ver . 8. 11 ICCOPT 2016 Tokyo: Program Overview Summer School Conference Saturday Sunday Sunday Monday Tuesday Wednesday Thursday Start End August 6 August 7 Start End August 7 August 8 August 9 August 10 August 11 8:15 Registration 8:30 (GRIPS) Registration (GRIPS) 9:00 (8:15-19:00) (8:30-19:00) (8:30-18:30) (8:30-16:00) 9:00 9:00 9:15 Opening Registration (NYC) Plenary Plenary 9:15 Parallel Plenary Francis Bach Florian Jarre 9:45 (9:00-17:00) (9:00-12:00) Shuzhong Zhang @1S+ @1S+ Sessions 9:45 10:00 Opening Remarks 10:00 @1S+ Thu.A 10:00 10:00 10:15 Coffee Coffee 10:15 10:30 Coffee Coffee Antoine Deza 10:30 10:45 Semi-plenaries Michael Friedlander 10:45 Parallel E. Hazan @1S Algorithmic and Y.H. Dai @m3S Level-set methods geometric aspects 11:15 Parallel Sessions Parallel for convex of combinatorial Sessions Tue.A Sessions optimization and continuous 11:30 11:45 Semi-plenaries optimization Mon.A Thu.B 11:45 12:00 K. Fujisawa @1S @Seminar Hall E. Delage @m3S (NYC) @Seminar Hall 12:00 12:15 (NYC) 12:15 Lunch Lunch Lunch 13:00 Lunch 13:00 13:15 13:15 13:30 13:30 13:45 Parallel Lunch 13:45 Parallel Sessions Parallel Sessions Tue.B Parallel Sessions 14:30 14:30 Mon.B Sessions Thu.C 14:30 14:45 Wed.A 14:45 15:00 Kim-Chuan Toh Coffee Coffee 15:00 15:15 Parallel Kazuo Murota Large scale convex 15:15 Semi-plenaries Sessions Semi-plenaries composite Convex analysis M. Dür @1S Parallel J. Kelner @1S optimization: approach to Tue.C 16:00 C. Uhler @m3S R. Ward @m3S duality, algorithms discrete Sessions 16:00 and optimization Coffee Wed.B implementations 16:15 16:30 @Seminar Hall Plenary 16:30 Registration @Seminar Hall (NYC) Best Paper Prize Coffee Jong-Shi Pang (GRIPS) (NYC) 17:00 Session Parallel @1S+ 17:00 17:15 @1S Sessions 17:30 17:15 17:30 Tue.D Parallel Closing 17:30 17:45 Sessions Poster Wed.C 18:15 Session and 18:30 Reception 19:00 @Foyer 19:00 19:00 (GRIPS 1st Student Social 19:30 floor) Welcome Reception @Cafeteria Summer School @Cafeteria (GRIPS 1st floor) Dinner (GRIPS 1st floor) @Reception Hall Conference (NYC) Banquet 20:30 @Macchan (5-min. walk from 21:00 GRIPS)

22:00

1S : Soukairou Hall (GRIPS 1st Floor) 1S+ : Soukairou Hall and Meeting Rooms 1A-1C (GRIPS 1st Floor) m3S : Auditorium (National Art Center, Tokyo, 3rd Floor)

If you click the time slot of Parallel Sessions or a Poster Session, you can jump to the detailed list of presentations of the session. 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I AESE CNO M-OVO CPO CPO SOIP DSO AFE NO PDE-O PDE-O NO RO LO Christine A Shoemaker A Christine Kei Takemura Kei Safarina Sena Frank Wang Anton Schiela Goetschel Sebastian Martin Siebenborn Adrien B Taylor Yurtsever Alp Ion Necoara Algorithmic Advances in PDE-constrained Optimization PDE-constrained in Advances Algorithmic Inference Models Graphical in of Optimization Role Giacomo Nannicini Anne-Sophie Crélot Models Surrogate with Optimization Simulation-based and Derivative-free Inverse Problems Problems Large-Scale for Methods I Applications Its and Optimization Nonlinear Sparse Optimization and Applications and Optimization Sparse I Part Optimization: & Polynomials Positive Moments, Optimization Conic for Applications and Methods Interior-Point 1 Advisors Robo and Optimization Financial Recent Advances on Convergence Rates of First-Order Methods: I Part Optimization of Robust Applications and Theory Various Aspects of Conic Optimization and Mathematical Modeling Systems Stability and Computation Problems: of Equilibrium Solutions Emanuele Frandi James THungerford Naoum-Sawaya Joe Andreas Waechter Andreas Lorenz TBiegler Frank E Curtis Panos Parpas Panos Xinzhen Zhang Klerk de Etienne Katsuya Tono Uhler Caroline Bach Francis Areesh Mittal Areesh Muneki Yasuda Hirose Kei Jianzhe Zhen Shuming Wang Zhi Chen Morikuni Keiichi Kouhei Harada Yongdo Lim Cervinka Michal Steffensen Sonja Axel Dreves Leevan Ling Benny Hon Nara Takaaki