Derivative-based Optimization

1C(Meeting

Room 1C)

Derivative-free Optimization Algorithms for Large-Scale ProblemsEfficiency of Random Search on Structured Problems

4th

floor

of G

RIP


Room 4A)

Optimization in Energy Management Systems with Integrated Economic/Physical ModelsDistributed Optimal Power Management Based on Dynamic Pricing in Multi-Period Electricity MarketReal-Time Pricing Leading to Optimal Operation and Applications to Energy Management SystemsA Study on Modeling and Optimization of an Energy Demand Network with Strategic Aggregators

The Shelf Space Allocation Problem under Carbon Tax and Emission Trading PoliciesA Tri-Level Optimization Model for Private Road Competition Problem with Traffic Equilibrium Constraints

4B(ResearchMeeting

Room 4B)

Applications to Practical ProblemsA Successive LP Approach with C-VaR Type Constraints for IMRT Optimization

5th

floor

of G

RIP

S

5A(LectureRoom A)

Applications in Production and Energy EconomicsTo Predict the Bottleneck Node by Queueing Network Modeling of a Production Model with Long Lead Time and Large Variety of Small Quantity Production

Shape Optimization for Contact Problems Based on Isogeometric Analysis and Nonconvex Bundle Methods

5C(LectureRoom C)

Non-convex Vector Optimization and ApplicationsMinimal Time Function with Respect to a Set of Directions and Applications

A Semidefinite Programming Approach to Computing Bounds on the Overall Properties of Composite Materials with Randomly Oriented Fibers

A New Type of Directional Regularity for Multifunctions with Applications to Optimization

A Note on Extended Formulations of Lower-truncated Transversal PolymatroidsSmall Linear Programs for Decision Problems

5D(LectureRoom D)

Extended Formulations and Related TopicsStrong Reductions for Linear and Semidefinite Programs

5E(LectureRoom E)

Advances in Robust Optimization IVDuality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger BoundsRegularization via Mass TransportationAmbiguous Joint Chance Constraints under Mean and Dispersion Information

Low-Order Algorithms for Nonlinear Optimization5F

(LectureRoom F)

Distributional Robust Optimization for IFR Distributions

Barzilai-Borwein Step Size for Stochastic Gradient DescentDistributed Stochastic Variance Reduced Gradient Methods and a Lower Bound for Communication Complexity

Weak Duality Theorems for Two Families of Complex Optimization ProblemsAdvanced Topics of Linear Optimization

5G(LectureRoom G) A Client's Health from the Point of View of the Nutrition Adviser using Operational Research

Reducing Interior Point Method Iterations via Continued Directions

Computation of Stochastic Nash Equilibrium via Variable SampleSAA-Regularized Methods for Multiproduct Price Optimization under the Pure Characteristics Demand Model

5H(LectureRoom H)

Stochastic Complementarity Problems and Sample Average ApproximationDistributionally Robust Games with an Application to Environmental Problem

5I(LectureRoom I)

No session

Robust Topology Design of Mechanical Systems under Uncertain Dynamic Loads via Nonlinear Semidefinite Programming

5J(LectureRoom J)

Advances in Conic OptimizationA Two-Phase Algorithm for Large-Scale QPLogdet Optimization Problem

Completely Positive Semidefinite Rank

A Fast Approximation Method for Nonconvex Quadratic Optimizations with Few Constraints5K

(LectureRoom K)

Algorithms and Applications for Conic and Related Optimization ProblemsFinding Decompositions for Completely Positive Matrices using Orthogonal Transformations

Explicit Estimation of KL Exponent and Linear Convergence of 1st-Order Methods

5L(LectureRoom L)

Polynomial Optimization: Theory and Applications IPenalized Semidefinite Programming Relaxation for Polynominal Optimization Problems

Positive Polynomials on Unbounded DomainsA Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility

3rd

floor

of N

AC

T

m3S(Auditorium)




