Title: Ambiguous Joint Chance Constraints under Mean and Dispersion InformationSpeaker: Prof. Daniel KuhnAffiliation: Risk Analytics and Optimization - Ecole Polytechnique Federale De Lausanne (EPFL)Location: Room 217 Huxley BuildingTime: 4:00pmAbstract. We study joint chance constraints where the distribution of the uncertain parameters is only known to belong to an ambiguity set characterized by the mean and... Read more »

Title: The Decision Rule Approach to Optimization Under Uncertainty: Theory and ApplicationsSpeaker: Dr. Angelos GeorghiouAffiliation: Automatic Control Laboratory - Swiss Federal Institute of Technology (ETH)Location: Room 217 Huxley BuildingTime: 3:00pmAbstract. Decision making under uncertainty has a long and distinguished history in operations research. However, most of the existing solution techniques suffer from the curse of... Read more »

Title: Revenue-Optimising Scheduling in Parallel Stochastic NetworksSpeaker: Dr. Giuliano CasaleAffiliation: Department of Computing - Imperial College LondonLocation: Room 145 Huxley BuildingTime: 4:00pmAbstract. Cloud applications are often deployed on multiple virtual machines (VMs) with heterogeneous compute capacities. In this setting, we consider the optimal static scheduling of users to application servers hosted in a set of... Read more »

Title: On the standard pooling problem and strong valid inequalitiesSpeaker: Dr. Claudia D AmbrosioAffiliation: Laboratory for Information - Ecole PolytechniqueLocation: Room 311 Huxley BuildingTime: 4:00pmAbstract. The focus of this talk will be on the standard pooling problem, i.e., a continuous, non-convex optimization problem arising in the chemical engineering context. First, we will introduce the problem... Read more »

Title: Large-scale MILP and MINLP problems in power system planningSpeaker: Dr. Ioannis KonstantelosAffiliation: Department of Electrical and Electronic Engineering - Imperial College LondonLocation: Room 218 Huxley BuildingTime: 4:00pmAbstract. Achieving the ambitious decarbonization goals set by governments worldwide will entail significant changes to the way electrical energy is generated, transmitted and used. The cost-effective integration of... Read more »

Title: On Optimal selection of fixed-size populations: an application to tree breedingSpeaker: Dr. Pietro BelottiAffiliation: FICO companyLocation: CPSE seminar room (C615 Roderic Hill)Time: 4:00pmAbstract. One of the problems that tree breeders face is the selection of a pedigree of trees with two aims: 1) conserving genetic diversity; 2) maximize response to selection. We tackled the... Read more »

Title: On some tractable optimization models dealing with uncertaintySpeaker: Prof. Patrick JailletAffiliation: Laboratory for Information and Decision Systems - MITLocation: LG19 seminar room Business SchoolTime: 12:00pmAbstract. In the first part of the talk we consider the minmax regret model for combinatorial optimization problems under uncertainty, which can be viewed as a zero-sum game played between... Read more »

Title: Parallel Algorithms and Applications in Structured Large-scale OptimizationSpeaker: Prof. Carl Laird Affiliation: School of Chemical Engineering - Purdue UniversityLocation: Lecture Theatre 2 ACEX BuildingTime: 4:00pmAbstract. Mathematical programming has proven to be an efficient tool for design and operation of chemical processes. However, engineering and scientific needs continue to push the boundaries of existing mathematical... Read more »

Title: Multi-Level Accelerated Algorithm for Large-Scale Convex Composite MinimizationSpeaker: Vahan HovhannisyanAffiliation: Department of Computing - Imperial College LondonLocation: Room 418 Huxley BuildingTime: 4:00pmAbstract. We propose a multi-level algorithm for solving convex composite optimization problems. Our method exploits the fact that many applications that give rise to large-scale problems can be modelled using varying degrees of... Read more »

Title: Integrating Mixed Integer Optimisation and Logic with Satisfiability Modulo TheoriesSpeaker: Miten MistryAffiliation: Department of Computing - Imperial College LondonLocation: Room 418 Huxley BuildingTime: 5:00pmAbstract. Mixed integer optimisation problems, especially those involving design or organisation, often have an inherent logical structure. Existing frameworks to model and utilise such structure reformulate the problem into a mixed... Read more »