A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Field Magnetic Time-harmonic the of Measurements the from Permittivity and Conductivity the for Formula Reconstruction Direct A A Logical Benders Decomposition Algorithm forBinary-constrained Quadratic with Programs Complementarity Constraints Another event will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will event Another Sparsity Structured with Problems Optimization Polynomial of Relaxations Programming Semidefinite for Method Multilevel A Improved Convergence Lasserre-Type for Rates Hierarchies Bounds Upper of Box-constrained for Polynomial Optimization A Link between DC Algorithms and Proximal Gradient Methods Learning Directed Acyclic Graphs Based Sparsest on Permutations Submodular Functions: From Discrete to Continous Domains Real Eigenvalues of Nonsymmetric Tensors A Numerically Stable Primal-Dual Interior-Point Method for SDP An Efficient Second-Order Cone Programming Approach for Optimal Selection in Tree Breeding Robo-Advisor in China's Market Exact Worst-Case Performance of First-Order Methods for Composite Convex Minimization A Universal Primal-Dual Convex Optimization Framework Linear Convergence of First-Order Methods for Non-strongly Convex Optimization Solving Distributionally Robust Multistage Optimization Problems via Fourier-MotzkinTolerance-driven Elimination Appointment Scheduling and Sequencing using Perceived Delay Measures Distributionally Robust Optimization with Semi-infinite Ambiguity Sets Implementation of Interior-Point Methods for LP using Krylov Subspace Methods Preconditioned by Inner IterationsA DC Programming Approach for Long-Short Multi-Factor Model Measures Gaussian of Barycenters Wasserstein Stability and Sensitivity Analysis of Stationary Points in MathematicalAn Interior Programs with Complementarity Point Algorithm for Equality Constraints Constrained GNEPs How to Select a Solution in GNEPs An Affine Covariant Composite Step Method for Optimization with PDEs as Equality Constraints Non-uniform Adaptive Lossy Trajectory Compression for Optimal Control of Parabolic PDEs Shape Optimization Algorithms for Inverse Modeling in Extreme Scales Changing Graph Structure for Performing Fast, Approximate Inference in Graphical Models Approximate Techniques for Boltzmann Machines Robust Estimation for Gaussian Graphical Modeling and Its Application to Gene Expression Data Efficient Mulit Objective Surrogate Global Optimization in Parallel with MOPLS and pySOT Toolbox RBFOpt: An Open-Source Library for Surrogate Model Based Optimization Derivative-free Optimization Mixed-Variable for Strategies Surrogate Measures Probability Kernel-based by Differentiation Numerical Finite Integration Method for Inverse Heat Conduction Problems Scalable and Sparse Optimization in Machine Learning via Frank-Wolfe Methods A Partially Aggregated Dantzig Wolfe Decomposition Algorithm for Multi-Commodity Flows Column Generation Approach for the Interceptor Vehicle Routing Problem Solving MPCCs with IPOPT Self-correcting Variable-Metric Algorithms for Nonlinear Optimization Mon.A 10:45-12:00 Monday, 8th August 10:45-12:00 the talk by Changle Lin is cancelled is Lin by Changle talk the L Faybusovich/TL Tsuchiya Q Tran-Dinh/I Necoara F Rinaldi/Z Zhang J Nie/JB Lasserre Nie/JB J DP Robinson A Schwartz T Takeuchi A Schiela A F Rinaldi C Cartis A MittalA M Sim M Y Xia Lin C 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I AESE AESE M-OVO CNO CNO CPO CPO CPO DSO NO RO PDE-O NO NO LO Sébastien Digabel Le Thanasak Mouktonglang Thanasak Xi Chen Xi Jost Felix Karatas Murat Giovanni P Crespi Schrage Carola Johann M Schmitt Constantin Christof A BurnsJohn Makoto Yamashita Makoto Akihiro Tanaka Ellen H Fukuda Julio C Goez Hongbo Dong Nathan Krislock YiKuan Jong Norbert Trautmann Baes Michel Quoc Tran-Dinh Uribe A Cesar Lasith Adhikari Chiara Bordin Moazeni Somayeh Yan Gao