PROGRAM
Wednesday, April 9th
Wednesday's program is also available with abstracts.
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
Chair: Achim Koberstein
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
Chair: Thomas Lidbetter
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
Chair: Wasakorn Laesanklang
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
Chair: John Siirola
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
Chair: Francesca Maggioni
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
Chair: Ethem Çanakoğlu
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
Chair: Chenlan Wang
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
Chair: Alain Zemkoho
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
Chair: Asgeir Tomasgard
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
Chair: Michael Römer
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
Chair: Nalan Gulpinar
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
Chair: David Curran
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
Chair: Diego Ruiz-Hernandez
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
Chair: Michal Kaut
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
Chair: Karsten Helbig
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
Chair: Giorgio Consigli
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
Chair: Maria Teresa Vespucci
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
Chair: Enza Messina
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
Chair: Ender Ozcan
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
Chair: Asgeir Tomasgard
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
Chair: Dessislava Pachamanova
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
Chair: Tyrone Rees
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
Chair: Michal Kocvara
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
Chair: Gunes Erdogan
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
Chair: Belen Martin-Barragan
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
Chair: M.Teresa Ortuño
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 11B: Financial Asset Allocation
Chair: Alex Weissensteiner
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
Chair: Begoña Vitoriano Villanueva
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) |
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
Chair: Daniel Kuhn
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
Chair: Marina Schneider
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
Chair: Chaabane Djamal
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
Chair: Josep Freixas
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
Chair: Wolfram Wiesemann
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
Chair: Gautam Mitra
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
Chair: Robert Fourer
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) |
12:15-12:45 Session 15: Closing Session
12:15 | The Future Directions of Analytics (abstract) |