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DTSTART;TZID=Europe/Berlin:20190128T160000
DTEND;TZID=Europe/Berlin:20190128T180000
DTSTAMP:20181217T140622Z
CREATED:20181214T103232Z
LAST-MODIFIED:20181217T140622Z
UID:2628-1548691200-1548698400@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Martin Gugat\, FAU Erlangen
DESCRIPTION:On Monday\, January 28\, 2019 at 16:00 c.t.  Prof. Dr. Martin Gugat of FAU Erlangen will present his recent work entitled \n  \nOn the limits of boundary stabilizability for networks of strings. \n  \nAbstract: \nAn example by Bastin and Coron illustrates that theboundary stabilization of 1-d hyperbolic systemswith certain source terms is only possible if the lengthof the space interval is sufficiently small. We show that simlar phenomena also occur fornetworks of vibrating strings that are governedby the wave equation with a certain source term.It turns out that for a tree of strings withNeumann velocity feedback control at some boundary  nodesfor sufficiently large lengths of the strings\,boundary feedback stabilization is not possible.However\, if the number of strings in the tree is sufficiently large\, also for arbitrarily short strings for certainparameters in the source term stabilization is not possible. \n  \nThe presentation will take place in HS 9. \nPlease join us for coffee at 15:45 in E10.
URL:https://alop.uni-trier.de/event/colloquium-with-martin-gugat-fau-erlangen/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190321T090000
DTEND;TZID=Europe/Berlin:20190321T103000
DTSTAMP:20190307T125738Z
CREATED:20190307T125738Z
LAST-MODIFIED:20190307T125738Z
UID:2719-1553158800-1553164200@alop.uni-trier.de
SUMMARY:Presentation by Bernhard Werner\, TU München
DESCRIPTION:Dr. Bernhard Werner\, TU München will visit Trier University and speak on the following topic: \n  \nStrichbasierte Handschriftenerkennung: Theorie und Anwendung \nAbtract: \nDer Vortrag beschreibt Grundlagen der Analyse von Symbolen\, die auf einen Touchscreen geschrieben wurden. Diese werden durch Striche modelliert\, die die Fingerbewegung des Nutzers aufzeichnen. Es werden Methoden vorgestellt\, wie diese Striche deformiert werden können ohne ihre Bedeutung zu verändern\, wie ihre Eigenschaften analysiert werden können und wie ihre Form mathematisch sauber beschrieben werden kann. Alle Ansätze sind motiviert durch eine konkrete Umsetzung in einer interaktiven Lernsoftware. \n  \nPlease join us for this presentation on Thursday\, March 21\, 2019 at 9:00 c.t. in E 51.
URL:https://alop.uni-trier.de/event/presentation-by-bernhard-werner-tu-munchen/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Presentation
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190415T100000
DTEND;TZID=Europe/Berlin:20190527T120000
DTSTAMP:20190509T125908Z
CREATED:20190509T125658Z
LAST-MODIFIED:20190509T125908Z
UID:2795-1555322400-1558958400@alop.uni-trier.de
SUMMARY:Short Course on Hilbert Space Methods
DESCRIPTION:Prof. Leonard Frerick  is offering a short course on Hilbert Space Methods at Trier University on behalf of the Research Training Group on Algorithmic Optimization.  \nThe course will consist of sevenlectures\, with the tentative lecture schedule to follow soon. \nEach lecture will take place on \n Mondays\, April 15 to May 27\, 2019\, from 10:00 – 12:00 c.t. in E 52 \nFor a short description please refer to the attached document here. \nPlease refer back to this page for more information as it becomes available.
URL:https://alop.uni-trier.de/event/short-course-on-hilbert-space-methods/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190429T160000
DTEND;TZID=Europe/Berlin:20190429T180000
DTSTAMP:20190205T150750Z
CREATED:20181217T141113Z
LAST-MODIFIED:20190205T150750Z
UID:2634-1556553600-1556560800@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Florian Jarre\, Universität Düsseldorf
DESCRIPTION:On Monday\, April 29 2019 at 16:00 c.t. Prof. Florian Jarre  of  Universität Düsseldorf will present his recent work. \nStochastic gradient descent und Block coordinate descent —\neine Einführung in die Theorie und die praktische Anwendung  \n  \nDer Vortrag befasst sich mit extrem hoch-dimensionalen speziell strukturierten Minimierungsproblemen\, für die selbst die Auswertung eines einzelnen Funktionswertes oft so viel Rechenzeit beansprucht\, dass neue iterative Verfahren zum Einsatz kommen\, bei denen die einzelnen Iterationen billiger sind als eine Funktionsauswertung. \nNatürlich kann man keine Beweise rascher Konvergenz erwarten\, wenn nicht einmal Funktionsauswertungen vorgenommen werden können.  In diesem Vortrag zeigen wir aber einen einfachen Beweis der Konvergenz der Erwartungswerte bei Stochastic gradient descent und  Block coordinate descent – Verfahren\, zeigen die Zusammenhänge zwischen den beiden Ansätzen auf und besprechen mögliche Modifizierungen für praktische Implementierungen. \n  \nThe presentation will take place in HS 9. \n  \nPlease join us for coffee at 15:45 in E10.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-florian-jarre/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190506T160000
DTEND;TZID=Europe/Berlin:20190506T173000
DTSTAMP:20190425T151748Z
CREATED:20190410T084902Z
LAST-MODIFIED:20190425T151748Z
UID:2764-1557158400-1557163800@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Christian Meyer\, TU Dortmund
DESCRIPTION:On Monday\, May 6 2019 at 16:00 c.t. Prof. Dr. Christian Meyer of TU Dortmund will present his recent work entitled \nOptimal control of a non-smooth semi-linear elliptic equation \n  \nThe presentation will take place in HS 9. \n  \nPlease join us for coffee at 15:45 in E10.