Optimization in Healthcare in Optimization Energy Systems and Markets Dimo Brockhoff Simon Wessing Optimization of Derivative-free Aspects Algorithmic and Computational I Optimization PDE-constrained in Advances Solvers Optimization Nonlinear II Applications Its and Optimization Nonlinear Andreas H Hamel H Andreas Applications and Advances Optimization: Set Stochastic Optimization Moments, Positive Polynomials & Optimization: II Part Optimization Conic Integer and Conic Programs of Conic Aspects Computational and Theoretical Finance in Optimization Recent Advances on Convergence Rates of First-Order Methods: II Part Man-Chung Yue KinWing Ma Natarajan Karthik Processing Signal and Data in Optimization Robust Bruno FLourenço Sangho Kum Optimization over Symmetric Cones and Related Topics Hao Wang Hao Scheinberg Katya Daniel P Robinson Roummel Marcia Yu Watanabe Hinder H Oliver Guoyin Li Amir AAhmadi Gonzalo Munoz Guanghui Lan Mairal Julien Hazan Elad Inexact Sequential Quadratically Constrained Quadratic Programming Method of Feasible Directions with Global and Superlinear Convergence Properties Convergence Superlinear and Global with Directions of Feasible Method Programming Quadratic Constrained Quadratically Sequential Inexact Epsilon-Net Techniques for a Class of Uncertain Quadratic Programming and Its Applications in Robust Beamforming with Cognitive Radio Constraints Radio Cognitive with Beamforming Robust in andIts Applications Programming Quadratic Uncertain of aClass for Techniques Epsilon-Net Function Cost the in Term Linear Dependent Time with LQ-Problem and Problems Programming Cone Second-Order Infinite-dimensional for Algorithms Primal-Dual A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Control Optimal in Applications and Problem Model A Kind: Second the of Inequalities Variational Elliptic for Analysis Sensitivity Error Bounds for Polynomial Parametric Systems with Applications toHigher-Order Stability Analysis and Convergence Rate enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A The Fundamental Duality Formula in Convex Set Optimization Introducing Well-Posedness to Set-Optimization Optimization Vector in Inequalities Variational Set-valued An Optimal Randomized Incremental Gradient Method Proximal Minimization by Incremental Surrogate Optimization (MISO) Second-Order Optimization for Machine Learning in Linear Time Robust to Dynamics Optimization (RDO) LP Approximations to Polynomial Optimization Problems with Small Tree-Width Disjunctive Conic Cuts for Mixed Integer Second Order Cone Optimization Problem Regression Linear Sparse the for Relaxation Semidefinite a On BiqCrunch: Solving Binary Quadratic Problems Efficiently using Semidefinite Optimization An Iterative Method using Boundary Distance for Box-constrained Nonlinear Semidefinite Programs Some Tractable Subcones for Testing Copositivity Second-Order Conditions for Nonlinear Semidefinite Optimization Problems via Slack Variables Approach On the Dependency among Asian Currency Exchange Rates under the Influence of Financial Tsunami A Hybrid Approach for Tracking the 1/N Portfolio Continuous Selections of Optimal Portfolios Adaptive Smoothing Fast Gradient Methods for Fully Nonsmooth Composite Convex Optimization Non-asymptotic Convergence Rate for Distributed Learning in Graphs Limited-Memory Trust-Region Methods for Sparse Reconstruction Semidefinite Relaxation of a Class of Robust QCQPs: A Verifiable Sufficient Condition for Rank-OneOn Reduced Solutions Semidefinite Programs for Second Order Moment Bounds with Applications FRA-Poly: Partial Polyhedrality and Facial Reduction Incremental Gradient Method for Karcher Mean Symmetric on Cones Texas Arbovirus Risk Maps and Uncertainty Analysis Personalized Measurement Time Points by Optimum Experimental Design for Mathematical LeukopeniaCyber Models Defense Based Network on Structure Smart Charging of Electric