BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//ALOP - ECPv6.17.4//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:ALOP
X-ORIGINAL-URL:https://alop.uni-trier.de
X-WR-CALDESC:Events for ALOP
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:Europe/Berlin
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20150329T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20151025T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20160327T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20161030T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20170326T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20171029T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20160613T160000
DTEND;TZID=Europe/Berlin:20160613T180000
DTSTAMP:20160509T143007Z
CREATED:20160509T143007Z
LAST-MODIFIED:20160509T143007Z
UID:343-1465833600-1465840800@alop.uni-trier.de
SUMMARY:ALOP-Colloquium with Immanuel Bomze
DESCRIPTION:On June 13\, 2016\,   Immanuel Bomze from the University of Vienna will join the ALOP-Colloquium and present his recent work. At 15:45 there will be a coffee hour in E10. At 16:15 the presentation will take place in HS10. \nSecond-order local optimality conditions involving copositivity of the Hessian of the Lagrangian on the reduced (polyhedral) tangent conehave the advantage that there is only a small gap between sufficient (the Hessian is strictly copositive) and necessary (the Hessian is copositive) conditions. In this respect\, this is a proper generalization of convexity of the Lagrangian. We also specify a copositivity-based variant which is sufficient for global optimality. For (nonconvex) quadratic optimization problems over polyhedra (QPs)\, the distinction between sufficiency and necessity vanishes\, both for local and global optimality. However\, in the strictly copositive case we can provide a distance lower (error) bound of the increment around a local minimizer. This is a refinement of an earlier result which focussed on mere (non-strict) copositivity. In addition\, an apparently new variant of constraint qualification (CQ) is presented which is implied by Abadie’s CQ and which is suitable for second-order analysis. This new reflected Abadie CQ is neither implied\, nor implies\, Guignard’s CQ. However\, it implies the necessary second-order local optimality condition based on copositivity [2]. \nFor minimization problems under (possibly non-convex) quadratic and linear constraints\, we characterize both Lagrangian and Semi-Lagrangian dual bounds in terms of conic optimization. While the Lagrangian dual is equivalent to the SDP relaxation\, the Semi-Lagrangian dual we study is equivalent to a natural copositive relaxation. This way\, we arrive at a full hierarchy of tractable conic bounds tighter than the usual Lagrangian dual (and thus than the SDP) bounds. In particular\, the usual zero-order approximation by doubly nonnegative matrices improves upon the Lagrangian dual bounds. Specialized to this setting\, the optimality conditions developed above now return as sufficient conditions for tightness of the relaxation; for instance\, copositivity of the slack matrix guarantees global optimality for KKT points of this problem [2]. \n[1] I.M. Bomze. Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained QPs. SIAM J. Optimization 25 (3)\, 1249–1275 (2015). \n[2] I.M. Bomze. Copositivity for second-order optimality conditions in general smooth optimization problems. Optimization 64(1)\, 779-795 (2016). \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-immanuel-bomze/
LOCATION:Trier University – E-Building – HS 9\, Universität Trier Gebäude E\, Trier\, Rhineland-Palatinate\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20160620T160000
DTEND;TZID=Europe/Berlin:20160620T180000
DTSTAMP:20160509T132051Z
CREATED:20160509T130253Z
LAST-MODIFIED:20160509T132051Z
UID:341-1466438400-1466445600@alop.uni-trier.de
SUMMARY:ALOP-Colloquium with Felix Kuebler
DESCRIPTION:On June 20\, 2016\,  Felix Kuebler from the University Zurich\, Institute of Banking and Finance will join the ALOP-Colloquium and present his recent work. At 15:45 there will be a coffee hour in E10. At 16:15 the presentation will take place in HS10. \nRecursive equilibria in dynamic economies with stochastic production (mit Johannes Brumm und Dominika Kryczka) \nIn this paper\, we prove the existence of recursive equilibria in stochastic production economies with infinitely lived agents and incomplete financial markets. We consider a general dynamic model with several commodities and general inter- and intra-temporal production\, which encompasses heterogeneous agent versions of both the Lucas asset pricing model and the stochastic neo-classical growth model as special cases. \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-felix-kuebler/