URL:https://alop.uni-trier.de/event/alop-kolloquium-with-christian-meyer-tu-dortmund/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190528T083000
DTEND;TZID=Europe/Berlin:20190606T100000
DTSTAMP:20190520T060711Z
CREATED:20190509T124822Z
LAST-MODIFIED:20190520T060711Z
UID:2789-1559032200-1559815200@alop.uni-trier.de
SUMMARY:Short Course on Decomposition Based Methods for PDE Constrained Optimization
DESCRIPTION:Prof. Matthias Heinkenschloss with the Department of Computational and Applied Mathematics\, Rice University in Houston\, Texas is offering a short course on Decomposition Based Methods for PDE Constrained Optimization at Trier University on behalf of the Research Training Group on Algorithmic Optimization.  \nThe course will consist of three lectures\, with the tentative lecture schedule to follow soon. \nThe lectures will take place on the following dates and times: \nTuesday\, May 28\, 2019 at 8:30 in HS 9 \nTuesday\, June 4\, 2019 at 8:30 in HS 9\n \nThursday\, June 6\, 2019 at 8:30 c.t. in E 52\n \nFor a short description please refer to the attached document here. \nPlease refer back to this page for more information as it becomes available. \n 
URL:https://alop.uni-trier.de/event/2789/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Short Course
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190617T160000
DTEND;TZID=Europe/Berlin:20190617T173000
DTSTAMP:20190523T144201Z
CREATED:20190410T091014Z
LAST-MODIFIED:20190523T144201Z
UID:2766-1560787200-1560792600@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Barbara Kaltenbacher\, Universität Klagenfurt
DESCRIPTION:On Monday\, June 17 2019 at 16:00 c.t. Prof. Dipl.-Ing. Dr. Barbara Kaltenbacher of AAU Klagenfurt will present her recent work entitled  \nOptimization based formulation and regularization of inverse problems \nAbstract: \n  \nThe conventional way of formulating inverse problems such as identification of a (possibly infinite dimensional) parameter\, is via some forward operator\, which is the concatenation of the observation operator with the parameter-to-state-map for the underlying model.\nRecently\, all-at-once formulations have been considered as an alternative to this reduced formulation\, avoiding the use of a parameter-to-state map\, which would sometimes lead to too restrictive conditions. Here the model and the observation are considered simultaneously as one large system with the state and the parameter as unknowns.\nA still more general formulation of inverse problems\, containing both the reduced and the all-at-once formulation\, but also the well-known and highly versatile so-called variational approach (not to be mistaken with variational regularization) as special cases\, is to formulate the inverse problem as a minimization problem (instead of an equation) for the state and parameter. Regularization can be incorporated via imposing constraints and/or adding regularization terms to the objective.  \nIn this talk\, after giving a motivation by formulating the electrical impedance tomography problem by means of the classical Kohn-Vogelius functional\, we will dwell on the regularization aspects  for such variational formulations in an abstract setting. Indeed\, combination of regularization by constraints and by penalization leads to new methods that are applicable without solving forward problems. In particular\, for the EIT problem we will consider a method employing box constraints in a very natural manner to incorporate the discrepancy principle for regularization parameter choice as well as a priori information on the searched for conductivity. \n  \nThe presentation will take place in HS 9. \n  \nPlease join us for coffee at 15:45 in E10. \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-barbara-kaltenbacher-universitat-klagenfurt/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20190701T160000
DTEND;TZID=Europe/Berlin:20190701T180000
DTSTAMP:20190531T114609Z
CREATED:20190524T065935Z
LAST-MODIFIED:20190531T114609Z
UID:2810-1561996800-1562004000@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Christopher Hojny\, TU Darmstadt
DESCRIPTION:On Monday\, July 1 2019 at 16:00 c.t.  Dr. Christopher Hojny\, TU Darmstadt  will present his recent work entitled Symmetry Handling in Binary Programs – Combining Symretopes and Orbital Fixing \n  \nAbstract: \nBranch-and-bound is an established method to solve binary programs with thousands of variables in adequate time. If symmetries are present\, however\, even small instances may be hard to solve\, because symmetric parts of the branch-and-bound tree are inspected repeatedly without providing new information. A standard way to handle symmetries in binary programs is to add inequalities that cut off solutions that are lexicographically not maximal in their symmetry classes (orbits). \n  \nIn this talk\, we focus on an approach that generalizes most of the known inequalities. We consider symretopes\, which are the convex hull of all binary vectors that are lexicographically maximal in their orbits. Thus\, adding inequalities of an IP formulation for symretopes to a binary program removes all the symmetry of the program. To derive a tractable IP formulation\, we consider symresacks\, which are knapsack polytopes that are defined by a single symmetry handling inequality. We prove that the optimization problem over symresacks and the separation problem of minimal cover inequalities for symresacks can be solved in almost linear time. This yields an efficiently separable and numerical stable IP formulation of symretopes. \n  \nAnother way to handle symmetries is to fix binary variables if one can show that fixing the variables to the complementary value cannot lead to a lexicographically maximal solution\, so-called orbital fixing. While symmetry handling inequalities and orbital fixing are incompatible\, in general\, we demonstrate how both can be used in parallel if the corresponding problem decomposes in an appropriate way. Numerical experiments show that using both approaches simultaneously improves on using either of these methods. \n  \n  \nThe presentation will take place in HS 9. \n  \nPlease join us for coffee at 15:45 in E10. \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-christopher-hojny-tu-darmstadt/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20191007
