APMOD CONFERENCE 2014: INTERNATIONAL CONFERENCE ON APPLIED MATHEMATICAL OPTIMIZATION AND MODELLING 2014

PROGRAM

Wednesday, April 9th

Wednesday's program is also available with abstracts.

08:30-08:40 Session 1: Opening Session
08:40-09:40 Session 2: Plenary talk
08:40
Robust Optimisation and its Guarantees (abstract)
09:45-11:00 Session 3A: Handling Uncertain Data in Decision Support
09:45
Robust optimization in Xpress Mosel (abstract)
10:10
Applying oracles of on-demand accuracy in two-stage stochastic programming - a computational study (abstract)
10:35
Computational aspects of risk-averse optimization in two-stage stochastic models (abstract)
09:45-11:00 Session 3B: Search Games
09:45
Submodular search games (abstract)
10:10
Spatial Dispersion of Simple Agents over a Network (abstract)
10:35
Optimal search for a small (or well hidden) object (abstract)
09:45-11:00 Session 3C: Combinatorial Optimization I
09:45
Workforce Allocation for IT Services using Stable Matching (abstract)
10:10
Mixed Integer Programming for the Workforce Scheduling and Routing Problem (abstract)
09:45-11:00 Session 3D: Supporting Advanced Modeling Constructs in Algebraic Modeling Languages
09:45
Analyzing Structured Optimization Models with Automatic Transformations (abstract)
10:10
Toward Supporting Bi-Level Programming in an Algebraic Modeling Language (abstract)
10:35
Specification and Automatic Discretization of ODE and DAE Systems in an AML (abstract)
11:30-12:45 Session 4A: Uncertainty in Logistics and Transportation
11:30
Joint Revenue Management and Vehicle Routing in Home-Delivery Operations (abstract)
11:55
New models and methods for the multi-path Travelling Salesman Problem with stochastic travel costs (abstract)
12:20
Bounds for Stochastic Multistage Transportation Problems (abstract)
11:30-12:45 Session 4B: Portfolio Management
11:30
Inverse Portfolio Problem with Mean-Deviation Model (abstract)
11:55
On the Efficient Hedging in Incomplete Markets (abstract)
12:20
Risk Management of Electricity Portfolios Using Hedging Strategies (abstract)
11:30-12:45 Session 4C: Game Theory
11:30
Generalized minimum spanning tree game (abstract)
11:55
Bounding the price of anarchy for congestion games with stochastic demand (abstract)
11:30-12:45 Session 4D: Numerical Algorithms I
11:30
Hybrid adaptive blind equalization algorithm with new cost function (abstract)
11:55
Convergence of truncated stochastic algorithms with an extra control (abstract)
12:20
Solving nonlinear second order conic optimization problems (abstract)
14:15-15:30 Session 5A: Optimization in Industry
14:15
A Branch-and-Price Approach for Energy-efficient Deployment of Multi-tier Services in Cloud Data Centres (abstract)
14:40
Which information is important in decision making under uncertainty? A case study from maritime transportation (abstract)
15:05
Optimisation models for salmon farming (abstract)
14:15-15:30 Session 5B: Combinatorial Optimization II
14:15
Order Acceptance and Scheduling with and without due dates: A Review and New Results (abstract)
14:40
Multidimensional tropical optimization problems with applications to job scheduling (abstract)
15:05
Combining Levels of Crew Aggregation in Network Flow Based Airline Crew Scheduling Models (abstract)
14:15-15:30 Session 5C: Student Best Paper Competition
14:15
Stochastic Local Search versus Genetic Algorithm for Feature Selection (abstract)
14:40
Adjustable robust optimization with decision rules based on inexact revealed data (abstract)
15:05
Local Search methods for the Minimum Interference Frequency Assignment Problem (abstract)
14:15-15:30 Session 5D: Developments in Modeling Languages and Platforms
14:15
Modelling and Solving Generalized Graph-based Transport Problems. (abstract)
14:40
Developments in the AMPL Ecosystem (abstract)
15:05
Fair Division as an Applied Optimization Problem (abstract)
16:00-17:15 Session 6A: Stochastic Programming & Applications
16:00
A stochastic optimisation model for offshore wind turbine micro-siting (abstract)
16:25
Scenario reduction methods for stochastic optimization: an experimental comparison (abstract)
16:50
The Stochastic Capacitated Branch Restructuring Problem (abstract)
16:00-17:15 Session 6B: Algorithms for Integer Programming
16:00
BFC-SDC, an algorithm for solving multistage stochastic mixed 0-1 problems with a risk averse strategy (abstract)
16:25
An algorithm for solving multistage stochastic nonlinear mixed 0-1 problems (abstract)
16:50
Heuristic for a bilevel railroad-infrastructure access-pricing problem (abstract)
16:00-17:15 Session 6C: Applications in Healthcare
16:00
Whom to Serve next: Scheduling Patients belonging to different categories at a Multi-facility Healthcare Diagnostic centre (abstract)
16:25
Optimum Surgery Time for Rectal Cancer Patients Receiving Chemoradiotherapy (abstract)
16:50
Simulation based evaluation of interdisciplinary ward clustering in a large university medical centre (abstract)
16:00-17:15 Session 6D: Metaheuristics
16:00
Development of a partially synchronized multithreaded metaheuristic to solve the supply chain network planning problem (abstract)
16:25
Optimizing a linear fractional function over an integer efficient set (abstract)
16:50
Hybrid Metaheuristic Using Reactive GRASP and Reinforcement Learning (abstract)
Thursday, April 10th