fl roomNO M Takac

Reza B HarikandehNiao HeMartin Takac

NO A Sartenaer/D OrbanJacek GondzioMichael SaundersDominique Orban

PDE-O D Ridzal/DP Kouri/B van Bloemen Waanders

Thomas M SurowiecDenis RidzalBart van Bloemen Waanders

DSO F Rinaldi/Z ZhangPatrick KochMatteo Diez

AESE MR de PinhoThomas A WeberEllina V GrigorievaMaria dR de Pinho

CS DO TheisLuis F BuenoNaoshi ShionoDirk O Theis

M-OVO LM Briceño-AriasHector RamirezNghia TA TranLuis M Briceño-Arias

LO Y OkamotoMay K SzedlákHiroyuki MiyataSonoko Moriyama

RO I YanıkoğluBoris HouskaKrzysztof PostekIhsan Yanıkoğlu

SOIP C CartisSomayeh SojoudiRaphael Louca

CS K KobayashiAchmad MaulidinChulin LikasiriKazuhiro Kobayashi

SO H Sun/D ZhangQiyu WangZhaolin HuBintong Chen

CS FACC FontesNimit NimanaFernando ACC Fontes

CPO LF ZuluagaJanez PovhOlga KuryatnikovaCedric Josz

CPO RM FreundDefeng SunSimon Lacoste-JulienRobert M Freund

CNO S BeckerJoseph SalmonJessica GronskiBang Cong Vu

Thu.B 10:45-12:00 Thursday, August 11th

Primal-Dual Rates and Certificates

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Optimization in Machine Learning IIStop Wasting My Gradients: Practical SVRGFast Optimization for Non-Lipschitz Poisson Regression

A Tridiagonalization Method for Saddle-Point and Quasi-definite SystemsThe DQQ Procedure for Multiscale Optimization

1A(Meeting

Room 1A)

Numerical Linear Algebra and Optimization IPreconditioning KKT Systems in Interior Point Methods

1B(Meeting

Room 1B)

Risk-averse Optimization with PDE Constraints IRisk Averse PDE-constrained Optimization using Coherent Measures of Risk

The Rapid Optimization Library: A PDE-constrained Optimization under Uncertainty FrameworkTrust-Region Algorithms for Large-Scale Stochastic Optimization with PDE Constraints

A Hybrid Global/Local Multi-Objective Approach to Simulation-based Design Optimization: Deterministic Particle Swarm with Derivative-free Local Searches

1C(Meeting

Room 1C)

Applications of Derivative-free and Simulation-based OptimizationDerivative Free Optimization for Automated, Efficient Tuning of Predictive Models

Optimal Control for Path Planning of AUV using Simplified Models

4th

floor

of G

RIP


Room 4A)

Applications of Optimal ControlMultiattribute PricingOptimally Control Treatment of Psoriasis Skin Disease

Computing Unique InformationLocation Problem of Supply Facilities in Gas Distribution Networks

4B(ResearchMeeting

Room 4B)

Informatics and Geometric ProblemsSequential Equality Programming for Topology Optimization

5th

floor

of G

RIP

S

5A(LectureRoom A)

No session

5C(LectureRoom C)

Variational Analysis, Optimization, and Applications

Projected Chambolle-Pock Splitting for Solving Monotone Inclusions

New Advances in Sensitivity Analysis of Solution Maps to Parameterized Equilibria with Conic ConstraintsOn the Linear Convergence of Forward-Backward Splitting Methods

On Classes of Oriented Matroids That Admit 2-dimensional Topological (Geometric) RepresentationsRedundancy Detection for Linear Programs with Two Variables per Inequality5D

(LectureRoom D)

Discrete and Computational Geometry

Geometric Optimization Related with an LCP with SPD-Matrices

5E(LectureRoom E)

Advances in Robust Optimization VRobust Optimal Control using Generalized Higher Order Moment ExpansionsRobust Optimization with Ambiguous Stochastic Constraints under Mean and Dispersion InformationDecision Rule Bounds for Stochastic Bilevel Programs

5F(LectureRoom F)

Sparsity and Semidefinite Programming Connections

Bounds on the Rank of Solutions to Sparse Semidefinite ProgramsLarge-Scale Graphical Lasso Problems

A Meta-Heuristic for the Location Routing Problem with Time-dependent Travel Times5G(LectureRoom G)

Routing and Related Problems

MISOCP Formulation for the Optimal Fuel Routing Problem and the Route Generation AlgorithmA Capacitated Vehicle Routing Problem Approach for Solving Clustering Problem: A Case Study from Chiang Mai, Thailand

Convex Risk Measures: Efficient Computations via Monte CarloSparse Portfolio Selection via Linear Complementarity Approach5H

(LectureRoom H)

Applications of Stochastic Programming in Finance and Economics

Dynamic Pricing and Return Pricing for Airline Industry

5I(LectureRoom I)

No session

A Hybrid Algorithm for Split Hierarchical Optimization Problems with Fixed Point Constraints in Hilbert Spaces5J(LectureRoom J)

Advances in Nonlinear Optimization II

the talk by Ning Zheng is cancelled and the talk by Fernando ACC Fonte is slid to the 2nd spotOptimal Control of Constrained Nonlinear Systems: An Adaptive Time-Grid Refinement Algorithm Guided by the Adjoint Multipliers