DTEND;VALUE=DATE:20191011
DTSTAMP:20210329T074143Z
CREATED:20190312T134348Z
LAST-MODIFIED:20210329T074143Z
UID:2723-1570406400-1570751999@alop.uni-trier.de
SUMMARY:Autumn School on Optimal Control and Optimization with PDE's
DESCRIPTION:The Research Training Group on Algorithmic Optimization proudly announces its fourth annual \nAutumn School from October 7 – 10\, 2019. \nThis year’s focus will be on Optimal Control and Optimization with PDE’s\n \n  \nConfirmed speakers are: \nProf. Dr. Alfio Borzì (Universität Würzburg) \nProf. Dr. Michael Hintermüller (HU Berlin) \nProf. Dr. Michael Hinze (Universität Koblenz-Landau) \n  \n  \nOrganizers:  \n \nNicole Marheineke (Trier University)\, \nVolker Schulz (Trier University) \n  \nSchedule\, Location and Travel Information:  \n \nThe workshop schedule is available here. \nThe schedule of poster presentations may be downloaded here. \nThe workshop is scheduled to begin on Monday\, October 7\, 2019 with registration at 8:00 am and end on Thursday\, October 10\, 2019 in the afternoon. \n\nThe workshop will take place in Building E located on Campus I at Trier University. \nFor travel tips on how to get to Trier\, please check  here;\nInstructions on how to find Campus I are located here. \n \n  \nHotel Room Reservations \nWe have a reserved a hotel room contingent at the Altstadt Hotel\, Am Porta Nigra Platz\, 54292 Trier. Please contact them directly to make your reservations referencing the AUTUMN SCHOOL 2019. \nThe contingent will be available for reservation until August 1\, 2019\, or until all available rooms have been booked. \nRegistration information: \n  \n  \nThere will be a registration fee of 70 €. Detailed payment information will be communicated upon registration. \nQualified participants may be eligible for a stipend to assist with travel expenses. In order to be considered for the stipend\, please submit a CV (which should include the names and contact information of two professional references) along with a one-page letter of motivation before July 15\, 2019. You should also prepare a poster for presentation at this event.\n \nRegistration will close September 20\, 2019.
URL:https://alop.uni-trier.de/event/autumn-school-on-optimal-control-and-optimization-with-pdes/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Autumn School,Workshop
ATTACH;FMTTYPE=image/jpeg:https://alop.uni-trier.de/wp-content/uploads/2019/10/AS-2019-foto.jpg
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191031T090000
DTEND;TZID=Europe/Berlin:20191031T170000
DTSTAMP:20191017T111027Z
CREATED:20191017T111027Z
LAST-MODIFIED:20191017T111027Z
UID:3135-1572512400-1572541200@alop.uni-trier.de
SUMMARY:Career Coaching Workshop with Dr. Angela Heinrich
DESCRIPTION:A Career Coaching workshop geared towards PhD students will take place on October 31\, 2019 from 9 am to 5 pm in the Gästeraum (Mensa Building).  This promises to be an interactive workshop addressing\, among other things\, career planning and goals as well as  professional job negotiations. Dr. Heinrich is a renowned professional with experience in Neuroscience and systemic coaching. \n  \nWhen: October 31\, 2019                   9 – 5 \nWhere: Gästeraum in the Mensa Building \n 
URL:https://alop.uni-trier.de/event/career-coaching-workshop-with-dr-angela-heinrich/
LOCATION:Gästeraum near Mensa\, Trier University
CATEGORIES:Workshop
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191104T160000
DTEND;TZID=Europe/Berlin:20191104T180000
DTSTAMP:20191016T125229Z
CREATED:20191016T125229Z
LAST-MODIFIED:20191016T125229Z
UID:3127-1572883200-1572890400@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Prof. Dr. Volker Kaibel
DESCRIPTION:On Monday\, November 4 2019 at 16:00 c.t.  Prof. Dr. Volker Kaibel\, Otto-von-Guericke-Universität Magdeburg  will present his recent work entitled \n  \nProjections in Combinatorial Optimization \nFormulating problems via linear inequalities and projections is at the heart of the polyhedral combinatorics approach to Combinatorial Optimization. We present some examples for which this can be achieved with surprisingly few inequalities and we give an almost pictorial proof showing that for other problems exponentially many inequalities are required. \n  \nThe presentation will take place in HS 9. \nPlease join us for coffee at 15:45 in E10
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-dr-volker-kaibel/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191113T120000
DTEND;TZID=Europe/Berlin:20191113T130000
DTSTAMP:20191106T124926Z
CREATED:20191106T124926Z
LAST-MODIFIED:20191106T124926Z
UID:3186-1573646400-1573650000@alop.uni-trier.de
SUMMARY:Research Seminar Talk by Patricia Doerr
DESCRIPTION:Patricia Doerr is scheduled to speak about her research in the Research Seminar on Wednesday\, November 13\, 2019 at noon in E 51.
