Title: Mixed-integer convex optimizationSpeaker: Miles LubinAffiliation: Massachusetts Institute of TechnologyLocation: Room 217 Huxley BuildingTime: 3:00pmAbstract. Mixed-integer convex optimization problems are convex problems with the additional (non-convex) constraints that some variables may take only integer values. Despite the past decades' advances in algorithms and technology for both mixed-integer *linear* and *continuous, convex* optimization, mixed-integer convex optimization... Read more »

Title: Pooling Problems: Advances in Theory and ApplicationsSpeaker: Fabian RigterinkAffiliation: School of Mathematical and Physical Sciences - The University of Newcastle AustraliaLocation: Room 554 Huxley BuildingTime: 3:00pmAbstract. The pooling problem is a nonconvex nonlinear programming problem with important applications. The nonlinearities of the problem arise from bilinear constraints that capture the blending of raw materials.... Read more »

Title: Optimisation with occasionally accurate data Speaker: Coralia Cartis Affiliation: Mathematical Institute - Oxford and Balliol College Location: Huxley building Time: 2:00pm (1 hour) Abstract. We present global rates of convergence for a general class of methods for nonconvex smooth optimization that include linesearch, trust-region and regularisation strategies, but that allow inaccurate problem information. Namely, we... Read more »

Title: On the Passage From Local to Global in Optimization - New Challenges in Theory and Practice Speaker: Prof. Panos M. Pardalos Affiliation: Departments of Industrial and Systems and Biomedical Engineering - University of Florida Location: Room 145 Huxley Building Time: 4:30pm (1 hour) Abstract. Large scale problems in the design of networks, energy systems, medicine and drug design,... Read more »

Title: On Robust Selection Problems Speaker: Marc Goerigk Affiliation: Department of Management Science - Lancaster University Location: Room LT1 Business School Time: 2:30pm (1 hour) Abstract. Robust optimisation considers problems that are affected by uncertain data: How can we find a solution that performs well, even if things don't go quite as planned? Typically, adding... Read more »

Title: Solution of an old problem in vector optimisation - Support function of the generalised Jacobian Speaker: Prof. Abbas Edalat Affiliation: Department of Computing - Imperial College Location: Room 217 Huxley Building Time: 3:00pm (1 hour) Abstract. Many optimisation problems are non-smooth in the sense that the objective function is not differentiable. This is invariably the case in many... Read more »

Title: On Bit Representations of Mixed-Integer Quadratic Programs. Speaker: Prof. Adam Letchford Affiliation: Management School - Lancaster University Location: Room 217 Huxley Building Time: 3:00pm (1 hour) Abstract. A standard trick in integer programming is to replace each bounded general-integer variable with a small number of binary variables, using the bit representation of the given variable.... Read more »

Title: Smart Grids and Optimization - A Winning Combination Speaker: Prof. Miguel Anjos Affiliation: Polytechnique Montreal Location: Room 217 Huxley Building Time: 1:30pm (1 hour) Abstract. A smart grid is the combination of a traditional electrical power system with information and energy both flowing back and forth between suppliers and consumers. This new paradigm introduces major... Read more »

Title: Stochastic reformulations of linear systems and efficient randomized algorithms Speaker: Dr. Peter Richtarik Affiliation: School of Mathematics, University of Edinburgh Location: Room 217 Huxley Building Time: 3:00pm Abstract. We propose a new paradigm for solving linear systems. In our paradigm, the system is reformulated into a stochastic problem, and then solved with a randomized algorithm. Our reformulation... Read more »

Title: Prediction of Stock market crashes,entry exits from bubbles, hedge fund disasters and their prevention Speaker: Prof. William T. Ziemba Affiliation: Sauder School of Business, University of British Columbia Location: LG19b Seminar Room, Business School Time: 2:00pm Abstract. Bubbles occur in financial markets from time to time. By a bubble we mean that the prices are... Read more »