Title: LAROS: a convex optimization approach for feature extractionSpeaker: Dr. Xuan Vinh Doan Affiliation: Warwick Business School - University of WarwickLocation: Room 572A Huxley BuildingTime: 3:00pmAbstract. We propose a convex optimization formulation using nuclear norm and $ell_1$-norm to find a large approximately rank-one submatrix (LAROS) for a given matrix. We are able to characterize the... Read more »

Title: Large Scale Numerical Shape Optimisation Speaker: Dr. Stephan Schmidt Affiliation: Location: CPSE Seminar room (C615 Roderic Hill)Time: 4:30pmAbstract. Shape Optimisation problems are a special sub-class of optimisation problems with PDE constraints, where the domain in which the PDE is defined becomes the unknown to be found. The Hadamard Theorem states that given sufficient regularity,... Read more »

Title: Coordinating Flexible Responsive Electricity Demand via Smart Grids Speaker: Dr. Daniel Livengood Affiliation: Location: CPSE Seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. As the electric grid evolves into a 'smart' grid, there is renewed interest in developing and implementing strategies for integrating flexible, responsive electric demand into the perpetual task of balancing electricity supply and... Read more »

Title: How IBM enables industries to better leverage optimisation technology?Speaker: Dr. Mozafar Hajian Affiliation: Location: 219A William Penney Lab (entrance from walkway) Time: 2:00pmAbstract. IBM ILOG CPLEX Optimisation Studio is used by leading academic & business institutions to rapidly create both mathematical programming and constraint programming models. It is used to build efficient optimisation models... Read more »

Title: A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization Speaker: Michael HadjiyiannisAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Robust dynamic optimization problems involving adaptive decisions are computationally intractable in general. Tractable upper bounding approximations can be obtained by requiring the... Read more »

Title: Decision rules for information discovery in multi-stage stochastic programmingSpeaker: Phebe VayanosAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Stochastic programming and robust optimization are disciplines concerned with optimal decision-making under uncertainty over time. Traditional models and solution algorithms have been tailored to problems where the order in... Read more »

Title: Scenario-Free Stochastic Programming with Polynomial Decision RulesSpeaker: Dimitra BampouAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Multi-stage stochastic programming provides a versatile framework for optimal decision making under uncertainty, but it gives rise to hard functional optimization problems since the adaptive recourse decisions must be modeled as... Read more »

Title: Robust Optimization of Dynamic Systems and Its Applications.Speaker: Dr. Boris Houska Affiliation: Location: CPSE Seminar room (C616 Roderic Hill)Time: 3:00pmAbstract. This talk gives an introduction to numerical methods for the robust optimization of uncertain dynamic systems. In contrast to standard differential equations, which describe the propagation of a single vector-valued trajectory in time, uncertain... Read more »

Title: Steam Engines Jet Fighters and Credit Crises Speaker: Dr George CooperAffiliation: BlueCrest Capital Location: Room 217-218 Huxley BuildingTime: 2:00pmAbstract. The talk will discuss some of the underlying causes of the financial crisis with particular focus on financial market instability, monetary policy and the influence of the Efficient Market Hypothesis.About the speaker. George Cooper is... Read more »

Title: Universal decision rule approximations for dynamic decision-making under uncertaintySpeaker: Phebe VayanosAffiliation: Department of Computing - Imperial College LondonLocation: Room 217-218 Huxley BuildingTime: 5:00pmAbstract. About the speaker.