Thursday's program is also available with abstracts.

08:40-09:40 Session 7: Plenary talk
08:40
Clearing the Jungle of Stochastic Optimization (abstract)
09:45-11:00 Session 8A: Applied Dynamic Stochastic Optimization
09:45
Alternative portfolio optimization approaches in the fixed income market including 0-1 variables (abstract)
10:10
Development Environment for Decision Support in Finance (abstract)
10:35
Dynamic stochastic programming applied to insurance portfolios stress testing (abstract)
09:45-11:00 Session 8B: Optimization in the Energy Sector
09:45
Transmission switching in electricity networks via nonlinear stochastic programming (abstract)
10:10
Optimal operation of medium-voltage AC networks with distributed generation and storage devices (abstract)
10:35
A Leader-Followers Model of Power Transmission Capacity Expansion in a Market Driven Environment (abstract)
09:45-11:00 Session 8C: Social Networks
09:45
Sentiment Analysis in Social Networks: a Markov-based prediction model (abstract)
10:10
Community detection in Social Networks (abstract)
10:35
Sales force allocation in pharmaceutical industry in presence of social contagion (abstract)
09:45-11:00 Session 8D: Heuristics
09:45
Diversity-driven Hybrid Genetic Algorithm for a Course Timetabling Problem (abstract)
10:10
The Broadening Future of Hyper-heuristic Interfaces (abstract)
10:35
The Second Cross-domain Heuristic Search Challenge (CHeSC 2014) (abstract)
11:30-12:45 Session 9A: Stochastic Programming & Energy
11:30
A Multi-Period Stochastic Equilibrium Model for Global Energy Markets (abstract)
11:55
Optimal scheduling of Demand Side Flexible Units under Uncertainty in SmartGrids (abstract)
12:20
Integrating energy system models in a complementarity setting (abstract)
11:30-12:45 Session 9B: Financial Optimization
11:30
No-Arbitrage ROM Simulation (abstract)
11:55
Financial Optimization Modeling using R (abstract)
12:20
Recent Computational Trends and Opportunities in Equity Portfolio Optimization (abstract)
11:30-12:45 Session 9C: Linear Algebra for Large-Scale Optimization Problems
11:30
Preconditioning IPMs for block-angular problems with "almost linearly dependent" constraints (abstract)
11:55
Adaptive Discontinuous Galerkin Approximation of Optimal Control Problems Governed by Transient Convection-Diffusion Equations (abstract)
12:20
Preconditioning techniques for large scale optimization problems (abstract)
11:30-12:45 Session 9D: Numerical Algorithms II
Chair: Jan Fiala
11:30
Fast Solvers for PDE-Constrained Optimization Problems (abstract)
11:55
PSMG: A parallel problem generator for a structure conveying modelling language for mathematical programming (abstract)
12:20
Nonlinear semidefinite optimization at NAG (abstract)
14:15-15:30 Session 10A: Robust Optimization
14:15
Robust network design with uncertain outsourcing cost (abstract)
14:40
Multistage Facility Location and Inventory Problem (abstract)
15:05
Robustness Criteria and Robust Topology Optimization with Uncertain Loads (abstract)
14:15-15:30 Session 10B: Combinatorial Optimization II
14:15
A Column Generation Approach for Bus Driver Rostering Problems (abstract)
14:40
Solving large-sized quadratic assignment problems by neural networks (abstract)
15:05
Two Exact Algorithms for the Hamiltonian p-Median Problem (abstract)
14:15-15:30 Session 10C: Machine Learning
14:15
Spectral analysis and machine learning in water distribution networks (abstract)
14:40
Enhancing teamwork by optimizing collaboration (abstract)
15:05
A heuristic for tuning the kernel in dynamic clustering (abstract)
14:15-15:30 Session 10D: Humanitarian Logistics I
14:15
A review of management tools for humanitarian logistics (abstract)
14:40
Mathematical methods in humanitarian logistics – the case of route planning under application of the heuristic “savings” after the typhoon Haiyan on the Philippines (abstract)
15:05
Coordinating static and dynamic flow models for a multi-criteria humanitarian aid distribution problem (abstract)
16:00-17:15 Session 11A: -
16:00-17:15 Session 11B: Financial Asset Allocation
16:00
Portfolio Optimization using Feature Selection (abstract)
16:25
Dynamic portfolio optimization with transaction costs and state-dependent drift (abstract)
16:50
Time under the Water (abstract)
16:00-17:15 Session 11C: Humanitarian Logistics II
16:00
A Wardrop equilibrium model for the bi-objective location of distribution centers in disaster relief (abstract)
16:25
Optimizing covering tours for the distribution of disaster relief items using competitive location models (abstract)
16:50
A multiobjective integral approach for the humanitarian logistics problem. Application to a case study in Mexico. (abstract)
16:00-17:15 Session 11D: -
Friday, April 11th

