The Computational Optimisation Group at Imperial College has a 30-year track record of research in decision-making under uncertainty, stochastic and robust optimisation. Earlier research has focused on control and optimisation methods and applications to large-scale dynamic macroeconomic models (e.g. those of HM Treasury, the London Business School and the National Institute of Economic & Social Research). The methods have been used to provide written memoranda of evidence to the House of Commons Select Committee on the Treasury and Civil Service, and software has been supplied to HM Treasury for use with the HM Treasury model. Current interests of the group are stochastic and robust optimisation models, algorithms and their use in energy production, capacity planning, manufacturing and distribution models under uncertainty, financial engineering and risk management.
The 17th British-French-German Conference on Optimization is the 17th of the series of French-German meetings which started in Oberwolfach, Germany in 1980. Since 1998, the conference has been organized under the participation of a third European country. This time it is jointly organized with Britain, and takes place at Imperial College London. The conference will consist of invited plenary talks, parallel invited and contributed sessions.
The conference will address all aspects of optimization and its applications, including:
- optimization theory and algorithm design
- robust and stochastic optimization
- variational inequalities and convex analysis
- control theory
- applications in image processing, finance, energy, operations management and engineering
The conference is organised by:
- Department of Computing, Imperial College London, and
- Centre for Process Systems Engineering, Imperial College London, and
- Imperial College Business School.
For more information, please visit the conference website: http://optimisation.doc.ic.ac.uk/bfg2015/