No session5K

(LectureRoom K)

A New Approximation Hierarchy for Polynomial Conic OptimizationPolynomial Optimization: Theory and Applications II

5L(LectureRoom L)

Moment/Sum-of-Squares Hierarchy for Complex Polynomial OptimizationNew Bounds for Scheduling on Two Unrelated Selfish Machines

New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure

3rd

floor

of N

AC

T

m3S(Auditorium)

First-Order Methods for Convex Optimization: New Complexity/Convergence TheoryLinear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-definite Programming

On the Global Linear Convergence of Frank-Wolfe Optimization Variants

Stochastic Numerical Methods for Monotone Inclusions in Hilbert Spaces

GAP Safe Screening Rule for Sparsity Enforcing PenaltiesNuclear Norms for Collaborative Filtering


Advances in Large-Scale Nonsmooth Optimization

fl roomNO M Takac

Julie NutiniRachael TappendenZheng Qu

NO A Sartenaer/D OrbanAnders ForsgrenDaniela di SerafinoDaniel Ruiz

PDE-O D Ridzal/DP Kouri/B van Bloemen Waanders

Drew P KouriHarbir AntilPhilip Kolvenbach

CS PJS SilvaHiroshige DanShummin NakayamaPaulo JS Silva

AESE C Büskens/M EchimMitja EchimMatthias KnauerClemens Zeile

AESE T OhtsukaAndrew KnyazevKoji InoueMike Huang

M-OVO DT LucGábor KassayDinh T Luc

LO S ChubanovAustin BuchananPetra R TakácsSergei Chubanov

RO H XuWilliam B HaskellHuan XuBart Van Parys

CS A GaivoronskiNobusumi SagaraJorge R VeraAlexei A Gaivoronski

CS P KirstHassan S NorPakeeta SukprasertPeter Kirst

CS A UschmajewChengjing WangMartin KnossallaAndré Uschmajew

CNO KC TohXudong LiYing CuiKim-Chuan Toh

CPO LF ZuluagaE Alper YildirimVan NguyenLuis F Zuluaga

Thu.C 13:30-14:45 Thursday, August 11th

Coordinate Descent with Arbitrary Sampling: Algorithms and Complexity

1st f

loor

of G

RIP

S1S

(SoukairouHall)

Recent Advances in Coordinate Descent AlgorithmsIs Greedy Coordinate Descent a Terrible Algorithm?Flexible Coordinate Descent

Refining the Bounds from Rusten-Winther with Insights on the Interaction between the Blocks (Hessian vs Constraints) in KKT SystemsBFGS-like Updates of Constraint Preconditioners for Sequences of KKT Linear Systems

1A(Meeting

Room 1A)

Numerical Linear Algebra and Optimization IIOn Solving an Unconstrained Quadratic Program by the Method of Conjugate Gradients and Quasi-Newton Methods

1B(Meeting

Room 1B)

Risk-averse Optimization with PDE Constraints IIA Data-driven Approach to PDE-constrained Optimization under Uncertainty

Nonlinear Robust Optimization using Second-Order Approximations and an Application to the Shape Optimization of Hyperelastic Load-carrying Structures

Optimizing the Kelvin Force in a Moving Target Subdomain

Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained OptimizationA Memoryless Sized Symmetric Rank-One Method with Sufficient Descent Property for Unconstrained Optimization

1C(Meeting

Room 1C)

Nonlinear Optimization: Algorithms and ImplementationsImplementation of NLP Solver with Multiple Precision Arithmetic and Numerical Behavior Analysis of SQP Method for Ill-posed NLPs

Mixed-Integer Optimal Control Problems with Indicator Constraints in Automotive Applications

4th

floor

of G

RIP


Room 4A)

Engineering Applications for Large Scale Nonlinear OptimizationLarge-Scale Trajectory Optimization for Autonomous Deep Space MissionsOptimization of Large Scale Characteristics for the Automotive Industry

Velocity Form Nonlinear Model Predictive Control of a Diesel Engine Air PathManycore Execution of Model Predictive Control

4B(ResearchMeeting

Room 4B)

Newton-Krylov Methods in Real-Time Optimization for Nonlinear Model Predictive ControlRecent Advances in Newton-Krylov Methods for NMPC

5th

floor

of G

RIP

S

5A(LectureRoom A)

No session

Vector Quasi-Equilibrium Problems for the Sum of Two Multivalued MappingsOn Equilibrium in Multi-Criteria Transportation Networks