Friday's program is also available with abstracts.

08:30-09:30 Session 12: Plenary talk
08:30
Structured Stochastic Integer Programs: Understanding the Effects of Uncertainty (abstract)
09:30-10:45 Session 13A: Optimization under Uncertainty I
09:30
Robust Growth-Optimal Portfolios (abstract)
09:55
Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints (abstract)
10:20
Two-Stage Robust Integer Programming (abstract)
09:30-10:45 Session 13B: Finance I
09:30
On the Performance of the Risk-Adjusted On-line Portfolio Selection Algorithm (abstract)
09:55
On Fenchel-duality and its application to non-life insurance (abstract)
10:20
Reduced Order Models for the Implied Variance under Local Volatility (abstract)
09:30-10:45 Session 13C: Multi-Criteria Optimization
09:30
Multi-objective criteria for the aircraft conflict detection and resolution problem by using horizontal and vertical maneuvers (abstract)
09:55
FRCA, a metaheuristic algorithm for solving large-scale multistage stochastic mixed 0-1 problems with risk averse stochastic dominance constraint 0-1 linear recourse (abstract)
10:20
An exact method for finding all integer efficient stochastic solutions (abstract)
09:30-10:45 Session 13D: Decision Making Applications
09:30
Meaningful suitability indices as a basis for supplier selection (abstract)
09:55
Decision Support System based on Genetic algorithms and MUlti-criteria Satisfaction Analysis (MUSA) method for measuring university teachers’ job satisfaction (abstract)
10:20
About the measurement of success of participants in decision-making (abstract)
11:00-12:15 Session 14A: Optimization under Uncertainty II
11:00
Interdiction Games on Markovian PERT Networks (abstract)
11:25
Robust Stable Payoff Distribution in Stochastic Cooperative Games (abstract)
11:50
Robust Vehicle Routing (abstract)
11:00-12:15 Session 14B: Finance II
11:00
Market Neutral Portfolios (abstract)
11:25
A continuous piecewise linear programming approach to minimising portfolio E-VaR (abstract)
11:50
Enhanced indexation based on second-order stochastic dominance (abstract)
11:00-12:15 Session 14C: Algebraic Modeling Languages
11:00
APMonitor: A Modeling Platform for Dynamic Optimization (abstract)
11:25
JuMP: open-source algebraic modeling in Julia (abstract)
11:50
Alternatives for Programming in Conjunction with an Algebraic Modeling Language for Optimization (abstract)
11:00-12:15 Session 14D: -
12:15-12:45 Session 15: Closing Session
12:15
The Future Directions of Analytics (abstract)