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 »

Title: Matrix Learning Problems and First-Order OptimizationSpeaker: Dr. Andreas Argyriou Affiliation: Toyota Technological Institute at ChicagoLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. In the past few years, there has been significant interest in nonsmooth convex optimization problems involving matrices, especially in the areas of machine learning, statistics and control. Instances of such problems are multitask learning... Read more »

Title: The Branch-and-Sandwich Algorithm for Mixed-Integer Nonlinear Bilevel Programming ProblemsSpeaker: Dr. Polyxeni-Margarita KleniatiAffiliation: Centre for Process Systems Engineering at Imperial College LondonLocation: Room 144 HuxleyTime: 3:00pmAbstract. We extend our recently introduced algorithm for general bilevel programming problems, Branch-and-Sandwich (Kleniati and Adjiman, J. Global Optim., 2012), to the class of mixed-integer nonlinear bilevel problems. As in... Read more »