Production and scheduling Part I Chairperson: G.A. Durand
Energy Part I Chairperson: C.E.V. Marinho
Special session Stability, Sensitivity and Error Analysis for Optimal Control Problems Organized by Roland Griesse, Arnd Rösch and Fredi Troeltzsch Part VI Chairperson: O.Benedix
G.A.Durand, F.D.Mele, and J.A.Bandoni: “A Simulation-Optimization approach for the short-term scheduling of a Sugarhouse”.
R. Machuca: “A Multi-site Approach for Production Planning in Sawmill Industry. (Advances)”.
M.Frutos, A.C.Olivera and F.Tohmé: “A hybrid technique for handling the flexible job-shop scheduling problem”.
C.E.V.Marinho, R.de Campos, and F.J.V.Marinho: “Fee model for the transmission service in the competitive power market”.
J. S. P. Montoya and F. H. M. Sánchez: “Estimation of the dynamics of energetic prices using one factor mean reverting models”.
F. H. M. Sánchez: “Option valuation on energetics petroleum,electricity and natural gas”.
J. F. Bonnans, M. S. Aronna, and P. Lotito: “Singular Arcs on the Continuous Time”.
O.Benedix, D.Meidner and Boris Vexler: “A posteriori error estimation and adaptivity for state constrained parabolic optimal control problems”.
A. Rösch, K. Kohls and K. G. Siebert: “On the convergence of adaptive finite element methods for control constrained optimal control problems”.
Plenary session Sven Leyffer A Tale of Two Problems: Integer and Nonlinear Optimization
Special session Nonlinear and integer programming Organized by : S.Leyffer Chairperson: S.Leyffer Part I
Special session Factorization of boundary value problems and applications Organized by J.Henry Chairperson: J.Henry Part I
Production and scheduling Part II Chairperson: A.C. Olivera
J. P. D’Amato, L. A. Parente, P. A. Lotito and L.S. Aragone: “Non Differentiable Optimization Applied to Min-Max Gradient Surface Reconstruction”. H. Scolnik, N. Echebest and M. T. Guardarucci: “Extensions of the Incomplete Oblique Projections Method for Solving Large-Scale Non-Negativity Constrained Least Squares Problems”.
Dr. Napsu Karmitsa, "Comparing Different Nonsmooth Minimization Methods and Software"”
A.M. Ramos: “Presentation of the factorization method in a simple situation: study of he Riccati equation”.
J. Henry and F. Jday: “Extension of the factorization method to non-cylindrical domains”.
I.Mahdavi ,R. Shafaei,M. Zandakbari, and M. Zandakbari: “Dynamic information flows for designing simultaneous coordination models in e-supplies networks”.
S.A. Yazdian, K. Shahanaghi an M.S. Jabal Ameli: “An integrated approach for supplier selection and network design problem in a four-echelon supply network”.
Energy Part II Chairperson: P.A. Lotito
H.C.Silva, P.G.Sotomayor, B.Barán: “Multiobjective energy purchase strategy with an evolutionary algorithm”.
A. R. L. Oliveira and R. W. Probst: “Interior point method applied to the AC active-reactive optimal power flow problem using nonlinear corrections in all optimality conditions”.
Special session Nonlinear and integer programming Organized by: S.Leyffer Chairperson: P.Toint Part II
Special session Factorization of boundary value problems and applications Organized by J.Henry Chairperson: J.Henry Part II
Special Session:
Stochastic Control and Mathematical Finance
Organized by A. Palczewski and L. Stettner
Chairperson: A. Palczewski Part I
M. B. Arouxet, N. Echebest and E. A. Pilotta: “Spectral projected gradient approach in Powell’s method for derivative free optimization”.
G. Nannicini, P. Belotti and L. Liberti: “A Local Branching Heuristic for MINLPs”.
C.Cartis, N. Gould and P. Toint: “An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity”.
J. Herskovits, W. P. Freire, S.Scheimberg and M. Tanaka : “A feasible directions method for nonsmooth convex optimization”.
J. Henry, A.M. Ramos and B. Louro:” Asymptotic expansion of Dirichlet to Neumann operators on slim bodies.”.
J. Henry, B. Louro, and M. Orey: “Factorization of overdetermined boundary value problems”.
B. Pasik-Duncan: “Semilinear Stochastic Equations with Fractional Brownian motion”.
A. Palczewski: “Optimal portfolio of interest-rate securities”.
A. Swiech: “Large deviations for stochastic PDE with Levy noise”.
T.E.Duncan: “Some Properties of Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion”.
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