Program Workshop Flyer

Invited Speakers
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Leistungszentrum
Simulations- und
software-basierte
Innovation
Information
Participation
René Henrion
Everybody interested in the subjects is cordially invited.
Weierstrass Institut for Applied Analysis and
Registration is not required. Admission free.
80
Stochastics Berlin
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Dick den Hertog
Contact with regard to scientific program
Tilburg University, Netherlands
Sven O. Krumke
Georg Pflug
Optimization Group
University of Vienna, Austria
University of Kaiserslautern
Anita Schöbel
Phone +49 631 205 4808
University of Goettingen
[email protected]
Rüdiger Schultz
University of Duisburg-Essen
Karl-Heinz Küfer
Pawel Zielinski
Department Optimization
Wroclaw University of Science and Technology,
Fraunhofer ITWM
Poland
Phone +49 631 31600-4491
[email protected]
Speakers of the Problem Sessions (ITWM)
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Heiner Ackermann
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Michael Bortz
Sylvia Gerwalin
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Elisabeth Finhold
Phone +49 631 31600-4424
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Michael Helmling
[email protected]
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Kai Plociennik
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Johanna Schneider
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Philipp Süss
Conference venue
Fraunhofer Institute for Industrial Mathematics ITWM
67663 Kaiserslautern
www.itwm.fraunhofer.de
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60
80
70
60
Contact with regard to organization
Fraunhofer-Platz 1, Z03.07/8
www.leistungszentrum-simulation-software.de
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Speakers
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10
1300
1400
160
1500
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Q/kW
x 1*
x 2*
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International Workshop
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Models and
Methods of Robust
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Optimization
In cooperation with:
10
Thursday, March 9th to
Friday, March 10th 2017
Fraunhofer ITWM, Room Z03.07/8
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*2x
*1x
Preface
Robust optimization deals with uncertainties in pa-
Program
Thursday, March, 9 th
Friday, March, 10 th
rameters describing optimization problems and their
impact to proposed solutions.
10:15Registration, welcome coffee
9:00 Arrival of participants, welcome coffee
Wald’s classical determistic maximin approach for ro-
11:00 Welcome
9:30 Approaches to Stochastic Programming Beyond bust optimization delivering the best outcome under
11:15Tutorial on robust optimization
Convexity
worst assumed parameter setting is often too conser-
Dick den Hertog
Rüdiger Schultz
12:15 Lunch
10:30 Coffee break
certainties by probability distributions of parameters
13:15 Distributionally Robust Stochastic Optimization
11:00Robust discrete optimization under discrete and and using stochastic optimization to compute mo-
Georg Pflug
interval uncertainty
ments or distributions of outcomes is often time con-
14:15New concepts in robust optimization
Pawel Zielinski
suming or even intractable.
Anita Schöbel
The workshop with six invited talks and contributed
15:15 Coffee break
vative for practical purposes as it typically comes with
a highcost for security. On the other hand, probabilistic settings for robust optimization quantifying un-
12:00 Lunch
13:00 On a joint model for probabilistic/robust con-
practical applications will discuss recent approaches
and results around deterministic and probabilistic ro-
15:45 Problem Sessions
straints with an application to gas networks bust optimization from different point of views and
(max. 20 minutes per presentation incl. discussion)
under uncertainties
René Henrion
will encourage interdisciplinary dialogue and cooperation between mathematicians and practitioners.
17:45 Closing 1 day
st
14:00 Wrap up/Closing
19:00Networking dinner (for speakers only)
14:30End of workshop
Karl-Heinz KüferSven O. Krumke
Fraunhofer ITWMUniversity of Kaiserslautern

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