5C(LectureRoom C)

Vector Equilibrium Problems and Vector Optimization

New Search Direction-based Interior-Point Algorithm for P*(K) Horizontal Linear Complementarity Problems over Cartesian Product of Symmetric Cones

Extended Formulations for Vertex Cover5D(LectureRoom D)

Linear Optimization in the Context of Solving NP-hard Problems

A Polynomial Projection Algorithm and Its Applications in Integer Linear Programming and Combinatorial Optimization

Simulation-based Algorithms for Robust Markov Decision ProcessesAdvances in Robust Optimization VI

5E(LectureRoom E)

Stochastic Optimization with Data: Large Deviation LimitsLearning the Uncertainty in Robust Markov Decision Processes

5F(LectureRoom F)


No session5G

(LectureRoom G)

Achieving Consistency in Intertemporal Decisions via Stochastic and Robust ApproachesSubdifferentials of Nonconvex Integral Functionals in Banach Spaces with Applications to Stochastic Dynamic Programming5H

(LectureRoom H)

Stochastic Optimization: Theory and Applications

Design of Reconfigurable Networks under Uncertainty by Concurrent Stochastic Optimization and Simulation

No session5I

(LectureRoom I)

A Method of Multipliers with Alternating Constraints for Nonlinear Optimization Problems 5J(LectureRoom J)

Advances in Nonlinear Optimization III

Solving Disjunctive Optimization Problems by Generalized Semi-infinite Optimization TechniquesThe Common Limit in the Range of Property for Two Nonlinear Mappings

A Primal Majorized Semismooth Newton-CG Augmented Lagrangian Method for Large-Scale Linearly Constrained Convex Programming

Bundle Trust-Region Method for Marginal Functions using Outer Subdifferentials5K

(LectureRoom K)

Algorithms for Nonsmooth Optimization

A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds

No session5L

(LectureRoom L)

SDPNAL+: A Matlab Software for Semidefinite Programming with Bound Constraints

3rd

floor

of N

AC

T

m3S(Auditorium)

Augmented Lagrangian-based Algorithms for Large-Scale Conic ProgrammingFast Algorithm for LassoSemidefinite Inverse Quadratic Eigenvalue Problem with Prescribed Entries and Partial Eigendata

Copositive Certificates of Non-negativity

Inner Approximations of Completely Positive Reformulations of Mixed Binary Quadratic ProgramsOn Completely Positive Modeling of Quadratic Problems


Conic and Polynomial Optimization: Copositive Optimization

Poster Session 17:30-19:30 Monday, August 8th at Foyer (GRIPS, 1st floor)P1 Peng-Yeng Yin Optimal Wind Turbine Placement considering Power Demand and Wind Uncertainties in TaiwanP2 Fan Yang Tensor and Its Tucker Core: the Invariance RelationshipsP3 Napsu Karmitsa New DC Diagonal Bundle Method for Clustering in Very Large Data SetsP4 Fabio Furini QPLIB ― A Library of Quadratic Programming InstancesP5 Emiliano Traversi Dantzig Wolfe Decomposition and Simplicial Decomposition in Quadratic ProgrammingP6 Meihua Wang An Index Tracking Model Embedded Stratified Sampling in Optimal AllocationP7 Haodong Yu A Decomposition Method for a Class of Distributionally Robust Multistage Stochastic Optimization ProblemsP8 Masayuki Kageyama Optimal Stopping for Risk MeasuresP9 Bimal C Das A Mixed-Integer SOCP Model for Robust and Power Efficient NetworksP10 Joaquin S Rodriguez Analysis of an EOQ Inventory Model with Backordering and Time-and-Price Dependent DemandP11 Yu-Ching Lee Establishing Big Data Analysis Framework for Computing Optimal Parameters P12 Martine C Ceberio Interval Constraint Solving Techniques for Prediction and Control of Dynamic System BehaviorP13 Atsushi Hori A Gauss-Seidel Method for Multi-Leader-Follower GamesP14 I-Hsuan Hong Effect of Subsidies on Reverse Supply Chains: A Variational Inequality ApproachP15 Tung-Sheng Yang Application of FEM and Abductive Network to Determine the Optimum Machine Power and Billet Dimensions of Near Net-Shape Spiral Bevel Gear ForgingP16 Lukáš Adam A Multi-Material Phase Field Approach for the Optimal Design of Germanium-on-Silicon Microbridges

If you click the time slot of Parallel Sessions or a ...Makoto Yamashita. CPO. T Terlaky/M Anjos/JC...

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