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Conference program - Thursday, July 30  

10.30 Coffee break
11.00

 

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”.

13.00 Lunch
14.30

Plenary session

Sven Leyffer
A Tale of Two Problems: Integer and Nonlinear Optimization

15.30

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”.

A. Ben Abda, J. Henry, and F. Jday: “Reconstruction of missing boundary data using the factorization method”.

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”.

Y.Fumero, G. Corsano and J. M. Montagna : “A mixed integer linear programming model for simultaneous design and scheduling of flowshop plants”.

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”.

L. A. Parente,  P. A. Lotito, F. J. Mayorano, A. J. Rubiales  and M. V. Solodov: “The Hybrid Proximal Decomposition Method Applied to the Computation of a Nash Equillibrium for Hydrothermal Electricity Markets”.

 

 

17.00 Coffee break
17.30

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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