Vehicles through Indirect Control and Smart Price Signals An Energy Storage Deployment Program under Random Discharge Permissions Nonsmooth Equations Approach to the Real-Time Pricing for Smart Grid The Mesh Adaptive Direct Search Algorithm for Discrete Blackbox Optimization COCO with Derivative-free Optimizers Bi-Objective Benchmarking Improved Sampling for Two-Stage Methods Optimal Control of Hyperbolic Balance Laws with State Constraints Optimization for Design and Control of Composite Thermal Fluid Systems Shape-changing L-SR1 Trust-Region Methods A One Phase Interior Point Method for Non-convex Optimization Methods Optimization Quadratic Sequential Matrix-free for Strategy Updating Parameter Penalty Dynamic A Convergence Rate of a Trust Region Method for Stochastic Nonconvex Optimization An Evolving Subspace Method for Low Rank Minimization Mon.B 13:30-14:45 Monday, 8th August 13:30-14:45 T Terlaky/M Anjos/JC Góez M Yamashita/M Fukuda Q Tran-Dinh/I Necoara F Rinaldi/Z Zhang J Nie/JB Lasserre Nie/JB J K Ito/M Ulbrich Ito/M K L FaybusovichL Y Ye/O Hinder Y Ye/O A Tomasgard N Dimitrov N AH Hamel AH FE Curtis M Takac M AMC So F Bach F 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I AESE CNO CNO M-OVO M-OVO CPO OIS SOIP DSO NO AFE PDE-O NO RO LO Mohammadreza Samadi Mohammadreza Takayuki Okuno Xiaojun Chen Simon Foucart Jose A Gomez A Jose Rao V Anil Bulat Khusainov Gyun Jeon Do-gyun Kwon Yongjae Lee Sven Leyffer Sven Susu Livia Pitea Ariana Benjamin Weissing Benjamin Andreas Loehne Alexander Rakhlin Alexander Francois Glineur Fazel Maryam Gabor Pataki Gabor Leonid Faybusovich Friberg A Henrik Financial Optimization and Robo Advisors 2 Advisors Robo and Optimization Financial Control Optimal and Dynamics Wild M Stefan P EasonJohn Laurent Dumas Problems Structured for Methods Optimization Derivative-free II Optimization PDE-constrained in Advances 1 Applications and Algorithms Optimization: Non-Lipschitz and Nonconvex Philippe Toint II Complexity Their and Algorithms Optimization Nonlinear Notions of Robustness and Dynamics in Convex Optimization: Part I Part Optimization: Convex in Dynamics and of Robustness Notions I Part Programming: Convex Large-Scale for Methods Splitting in Advances Recent Programming Conic for Algorithms and Geometry Optimization Vector Languages Modeling Optimization in Advances Problems Inverse in Reconstruction Solution Sparse Optimization and Robustness of Choice, Interplay On the Theoretical Advances in Linear Optimization Methods ― Barrier Problems Optimization Multi-Objective Robust Selin D Ahipasaoglu Xiaobo Li Zhenzhen Yan Sangwoon Yun Satoshi Suzuki Chuong Thai Doan Jakub Pachocki Aaron D Sidford Yin Tat Lee D SiirolaJohn Bethany Nicholson Elena Resmerita Elena Gerth Daniel Thomas Möllenhoff Yuan Shen Tian WenYi Wenxing Zhang The National Art Center, Tokyo will be closed on Tuesday. on beclosed will Tokyo Center, Art National The Tuesday. on be closed will Tokyo Center, Art National The the talk by Shashi K Mishra has been cancelled been has Mishra K by Shashi talk the Pyomo in Equations Differential with Problems Optimization for Frameworks Discretization Automatic and Abstractions Modeling enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Goal Based Investment via Multi-Stage Stochastic Programming for Robo-Advisor Service Optimization Dynamic of with Systems and Linear Its Embedded Application Programs Sustainable to Biofuels Production A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A On Equivalence between Deterministic First-Order Optimization Algorithms and MartingaleConvergence Inequalities of First-Order Algorithms for Convex Optimization using Inexact Information An Optimal First Order Method based Optimal on Quadratic Averaging An Alternating Minimization Algorithm for Robust Principal Component Analysis Faster Alternating Direction Method of Multipliers with an O(1/n Lattice-based