Maths experts at London Optimization Workshop
The London Optimization Workshop was held on Monday 9 and Tuesday 10 June and was a great success. The workshop focused on convex and stochastic optimization. Leading experts presented latest theoretical developments and computational techniques with applications in various fields of engineering and finance. The workshop was supported by London Mathematical Society, Centre for Computational Science and Engineering at Imperial College London and King's College London.
Presentations
Please click on the title of the talks below to view each speaker's presentation from the Workshop:
Monday:
R. Tyrrell Rockafellar - Variational Inequality Modeling of Equilibrium in Financial Markets
Georg Pflug - Multistage stochastic optimization: approximation and ambiguity
Sjur Didrik Flåm - Noncooperative Games, Coupling Constraints and Partial Efficiency
Igor Evstigneev - Stochastic models of economic dynamics as a framework for financial modelling
Marco López - Some Contributions to Convex Infinite-Dimensional Optimization Duality
Michel Thera - Estimate for fixed points of composition of multifunctions and applications
Daniel Kuhn - Generalized Gauss Inequalities via Semidefinite Programming
Panos Parpas - A Multilevel Proximal Algorithm for Large Scale Composite Convex Optimization
Yurii Nesterov - Primal-dual Subgradient Method with Dual Coordinate Update
Tuesday:
Arkadi Nemirovski - Convex optimization on large-scale domains given by Linear Minimization Oracles
Wolfram Wiesemann - Two-Stage Robust Integer Programming
Victor DeMiguel - Data Driven Portfolio Optimization
Teemu Pennanen - Optimal investment and contingent claim valuation in illiquid markets
Jacek Gondzio - Inexact search directions and matrix-free methods for large-scale optimization
Huifu Xu - Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems
Danny Ralph - Capacity decisions in electricity production under risk aversion and risk trading
Johannes Royset - From Data to Assessments: Epi-Spline Technology
Roger Wets - Epi-Splines: Pliable approximation tools