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X-WR-CALNAME:Computational Optimisation Group
X-ORIGINAL-URL:http://optimisation.doc.ic.ac.uk
X-WR-CALDESC:Events for Computational Optimisation Group
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DTSTART:20140101T000000
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BEGIN:VEVENT
DTSTART;TZID=UTC:20150505T150000
DTEND;TZID=UTC:20150505T150000
DTSTAMP:20260501T014437
CREATED:20170124T102137Z
LAST-MODIFIED:20170124T102137Z
UID:555-1430838000-1430838000@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: A cycle-based formulation and valid inequalities for DC power transmission problems with switching
DESCRIPTION:Title: A cycle-based formulation and valid inequalities for DC power transmission problems with switchingSpeaker: Prof. Jeff LinderothAffiliation: Departments of Industrial and Systems Engineering and Computer Sciences (by courtesy) – University of Wisconsin-MadisonLocation: LT 145 Huxley BuildingTime: 3:00pm \nAbstract. It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. Many authors have studied the problem of determining an optimal set of transmission lines to switch off to minimize the cost of meeting a given power demand under the direct current (DC) model of power flow. This problem is known in the literature as the Direct-Current Optimal Transmission Switching Problem (DC-OTS). Most research on DC-OTS has focused on heuristic algorithms for generating quality solutions or on the application of DC-OTS to crucial operational and strategic problems. The mathematical theory of the DC-OTS problem is less well-developed. In this work\, we formally establish that DC-OTS is NP-Hard\, even if the power network is a series-parallel graph with at most one load/demand pair. Inspired by Kirchoff’s Voltage Law\, we give a cycle-based formulation for DC-OTS\, and we use the new formulation to build a cycle-induced relaxation. We characterize the convex hull of the cycle-induced relaxation\, and the characterization provides strong valid inequalities that can be used in a cutting-plane approach to solve the DC-OTS. We give details of a practical implementation\, and we show promising computational results on standard benchmark instances.  Co-authors:This is joint work with: Burak Kocuk\, Santanu Dey\, Andy Sun (Georgia Tech)\, Hyemin Jeon\, and Jim Luedtke (Wisconsin) \nAbout the speaker. Jeff Linderoth is a Professor in the departments of Industrial and Systems Engineering and Computer Sciences (by courtesy) at the University of Wisconsin-Madison\, joining both departments in 2007. Dr. Linderoth received his Ph.D. degree from the Georgia Institute of Technology in 1998.  He was awarded an an Early Career Development Award from the Department of Energy\, and he has won the SIAM/Activity Group on Optimization Prize and the INFORMS Computing Society ICS Prize.  Dr. Linderoth currently serves on the editorial boards of 4 journals\, including Operations Research and Mathematical Programming Computation.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-a-cycle-based-formulation-and-valid-inequalities-for-dc-power-transmission-problems-with-switching/
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BEGIN:VEVENT
DTSTART;TZID=UTC:20150507T110000
DTEND;TZID=UTC:20150507T110000
DTSTAMP:20260501T014437
CREATED:20170124T102136Z
LAST-MODIFIED:20170124T102136Z
UID:554-1430996400-1430996400@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: A bilevel programming problem occurring in smart grids
DESCRIPTION:Title: A bilevel programming problem occurring in smart gridsSpeaker: Prof. Leo LibertiAffiliation: Ecole Polytechnique ParisLocation: CPSE seminar room (C615 Roderic Hill)Time: 11:00am \nAbstract. A key property to define a power grid “smart” is its real-time\, fine-grained monitoring capabilities. For this reason\, a variety of monitoring equipment must be installed on the grid. We look at the problem of fully monitoring a power grid by means of Phasor Measurement Units (PMUs)\, which is a graph covering problem with some equipment-specific constraints. We show that\, surprisingly\, a bilevel formulation turns out to provide the most efficient algorithm. \nAbout the speaker. Leo Liberti obtained his B.Sc. in Mathematics and his Ph.D. in Process Systems Engineering from Imperial College. He became a professor at Ecole Polytechnique (France)\, then a Research Staff Member at IBM Research (USA). He was recently appointed Research Director at CNRS and part-time professor back at Ecole Polytechnique. His research interests are Mixed-Integer Nonlinear Programming and Distance Geometry.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-a-bilevel-programming-problem-occurring-in-smart-grids/