Patterned Fabric Inspection by Sparse and Low-Rank Representation Exact Duals and Short Certificates of Infeasibility and Infeasibility Weak in ConicPrimal-Dual Linear Programming: Potentiai-Reduction Part 1 Algorithm for Symmetric Programming Problem with Nonlinear ObjectiveFacial Function Reduction in MOSEK Duality in Polyhedral Projection Problems A Set-valued Approach to Matrix Games with Vector Payoffs New Developments in Pyomo Variable Exponent Penalties for Sparse Solution Reconstruction On Convergence of Sparsity-promoting Regularization for Non-sparse Solutions Precise Relaxation of Nonconvex Energies via Structured Sparsity Distributionally Robust Project Crashing with Full, Partial or Approach No Correlation Welfare-based A Information Models: Choice Discrete Analysis of Multi-Product Pricing Optimization with Robust Choice Model Median Geometric A Faster Algorithm for Linear Programming and the Maximum Flow Problem A Faster Algorithm for Linear Programming and the Maximum Flow Problem A Coordinate Descent Homotopy Method for Bi-Level Problem and Linearly Constrained Minimization Surrogate Duality for Quasiconvex Vector Optimization with Data Uncertainty Necessary Optimality Conditions for Nonsmooth Multiobjective Bilevel Optimization Problems Asian Perspective ‘Robo-Advisor’: on Case of Korean Market Goal Based Investment via Multi-Stage Stochastic Programming for Robo-Advisor Service Novel Computational Framework for the Numerical Solution of Constrained Optimal Control Problems Multi-Objective Co-Design for Embedded Optimization-based Control Model-based Methods for Composite Blackbox Optimization A Trust Region Method for Glass Box/Black Box Optimization A New DFO Algorithm for the Optimization of Partially Separable Functions Mixed-Integer PDE-constrained Optimization Optimal Control of Nonsmooth Semilinear Parabolic Equations A Geometric Approach of Some Multitime Multiobjective Variational Problems A Continuous DC Programming Approach to Nonlinear Mixed Integer Programs Penalty Methods for a Class of Non-Lipschitz Optimization Problems Sparse Recovery via Nonconvex Optimization, with Application in Metagenomics Second-Order Optimality and (Sometimes) Beyond A Trust Region Algorithm with a Worst-Case Iteration Complexity of O( Tue.A 10:30-11:45 Tuesday, August 9th August Tuesday, 10:30-11:45 2 ) Convergence Rate Convergence ) ε -3/2 ) for Nonconvex Optimization ― Part II: Implementation Issues Implementation II: Part ― Part I: Modeling Issues B Recht/PA Parrilo AD Sidford/YT Lee F Rinaldi/Z Zhang X Yuan/C Chen M Ulbrich/K Ito Ulbrich/K M M Muramatsu E Resmerita E K Natarajan K JA Gomez JA A Loehne GM Lee GM J Siirola J P Toint YF Liu G Jun 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I AESE CNO CNO M-OVO CPO OIS DSO RO NO AFE PDE-O NO RO LO Ubaldo M García-PalomaresUbaldo M Alexander W Dowling W Alexander Recent Advances in Splitting Methods for Large-Scale Convex Programming: Large-ScalePart Convex for II Recent Advances Methods inSplitting Hariharan Narayanan Bian Wei Feng Min Xu Benjamin Recht Benjamin Srebro Nathan Lessard Laurent Michael Ulbrich Michael Lass Oliver Reinhold Schneider Vineet Goyal Vineet Sim Melvyn Vayanos Phebe Asset-Liability Management Energy Systems I Kvasov E Dmitri Grapiglia N Geovani Advances in Derivative-free and Simulation-based Optimization I Uncertainty under Optimization PDE-constrained for Methods Numerical 2 Applications and Algorithms Optimization: Non-Lipschitz and Nonconvex I Complexity Their and Algorithms Optimization Nonlinear Notions of Robustness and Dynamics in Convex Optimization: Part II Part Optimization: Convex in Dynamics and of Robustness Notions I Programming Linear Conic in Complexity and Duality Geometry, Probability Applied and Optimization Robust Optimization Continuous for Algorithms and Implementations Parallel Applications and Theory Optimization: Robust Jacob Abernethy Santosh S Vempala Methods Sampling ― Optimization Linear in Advances Theoretical Methods Solution and Theory Optimization: Bilevel Zaikun Zhang Oleg Burdakov Sandra A Santos Takashi Tsuchiya Preston E Faulk Minghui Liu Woo Chang KimWoo Chong H Won Bee Choi Woong Rui Huang Claudia D'Ambrosio Patrick Mehlitz Patrick Alain Zemkoho Stephan Dempe Ye Wang Norton D Matthew Kagawa Ai Watson Jean-Paul Jose S Rodriguez