URL:https://alop.uni-trier.de/event/research-seminar-talk-by-patricia-doerr/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Presentation
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191118T120000
DTEND;TZID=Europe/Berlin:20191206T120000
DTSTAMP:20191010T093502Z
CREATED:20191009T124453Z
LAST-MODIFIED:20191010T093502Z
UID:3062-1574078400-1575633600@alop.uni-trier.de
SUMMARY:Short Course on Tensor Numerical Methods in Scientific Computing
DESCRIPTION:Prof. Dr. Boris Khoromskij   with the assistance of Dr. Venera Khoromskaia is offering a short course on Tensor Numerical Methods in Scientific Computing at Trier University on behalf of the Research Training Group on Algorithmic Optimization.  \nThe course will consist of several two hour lectures as follows: \nMonday\,                           18 Nov 2019                   12:00 – 14:00                                                E 52 \nTuesday\,                          19 Nov 2019                   10:00 – 12:00                                                E 45 \nWednesday\,                     20 Nov 2019                   14:00 – 16:00                                              HS 10 \nThursday\,                         21 Nov 2019                   14:00 – 16:00                                                E 10 \nFriday\,                               22 Nov 2019                  10:00 – 12:00                                                E 44 \nMonday\,                              2 Dec 2019                   12:00 – 14:00                                                E 52 \nTuesday\,                             3 Dec 2019                   10:00 – 12:00                                                E 45 \nWednesday\,                       4 Dec 2019                    14:00 – 16:00                                              HS 10 \nThursday\,                           5 Dec 2019                   12:00 – 14:00                                                E 10 \nFriday\,                                 6 Dec 2019                   10:00 – 12:00                                                E 44 \nCourse Abstract:\nSolution of multi-dimensional problems by traditional numerical methods suffer from the so-called “curse of dimensionality”\, that cannot be eliminated by using parallel architectures and high performance computing. The novel tensor numerical methods are based on a “smart” rank-structured tensor   representation of the multivariate functions and operators\, thus reducing solution of multidimensional integral-differential equations to 1D   calculations. We show how the canonical\, Tucker\, tensor train (TT)\, quantized-TT (QTT) and range-separated tensor approximations  provide the way to solve the multi-dimensional equations on  low-parametric rank-structured manifolds. We consider tensor methods for the elliptic optimal control problems\, for elliptic PDEs with oscillating coefficients and for some quantum chemical  models. Matlab exercises for the tensor decomposition algorithms will be provided. \nFor a printout of this information\, please click here. \n 
URL:https://alop.uni-trier.de/event/short-course-on-tensor-numerical-methods-in-scientific-computing/
CATEGORIES:Short Course
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191125T120000
DTEND;TZID=Europe/Berlin:20191126T170000
DTSTAMP:20191115T102551Z
CREATED:20191107T134025Z
LAST-MODIFIED:20191115T102551Z
UID:3214-1574683200-1574787600@alop.uni-trier.de
SUMMARY:GUT Course scheduled for November 25- 26\, 2019
DESCRIPTION:Dr. Michael Mende with the University of Konstanz\, Germany is scheduled to teach a course on good scientific practice to the students of the Research Training Group on November 25 and 26\, 2019.  The event will take place in room V302.
URL:https://alop.uni-trier.de/event/gut-course-scheduled-for-november-25-26-2019/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Short Course
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191127T120000
DTEND;TZID=Europe/Berlin:20191127T130000
DTSTAMP:20191106T124739Z
CREATED:20191106T124739Z
LAST-MODIFIED:20191106T124739Z
UID:3184-1574856000-1574859600@alop.uni-trier.de
SUMMARY:Research Seminar Talk by Dennis Kreber
DESCRIPTION:Dr. Dennis Kreber is scheduled to speak about his research in the Research Seminar on Wednesday\, November 27\, 2019 at noon in E 51.
