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DTSTART;TZID=Europe/Berlin:20210705T160000
DTEND;TZID=Europe/Berlin:20210705T170000
DTSTAMP:20210531T070017Z
CREATED:20210412T122101Z
LAST-MODIFIED:20210531T070017Z
UID:5498-1625500800-1625504400@alop.uni-trier.de
SUMMARY:ALOP-Colloquium with Frauke Liers\, FAU Erlangen-Nürnberg
DESCRIPTION:On Monday\, July 5\, 2021 at 16:00 c.t.  Prof. Dr. Frauke Liers with FAU Erlangen-Nuernberg will present her recent work at our colloquium. She will speak on the topic of  \n  \nData-Driven Robust Protection for Uncertain Optimization Problems \n  \nOne way of protecting against uncertainties that occur in real-world applications is to apply and to develop methodologies from robust optimization that determine best possible robust solutions that are feasible regardless of how uncertainties manifest themselves within predefined uncertainty sets. However\, it is often non-trivial to construct “suitable” uncertainty sets. In this talk\, we present two methodologies in this area. \nAt first\, we introduce a new iterative approach which uses scenario observations to learn more about the uncertainty over time\, enabling us to improve our solutions. The goal is to incorporate new information when it arrives and to improve our solution without resolving the entire robust counterpart. We illustrate the effectiveness of our procedure by numerical experiments on mixed-integer optimization instances from popular benchmark libraries as well as on a practical network design problem. The proposed algorithm is able to solve the problem significantly faster than solving equivalent reformulations. \nSubsequently\, we show that robust protection can also be used for a robust safe approximation of joint chance constrained in DC Optimal Power Flow problems. We propose an approach that replaces probabilistic constraints by robust constraints where the task consists in constructing uncertainty sets from historical data using the scenario approach by Margellos et al. (IEEE Transactions on Automatic Control\, 59 (2014)). The experimental tests demonstrate the effectiveness of this method and run times are very fast and lead to high-quality solutions. \n  \nThe first part is joint with Kevin Aigner\, Andreas Bärmann\, Kristin Braun\,  Oskar Schneider\, Sebastian Tschuppik (FAU Erlangen-Nürnberg)\, and Kartikey Sharma and Sebastian Pokutta (ZIB\, Berlin). The second part is joint with Kevin Aigner\, Jan-Patrick Clarner\, and Alexander Martin (FAU Erlangen-Nürnberg\, Germany). \nThis presentation will take place via ZOOM. A link will be e-mailed prior to the event. \n 
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-dr-frauke-liers-fau-erlangen-nurnberg/
CATEGORIES:Colloquium
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DTSTART;VALUE=DATE:20210712
DTEND;VALUE=DATE:20210715
DTSTAMP:20210713T153651Z
CREATED:20200210T083835Z
LAST-MODIFIED:20210713T153651Z
UID:3357-1626048000-1626307199@alop.uni-trier.de
SUMMARY:ALOP Workshop on Nonlocal Models
DESCRIPTION:This workshop will be held in a digital format (live). Registration is free. \n  \nThe Research Training Group on Algorithmic Optimization is hosting a workshop on \n \nwhich will take place as a live video conference via Zoom from July 12-14\, 2021. \nPlenary Speakers\nHarbir Antil (George Mason University)\nMarta D’Elia (Sandia National Laboratories)\nMax Gunzburger (Florida State University)\nMoritz Kaßmann (Universität Bielefeld)\nJulio D. Rossi (Universidad de Buenos Aires)\nPablo Seleson (Oak Ridge National Laboratory) \n  \nScope\n\nThe goal of this workshop is to bring together researchers from various fields that intersect with nonlocal spacial modeling and thereby generate fruitful synergistic effects among the participants. The workshop will be focused on models which are nonlocal in space; including fractional equations as well as nonlocal models with a finite range of interactions. Aspects that shall be covered include: \n\nOptimization (optimal distributed control\, interface and parameter identification\, etc.)\nAnalysis and Stochastics (numerical analysis\, jump processes\, etc.)\nImplementation (finite element and mesh-free methods\, Monte-Carlo type methods\, low-rank approaches\, spectral methods\, etc.)\nApplications (finance\, peridynamics\, economic models\, etc.)\n\n \nWorkshop Program\n \nalop-ws-schedule\n \nMore details on the virtual setting and a book of abstracts will soon be emailed to the participants.\n\nLocal Organizers\nLeonhard Frerick\nManuel Klar\nEkkehard Sachs\nVolker Schulz\nChristian Vollmann \n  \n 
URL:https://alop.uni-trier.de/event/workshop-on-nonlocal-models-analysis-optimization-and-implementation/
CATEGORIES:Workshop
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
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