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BEGIN:VEVENT
DTSTART;TZID=UTC:20150513T110000
DTEND;TZID=UTC:20150513T110000
DTSTAMP:20260501T014437
CREATED:20170124T102136Z
LAST-MODIFIED:20170124T102136Z
UID:553-1431514800-1431514800@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: Computational Progress in Linear and Mixed Integer Programming
DESCRIPTION:Title: Computational Progress in Linear and Mixed Integer ProgrammingSpeaker: Dr. Robert BixbyAffiliation: GurobiLocation: CPSE seminar room (C615 Roderic Hill)Time: 11:00am \nAbstract.  We will look at the progress in linear and mixed-integer programming software over the last 25 years.   As a result of this progress\, modern linear programming codes are now capable of robustly and efficiently solving instances with multiple millions of variables and constraints.   With these linear programming advances as a foundation\, mixed-integer programming then provides the modeling framework and solution technology that enables the overwhelming majority of present-day business planning and scheduling applications\, and is the key technology behind prescriptive analytics.   The performance improvements in mixed-integer programming code overs the last 25 years have been nothing short of remarkable\, well beyond those of linear programming and have transformed this technology into an out-of-the box tool with applications to an almost unlimited range of real-world problems.   \nAbout the speaker.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-computational-progress-in-linear-and-mixed-integer-programming/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20150519T140000
DTEND;TZID=UTC:20150519T140000
DTSTAMP:20260501T014437
CREATED:20170124T102136Z
LAST-MODIFIED:20170124T102136Z
UID:552-1432044000-1432044000@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: Estimating variance matrices
DESCRIPTION:Title: Estimating variance matricesSpeaker: Prof. Karim Abadir Affiliation: Imperial College Business SchoolLocation: Room 218 Huxley BuildingTime: 2:00pm \nAbstract.  This talk introduces a new method for estimating variance matrices. Starting from the orthogonal decomposition of the sample variance matrix\, we exploit the fact that orthogonal matrices are never ill-conditioned and therefore focus on improving the estimation of the eigenvalues. We estimate the eigenvectors from just a fraction of the data\, then use them to transform the data into approximately orthogonal series that deliver a well-conditioned estimator (by construction)\, even when there are fewer observations than dimensions. We also show that our estimator has lower error norms than the traditional one. Our estimator is design-free: we make no assumptions on the distribution of the random sample or on any parametric structure the variance matrix may have. Simulations confirm our theoretical results and they also show that our simple estimator does very well in comparison with other existing methods\, especially when the data are generated from fat-tailed densities.  \nAbout the speaker.  Karim Abadir is the Chair of Financial Econometrics at Imperial College\, London. He obtained his DPhil from Oxford University. His MA (Economics) and BA (Major in Economics\, Minor in Business) are from the American University in Cairo. He started his academic career as a lecturer in Economics at Lincoln College\, Oxford. He then joined the University of Exeter as a Senior Lecturer in Statistics and Econometrics\, rising to the position of Reader in Econometrics. From 1996-2005\, he held a Chair in Econometrics and Statistics at the University of York\, joint between the Departments of Mathematics and Economics.He is credited with having solved in his DPhil a major long-standing problem in Mathematical Statistics and Time Series that was open since the 1950’s. More recently\, he has predicted the timing of the 2008 recession a year in advance\, and the different timings of the recoveries in various Western countries.He is a founding member of the liberal party Al Masreyeen Al Ahrrar (translates as Free/Liberal Egyptians)\, established in 2011.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-estimating-variance-matrices/
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