URL:https://alop.uni-trier.de/event/research-seminar-talk-by-dennis-kreber/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Presentation
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191202T090000
DTEND;TZID=Europe/Berlin:20191202T100000
DTSTAMP:20191104T134817Z
CREATED:20191016T114357Z
LAST-MODIFIED:20191104T134817Z
UID:3120-1575277200-1575280800@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Timm Faulwasser
DESCRIPTION:On Monday\, December 2 2019 at 9:00 c.t.  Prof. Dr. -Ing. Timm Faulwasser\, TU Dortmund will present his recent work entitled \nDissipativity and Turnpike Properties in Optimal Control – Insights and Open Problems\nIn many engineering disciplines and beyond (economics\, physics\, …) performance optimization under explicit consideration of dynamics and operational constraints\, i.e. optimal control\, plays a pivotal role. The last 60 years have seen tremendous progress in terms of optimality conditions and PMP formulations\, and in terms of powerful computational tools. In other words\, as such optimal control theory of finite dimensional systems is a mature subject. \nInspired by physical notions of dissipative and passive systems\, Jan Willems introduced a formal dissipativity notion in 1972\, which can be regarded as an extension of Lyapunov stability notions to systems with inputs [6\,7]. Yet\, triggered by recent developments on so-called economic Model Predictive Control (MPC) [1\,2]\, a system-theoretic notion of dissipativity of Optimal Control Problems (OCPs) has been subject to considerable recent research interest [3\,4\,5]. \nParallel to Willems´ work\, the 1970s also saw manifold contributions\, especially in economics\, to what is commonly called turnpike theorems of OCPs [8]. The term turnpike was coined in a seminal contribution by Dorfman\, Samuelson and Solow in 1958 [9]. It refers to a phenomenon of parametric OCPs\, whereby for varying initial conditions and horizon length\, the time the optimal solutions spend outside of a neighborhood of the turnpike steady state is bounded independent of the horizon length. Early observations of this phenomenon can be traced back to works of John von Neumann from the 1930s/40s. Recently\, turnpike properties have also been studied in time-varying and infinite-dimensional settings [10\,11]. \nThe main focus of this seminar is to provide insights into the link between turnpike and dissipativity properties of OCPs. Motivated by examples we will propose a formal definition of turnpike properties\, which enables the derivation of converse turnpike results.  To this end\, we recap the dissipativity notion of Willems and show how it can be applied to OCPs. Moreover\, we will also provide insights into different viewpoints on turnpikes (primal vs. primal-dual)\, which link the phenomenon with the stability of a specific equilibrium of the Hamiltonian optimality system. Finally\, we will provide an outlook on time-varying and periodic turnpikes and on turnpikes in mixed-integer problems \n  \nReferences \n\nAngeli\, David\, Rishi Amrit\, and James B. Rawlings. “On average performance and stability of economic model predictive control.” IEEE transactions on automatic control 57.7 (2011): 1615-1626.\nFaulwasser\, Timm\, Lars Grüne\, and Matthias A. Müller. “Economic nonlinear model predictive control.” Foundations and Trends® in Systems and Control 5.1 (2018): 1-98.\nFaulwasser\, T.\, Korda\, M.\, Jones\, C. N.\, & Bonvin\, D. (2017). On turnpike and dissipativity properties of continuous-time optimal control problems. Automatica\, 81\, 297-304.\nMüller\, Matthias A.\, David Angeli\, and Frank Allgöwer. “On necessity and robustness of dissipativity in economic model predictive control.” IEEE Transactions on Automatic Control 60.6 (2014): 1671-1676.\nGrüne\, Lars\, and Matthias A. Müller. “On the relation between strict dissipativity and turnpike properties.” Systems & Control Letters 90 (2016): 45-53.\nWillems\, Jan C. “Dissipative dynamical systems part I: General theory.” Archive for rational mechanics and analysis 45.5 (1972): 321-351.\nWillems\, Jan C. “Dissipative dynamical systems.” European Journal of Control 13.2-3 (2007): 134-151.\nMcKenzie\, Lionel W. “Turnpike theory.” Econometrica: Journal of the Econometric Society (1976): 841-865.\nDorfman\, R.\, Samuelson\, P. A.\, and RM Solow. Linear Programming and Economic Analysis (1958).\nGugat\, M.\, Trélat\, E.\, & Zuazua\, E. (2016). Optimal Neumann control for the 1D wave equation: Finite horizon\, infinite horizon\, boundary tracking terms and the turnpike property. Systems & Control Letters\, 90\, 61-70.\nGrüne\, L.\, Pirkelmann\, S.\, & Stieler\, M. (2018). Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems. In Control Systems and Mathematical Methods in Economics (pp. 195-218). Springer\, Cham.\n\n  \nBio Sketch \nTimm Faulwasser has studied Engineering Cybernetics at the University Stuttgart\, with majors in systems and control and philosophy. He completed his PhD at the Otto-von-Guericke University Magdeburg\, Germany\, where he was also a member of the International Max Planck Research School for Analysis\, Design and Optimization in Chemical and Biochemical Process Engineering Magdeburg. 2013-2016 he was with the Laboratoire d’Automatique\, École Polytechnique Fédérale de Lausanne\, Switzerland. During 2015-2019 he led the Optimization and Control Group at the Institute for Automation and Applied Informatics\, Karlsruhe Institute for Technology. Since November 2019 he holds the Chair for Energy Efficiency at the Department of Electrical Engineering and Information Technology of TU Dortmund. \nHis main research interests are optimization-based and predictive control of networks of nonlinear systems with applications in energy systems\, process systems engineering and climate economics. \n  \nThe presentation will take place in E 51.  Coffee will be served. \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-dr-timm-faulwasser/
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191204T120000
DTEND;TZID=Europe/Berlin:20191204T140000
DTSTAMP:20191128T141658Z
CREATED:20191128T141618Z
LAST-MODIFIED:20191128T141658Z
UID:3258-1575460800-1575468000@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Stefan Weltge
DESCRIPTION:On Wednesday\, December 4\, 2019 at 12:00 c.t.\, Prof. Dr. Stefan Weltge\, Assistant Professor at Technical University Munich (TUM) will present his recent work entitled \nPersistency of Linear Programming Relaxations for Stable Set \nAbstract: \n  \nThe Nemhauser-Trotter theorem states that the standard linear programming (LP) relaxation for the stable set problem has a remarkable property\, also known as the (weak) persistency property:  for every optimal LP solution that assigns integer values to some variables\, there exists an optimal integer solution in which these variables retain the same values. \nWhile the standard LP is defined by only non-negativity and edge constraints\, a variety of stronger LP relaxations have been studied and one may wonder whether any of them is persistent as well. We show that any stronger family of LP relaxations that satisfies mild conditions cannot be persistent on all graphs\, unless it is always equal to the stable-set polytope. \nThis is recent joint work with Elisabeth Rodríguez-Heck\, Karl Stickler and Matthias Walter.   \n  \nThe presentation will take place in E 51. \nCoffee will be served.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-stefan-weltge/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191211T120000
DTEND;TZID=Europe/Berlin:20191211T130000
DTSTAMP:20191115T102505Z
CREATED:20191114T131921Z
LAST-MODIFIED:20191115T102505Z
UID:3230-1576065600-1576069200@alop.uni-trier.de
SUMMARY:Research Seminar Talk by Lukas Winkel
DESCRIPTION:Lukas Winkel is scheduled to speak about his research entitled \n“A Soft Branch & Bound Algorithm for Mixed Integer Linear Complementarity Problems” \nin the Research Seminar on Wednesday\, December 11\,  2019 at noon in E 51.