LOCATION:Trier University – E-Building – HS 9\, Universität Trier Gebäude E\, Trier\, Rhineland-Palatinate\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20160621
DTEND;VALUE=DATE:20160701
DTSTAMP:20160623T091312Z
CREATED:20160623T084239Z
LAST-MODIFIED:20160623T091312Z
UID:352-1466467200-1467331199@alop.uni-trier.de
SUMMARY:Short Course on Reduced Order Work Models
DESCRIPTION:Prof. Matthias Heinkenschloss with the Department of Computational and Applied Mathematics\, Rice University in Houston\, Texas is offering a short course on Reduced Order Work Models at Trier University on behalf of the Research Training Group on Algorithmic Optimization.  \nThe following is an outline of the short course: \nMany applications require the repeated solution of partial differential equations (PDEs) for different input parameters or even the solution of optimization problems governed by PDEs. These tasks can be computationally expensive\, sometimes prohibitively expensive when carried out using only high fidelity PDE discretizations. Model order reduction systematically extracts key dynamics to generate low-order representations of the (high fidelity discretizations of the) PDEs so that quantities of interest generated from the PDE solutions are well approximated by these low-order representations. \nThis short course will introduce current methods for the computation of projection based reduced order models (ROMs)\, analyze the computational cost and the approximation properties of these ROMs\, and demonstrate their application on model PDEs. The second part of this course will introduce approaches for the integration of projection based ROMs into the solution of some classes of PDE constrained optimization problems. \nThe course will consist of five lectures\, with the tentative lecture schedule as follows: \n\n\nPDE model problems and their discretizations; PDE constrained optimization model problems and their discretizations; gradient and Hessian computations.\n\n\nThe Reduced Basis method and Proper Orthogonal Decomposition.\n\n\nThe (Discrete) Empirical Interpolation Method ( (D)EIM ).\n\n\nROMs for linear-quadratic PDE constrained optimization problems.\n\n\nApproaches and challenges for the use of ROMs in nonlinear PDE constrained optimization problems.\n\n\nThe short course on Reduced Order Work Models will take place beginning on Tuesday\, June 21\, 2016 through Thursday\, June 30\, 2016. \nFor more information on the exact times and lecture hall\, contact the organizer.
URL:https://alop.uni-trier.de/event/short-course-on-reduced-order-work-models/
CATEGORIES:Short Course
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20160627T160000
DTEND;TZID=Europe/Berlin:20160627T180000
DTSTAMP:20160623T091654Z
CREATED:20160513T070527Z
LAST-MODIFIED:20160623T091654Z
UID:345-1467043200-1467050400@alop.uni-trier.de
SUMMARY:ALOP-Colloquium with Peter Deuflhard
DESCRIPTION:On June 27\, 2016\,  Prof. Dr. Dr. h.c. Peter Deuflhard from the Université Pierre et Marie Curie (UPMC) will join the ALOP-Colloquium and present his recent work. At 15:45 there will be a coffee hour in E10.  At 16:15 the presentation will take place in HS10.  \nTHE GRAND FOUR.  Affine Invariant Newton Methods for Nonlinear Problems  \nFour affine invariance classes (affine covariance\, affine contravariance\, affine conjugacy\, affine similarity) for nonlinear problems lead to four different classes of adaptive Newton algorithms.  \nAffine covariance applies to boundary value problems for differential equations (both ODEs and PDEs)\, affine contravariance applies to Fredholm integral equations\, affine conjugacy leads to convex optimization\, and\, last but not least\, affine similarity leads to pseudo-transient continuation methods for equilibrium problems in time dependent ODEs or PDEs. For the latter invariance class rather recent results are presented.  \n  \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-dr-dr-h-c-peter-deuflhard/
LOCATION:Trier University – E-Building – HS 9\, Universität Trier Gebäude E\, Trier\, Rhineland-Palatinate\, 54296\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
END:VEVENT
END:VCALENDAR