Title: Modeling and Solution Methods for Stochastic Programming Problems Under Endogenous Observation of UncertaintySpeaker: Dr. Christos MaraveliasAffiliation: Department of Chemical and Biological Engineering at the University of Wisconsin&#45Location: Room 219A William PennyTime: 2:00pmAbstract. We first present an overview of optimization problems under uncertainty and multi-stage stochastic programming methods. We then discuss applications where the decision... Read more »

Title: Time-Critical Cooperative Path-Following Control of Multiple UAVsSpeaker: Prof. Naira HovakimyanAffiliation: Department of Mechanical Science and Engineering at University of Illinois at Urbana-ChampaignLocation: Room 212 William PennyTime: 2:00pmAbstract. Worldwide, there has been growing interest in the use of autonomous vehicles to execute cooperative missions of increasing complexity without constant supervision of human operators. Despite significant... Read more »

Title: Protection at All Levels: Probabilistic Envelope ConstraintsSpeaker: Dr. Xu HuanAffiliation: Department of Mechanical Engineering at National University of SingaporeLocation: CPSE Seminar room (C616 Roderic Hill)Time: 2:00pmAbstract. Optimization under chance constraints is a standard approach to ensure that bad events such as portfolio losses, are unlikely to happen. They do nothing, however, to protect more... Read more »

Title: A decision rule approach to medium-term hydropower scheduling under uncertaintySpeaker: Paula RochaAffiliation: Department of Computing - Imperial College LondonLocation: CPSE seminar room (C615 Roderic Hill)Time: 4:00pmAbstract. We present a multistage stochastic optimisation model for the medium-term scheduling of a cascaded hydropower system. Electricity spot prices change on a much shorter time scale than the... Read more »

Title: Robust Pricing of Monopolistic Cloud Computing Services with Service Level AgreementsSpeaker: Vladimir RoitchAffiliation: Department of Computing - Imperial College LondonLocation: CPSE seminar room (C615 Roderic Hill)Time: 4:30pmAbstract. Cloud Computing is a new computing paradigm that gives end-users on-demand access to computing resources of companies that maintain large data centres. Here, we address the optimal... Read more »

Title: Optimisation with PDE constraints using automated consistent adjoints of finite element modelsSpeaker: Simon FunkeAffiliation: Applied Modelling and Computation Group at Imperial CollegeLocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. Optimisation with partial differential equations (PDE) as constraints arise in many research areas from science engineering to finance. Typical examples are data assimilation for weather... Read more »

Title: Performance bounds in robust & stochastic optimal control problemsSpeaker: Bart Van ParysAffiliation: Automatic Control Laboratory at Swiss Federal Institute of TechnologyLocation: Room 308 Computing DepartmentTime: 3:00pmAbstract. We present a new method to bound the performance of controllers for uncertain linear systems with mixed state and input constraints and bounded persistent disturbances. We take as... Read more »

Title: Multi-task Learning and Matrix RegularizationSpeaker: Prof. Massimiliano PontilAffiliation: Department of Computer Science - University College LondonLocation: Room 301 William PenneyTime: 2:00pmAbstract. We discuss the problem of estimating a structured matrix with a large number of elements. A key motivation for this problem occurs in multi-task learning. In this case, the columns of the matrix... Read more »

Title: Reflections on robustness in stochastic programs with risk constraintsSpeaker: Dr. Milos KopaAffiliation: Department of Probability and Mathematical Statistics - Charles University in PragueLocation: Room 301 William PenneyTime: 3:00pmAbstract. This paper is a contribution to the robustness analysis for stochastic programs whose set of feasible solutions depends on the probability distribution P. For various reasons,... Read more »

Title: Algorithms and computer architectures for efficient real-time optimization and linear algebra solversSpeaker: Eric C KerriganAffiliation: Department of Aeronautics and Department of Electrical and Electronic Engineering - Imperial College LondonLocation: Room 408 Electrical & Electronic Engineering DepartmentTime: 2:00pmAbstract. In many engineering applications where one would like to implement control and signal processing algorithms, one needs... Read more »