URL:https://alop.uni-trier.de/event/research-seminar-talk-by-lukas-winkel/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Presentation
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20191219T160000
DTEND;TZID=Europe/Berlin:20191219T170000
DTSTAMP:20191105T131541Z
CREATED:20191105T130829Z
LAST-MODIFIED:20191105T131541Z
UID:3179-1576771200-1576774800@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Martine Labbé
DESCRIPTION:On Thursday\, December 19 2019 at 16:00 c.t.  Dr. Martine Labbé\, Université Libre de Bruxelles  will present her recent work \nTitle and Abstract will follow. \n  \nThe presentation will take place in HS 9. \nPlease join us for coffee at 15:45 in E10.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-martine-labbe/
LOCATION:Trier University – E-Building – HS 9\, Universität Trier Gebäude E\, Trier\, Rhineland-Palatinate\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200129T140000
DTEND;TZID=Europe/Berlin:20200218T171500
DTSTAMP:20191017T124620Z
CREATED:20191017T123456Z
LAST-MODIFIED:20191017T124620Z
UID:3138-1580306400-1582046100@alop.uni-trier.de
SUMMARY:Short course on the Introduction to Mixed-Integer Nonlinear Optimization
DESCRIPTION:Prof. Dr. Martin Schmidt\, a Principal Investigator of the Research Training Group on Algorithmic Optimization\, is offering a short course on the Introduction to Mixed-Integer Nonlinear Optimization. \nThe course will consist of 4 x 2  lectures of 90 minutes each on the following dates and times: \nWednesday\,                     21 January 2020                     14:00 – 17:15                                              HS 10 \nWednesday\,                      5 February 2020                    14:00 – 17:15                                              HS 10 \nWednesday\,                     12 February 2020                   14:00 – 17:15                                              HS 10 \nTuesday\,                           18 February 2020                   14:00 – 17:15                                              HS 10 \nCourse Abstract: \nMixed-integer nonlinear optimization problems (MINLPs) are of great importance in practice because they allow for two crucial modeling aspects. First\, using integer variables makes it possible to model decision-making. Second\, accurate modeling of real-world phenomena often leads to nonlinearities like in physics or in models of economies of scale. However\, the combination of integer variables and nonlinearities also makes these problems extremely hard to solve for large-scale instances of real-world applications. \n  \nIn this compact course\, we introduce the class of convex and nonconvex MINLPs\, discuss some MINLP-specific modeling tricks\, and study the basic algorithms for solving MINLPs. \nFor a printout of this information\, please click here. \nCourse outline: \nDay 1: Introduction to the problem class of MINLPs\n* Definition of problem class\n* Convex vs. nonconvex MINLP\n* Modeling examples\n* Modeling techniques\n* Good and bad formulations\n* General algorithmic techniques for solving MINLPs \nDay 2: Algorithmic techniques\n* Nonlinear branch-and-bound\n* Kelley’s cutting plane method\n* Outer approximation\n* LP-/NLP-based branch-and-bound \nDay 3: Getting rid of what makes the problem hard\n* MIP-based solution techniques\n* NLP-based solution techniques \nDay 4: Nonconvex MINLPs and Software\n* Under- and overestimators\n* expression trees\n* Generic relaxation strategies for nonconvex MINLPs\n* Spatial branch-and-bound\n* Modeling software (GAMS\, AMPL\, Pyomo)\n* Solvers \n 
URL:https://alop.uni-trier.de/event/short-course-on-the-introduction-to-mixed-integer-nonlinear-optimization/
CATEGORIES:Short Course
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200206T130000
DTEND;TZID=Europe/Berlin:20200206T160000
DTSTAMP:20191114T122557Z
CREATED:20191114T122557Z
LAST-MODIFIED:20191114T122557Z
UID:3227-1580994000-1581004800@alop.uni-trier.de
SUMMARY:Mathematical Writing Course with Mirjam Duer
DESCRIPTION:Prof. Dr. Mirjam Dür with Augsburg University will teach a Mathematical Writing Course on Thursday\, February 6\, 2020 from 1 to 4 pm in Room E 10.
URL:https://alop.uni-trier.de/event/mathematical-writing-course-with-mirjam-duer/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Workshop
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200210T160000
DTEND;TZID=Europe/Berlin:20200210T180000
DTSTAMP:20200203T155305Z
CREATED:20200113T160241Z
LAST-MODIFIED:20200203T155305Z
UID:3315-1581350400-1581357600@alop.uni-trier.de
SUMMARY:CANCELLED - ALOP Colloquium with Shengfeng Zhu
DESCRIPTION:CANCELLED DUE TO THE CURRENT TRAVEL RESTRICTIONS IN CHINA\nThis presentation will be rescheduled at a later time. \nOn Monday\, February 10 2020 at 16:00 c.t.  Dr. Shengfeng Zhu of East China Normal University  will present his recent work \nentitled Finite element approximations of shape gradients with applications in shape optimization  \nAbstract: \nShape optimization has many practical applications in science and engineering. Boundary type Eulerian derivative has been widely used in shape gradient algorithms. The distributed Eulerian derivative is seldom noticed. For model problems of eigenvalue optimization and shape design in flows\, we present two types of discrete finite element schemes for shape gradients contained in distributed and boundary types of Eulerian derivatives. Our a prior error estimates show that the discrete shape gradient associated with the distributed Eulerian derivative on a fixed domain has higher convergence rate and better accuracy. Furthermore\, we report numerical evidence that the distributed shape gradient algorithm can have better numerical performance during deformations.  \n\n  \nThe presentation will take place in HS 9. \nPlease join us for coffee at 15:45 in E10. \nCANCELLED DUE TO THE CURRENT TRAVEL RESTRICTIONS IN CHINA
URL:https://alop.uni-trier.de/event/alop-colloquium-with-dr-shengfeng-zhu/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200224T160000
DTEND;TZID=Europe/Berlin:20200224T180000
DTSTAMP:20191108T111752Z
CREATED:20191016T115717Z
LAST-MODIFIED:20191108T111752Z
UID:3122-1582560000-1582567200@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Marianna de Santis
DESCRIPTION:On Monday\, February 24 2020 at 16:00 c.t.  Dr. Marianna de Santis\, Università de Roma\, DIAG  will present her recent work \nentitled Branch-and-bound Algorithms for structured Mixed Integer Nonlinear Programming Problems \nAbstract: \nMixed Integer Nonlinear Programming (MINLP) is the area of optimization  that addresses nonlinear problems with continuous and integer variables.  MINLP has proven to be a powerful tool for modeling and it combines challenges from both combinatorial and nonlinear optimization. \nIn this talk\, we deal with the computation of dual bounds for different classes of structured MINLPs. In particular\, we will focus on problems having quadratic objective function. \nThe branch-and-bound algorithms presented generalize the approach for unconstrained convex quadratic integer programming proposed by Buchheim\, Caprara and Lodi [Math.Progr.\, 135\, pp.369-395 (2012)] to the presence of linear constraints and nonconvex objective function. The main feature of the latter approach consists of a sophisticated preprocessing phase\, leading to a fast enumeration on the branch-and-bound nodes. \nExperimental results on randomly generated instances show that the approach significantly outperforms the MIQP solver of CPLEX12.6 for instances with a small number of constraints. Hints on how to extend the key ideas to more general contexts will be given. \n  \nThe presentation will take place in HS 9. \nPlease join us for coffee at 15:45 in E10.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-marianna-de-santis/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200303T160000
DTEND;TZID=Europe/Berlin:20200303T180000
DTSTAMP:20200207T084612Z
CREATED:20200205T095641Z
LAST-MODIFIED:20200207T084612Z
UID:3341-1583251200-1583258400@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Hanno Gottschalk
DESCRIPTION:On Tuesday\, March 3 2020 at 16:00 c.t.  Prof. Dr. Hanno Gottschalk  \, Bergische Universität Wuppertal  will present his recent work. entitled \nFalse Positives and False Negatives in Semantic Segmentation: Toward the assurance of the perception with deep CNN in atonomous driving \nAbstract: \nThe application of machine learning technology in safety relevant environments poses several challenges regarding their reliability. This especially applies to modern deep learning architectures\, which pretty much resemble a black box. In this talk\, measures of uncertainty from basic classification algorithms to current fully convolutional networks for semantic segmentation are discussed. We present known and new uncertainty measures and use them in meta classification: An algorithmic decision\, if a prediction by the AI is correct of not\, without access to the ground truth data. For the case of semantic segmentation\, we use this for the instance based detection of false positives. Techniques for the detection of false negatives are discussed as well. Both techniques can be fused for a more reliable detection of underrepresented classes\, like pedestrians in street scenes.  \n  \nThe presentation will take place in HS 9. \nPlease join us for coffee at 15:45 in E10.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-hanno-gottschalk/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200504T100000
DTEND;TZID=Europe/Berlin:20200516T120000
DTSTAMP:20200205T102246Z
CREATED:20200205T102002Z
LAST-MODIFIED:20200205T102246Z
UID:3345-1588586400-1589630400@alop.uni-trier.de
SUMMARY:Short Course on Computational Statistics
DESCRIPTION:PD Dr. Jan Pablo Burgard\, a Principal Investigator with the Research Training Group on Algorithmic Optimization\, is offering a short course on Computational Statistics during the summer semester 2020. \nThe course will consist of several lectures of 90 minutes each. The exact dates and times will be announced shortly. \n  \nCourse Abstract to follow.
URL:https://alop.uni-trier.de/event/short-course-on-computational-statistics/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Short Course
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200518T100000
DTEND;TZID=Europe/Berlin:20200528T120000
DTSTAMP:20200205T102052Z
CREATED:20200205T100739Z
LAST-MODIFIED:20200205T102052Z
UID:3343-1589796000-1590667200@alop.uni-trier.de
SUMMARY:Short Course on Optimization on Manifolds
DESCRIPTION:Prof. Dr. Volker Schulz\, Speaker of the Research Training Group on Algorithmic Optimization\, is offering a short course on the Optimization on Manifolds during the summer semester 2020. \nThe course will consist of several lectures of 90 minutes each. The exact dates and times will be announced shortly. \n  \nCourse Abstract to follow.
URL:https://alop.uni-trier.de/event/short-course-on-optimization-on-manifolds/
LOCATION:Trier University E Building\, Universitätsring 15\, Trier\, 54296\, Germany
CATEGORIES:Short Course
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200520T121500
DTEND;TZID=Europe/Berlin:20200520T130000
DTSTAMP:20200527T094633Z
CREATED:20200426T110144Z
LAST-MODIFIED:20200527T094633Z
UID:3700-1589976900-1589979600@alop.uni-trier.de
SUMMARY:Lukas Mich to speak during the research seminar
DESCRIPTION:ALOP member Lukas Mich will speak during the research seminar on  May 20\, 2020 at 12:15 on the topic \n“Solving High-dimensional Stochastic Optimal Control Problems using Neural Networks“. \n \nPlease join as via ZOOM at 12:15 by clicking this link \n  \n 
URL:https://alop.uni-trier.de/event/lukas-mich-to-speak-during-the-research-seminar/
CATEGORIES:Presentation
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200603T121500
DTEND;TZID=Europe/Berlin:20200603T130000
DTSTAMP:20200527T094612Z
CREATED:20200526T110022Z
LAST-MODIFIED:20200527T094612Z
UID:3698-1591186500-1591189200@alop.uni-trier.de
SUMMARY:Michael Vu to speak during the research seminar
DESCRIPTION:ALOP member Michael Vu will speak during the research seminar on June 3\, 2020 at 12:15 about his work. \nPlease join as via ZOOM at 12:15 by clicking this link \n  \n 
URL:https://alop.uni-trier.de/event/michael-vu-to-speak-during-the-research-seminar/
CATEGORIES:Presentation
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200615T170000
DTEND;TZID=Europe/Berlin:20200615T180000
DTSTAMP:20200527T102733Z
CREATED:20200526T085037Z
LAST-MODIFIED:20200527T102733Z
UID:3683-1592240400-1592244000@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Prof. Andrés Gómez
DESCRIPTION:Assistant Professor Andrés Gómez of Daniel J. Epstein Department of Industrial and Systems Engineering\, University of Southern California\, will speak at our colloquium on June 15\, 2020 at 5 pm about his research via ZOOM. \nTitle: Sparse learning via mixed-integer optimization. \n  \nAbstract: This talk addresses inference problems in which sparsity plays a fundamental role. Sparse statistical models are interpretable by design and often have improved out-of-sample performance than dense models\, but learning a sparse model model from data often results in a combinatorial optimization problems. Unfortunately\, off-the-shelf mixed-integer optimization software struggle with the resulting problems\, resulting in prohibitive solution times even in small instances. We discuss techniques to improve the performance\, often related to the convexification of the underlying combinatorial problems. \nFor more details regarding the Zoom link\, please refer back to this page.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-andres-gomez/
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20200617T161500
DTEND;TZID=Europe/Berlin:20200617T171500
DTSTAMP:20200615T063405Z
CREATED:20200610T115141Z
LAST-MODIFIED:20200615T063405Z
UID:3748-1592410500-1592414100@alop.uni-trier.de
SUMMARY:Mercator Fellow Matthias Heinkenschloss scheduled to lecture via ZOOM
DESCRIPTION:Research Training Group ALOP’s Mercator Fellow\, Prof. Dr. Matthias Heinkenschloss of Rice University\, will present a special lecture on Wednesday\, June 17\, 2020 at  16:15 local time via ZOOM. You may enter the waiting area beginning at 16:00. The presentation will take appr. 1 hour. \nProf. Heinkenschloss will speak on the topic of  \n  \nNumerical Solution of Risk-Averse PDE-Constrained Optimization Problems\n \nAbstract\nThis talk gives a unified presentation of several recent optimization approaches for solving risk-averse partial differential equation constrained optimization problems and addresses a numerical issue that arises in (semismooth) Newton methods used to solve subproblems in each of these approaches. Risk-averse optimization problems arise\, for example\, in engineering applications when one seeks to maximize the performance of\, or minimize the costs of a system under uncertainty. Whereas risk-neutral formulations optimize the average costs or performance\, risk-averse formulations penalize high-cost\, rare-events\, which yield excessively high costs or low performance. Risk-averse objectives like the Conditional Value-at-Risk (CVaR) are notoriously expensive to optimize due to their non-smooth nature and the inherent expense in sampling rare-events.\nThis talk focusses on the CVaR risk measure and studies recent optimization approaches which either directly smooth the CVaR or are based on a reformulation as a smooth inequality constrained problem\, such as log-barrier or augmented Lagrangian approaches. It is shown that all considered approaches solve the CVaR optimization problem by solving a sequence of smoothed CVaR optimization problems. Furthermore\, a computationally inexpensive modification of (semismooth) Newton methods is introduced that alleviates numerical issues arising from near rank deficient Hessians and inconsistent quadratic models that can arise in the smoothed CVaR subproblems.  \n \nThis talk is based on joint work with Mae Markowski.\n  \nThe ZOOM access link will be forwarded via Email.
URL:https://alop.uni-trier.de/event/mercator-fellow-matthias-heinkenschloss-scheduled-to-lecture-via-zoom/
CATEGORIES:Presentation
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
END:VEVENT
END:VCALENDAR