The National Art Center, Tokyo will be closed on Tuesday. on beclosed will Tokyo Center, Art National The Tuesday. on be closed will Tokyo Center, Art National The A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Buffered Probability of Exceedance, A New Characterization of Uncertainty and Application to Support Vector Machines and Robust Optimization Parallel Scenario-based Decomposition Methods Solving for the Contingency-constrained AC Optimal Power Flow Problem enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Extending the Scope of ALM to Social Investment ―Investing inPopulation Growth to Enhance Sustainability of Korea National Pension Service Stochastic Robustness of Gradient Methods Descent Gradient Stochastic Behind Force Master Stability the as Automating the Analysis and Design of Large-Scale Optimization Algorithms Solving SDP Completely with an Interior-Point Oracle Preprocessing Semidefinite Programs Exact Duals and Short Certificates of Infeasibility and Infeasibility Weak in Conic Linear Programming: Part 2 Applications of the Earth Mover’s Distance in Optimization The Rectangular Maximum Agreement Problem A Parallel Nonlinear Interior-Point Approach for Dynamic Optimization Problems Piecewise Affine Policies for Two-Stage Robust Optimization under Demand Uncertainty Satisficing Awakens: Models to Mitigate Uncertainty Robust Wait Time Estimation in Resource Allocation Systems with an Application to Kidney Allocation Faster Convex Optimization: Simulated Annealing with an Efficient Universal BarrierGeodesic Gliding and Polytope Sampling Randomized Interior Point Methods for Sampling and Optimization Stationarity Concepts for Bilevel Optimization Problems with Lower Level ConstraintsNewton in Lebesgue Method for Bilevel Spaces Problems Optimization Optimization Bilevel Optimistic for Algorithm Solution Personalized Asset-Liability Management Service: Products, Markets, Regulations and TechnologiesThe Peculiarity of Liability of National Pension in Korea and the Way to Sustain Pension Scheme A Stochastic Programming Framework for Multi-Stakeholder Decision-Making and Conflict Resolution Challenges and Opportunities for Optimization-based Workflow in Industry Strong Valid Inequalities for the Standard Pooling Problem On Numerical Comparison of Deterministic and Stochastic Derivative-free Global OptimizationAn Approach for Solving Algorithms Mixed Integer Nonlinear Optimization Problems via DerivativeNonmonotone Free Derivative-free Optimization Techniques Trust-Region Algorithms for Composite Nonsmooth Optimization Constrained Optimization with Low-Rank Tensors and Applications to Problems with PDEs under Uncertainty A Second Order Approximation Technique for Robust Optimization in Parametrized Shape Optimization Hierarchical Tensor Approximation for Optimal Control with Uncertain Coefficients Optimality and Some Numerical Analysis for Constrained Optimization Problems with NonconvexTheory Regularization and Algorithms for Sparse Finance Optimization A Space Transformation Framework for Nonlinear Optimization Limited Memory Algorithms with Cubic Regularization Evaluation Complexity for Nonlinear Constrained Optimization using Unscaled KKT Conditions and High-Order Models Tue.B 13:15-14:30 Tuesday, August 9th August Tuesday, 13:15-14:30 ー SESSION CANCELLED B Recht/PA Parrilo AD Sidford/YT Lee F Rinaldi/Z Zhang X Yuan/C Chen AW Dowling AW A Zemkoho M Ulbrich M G Pataki G WC Kim WC V Goyal V Y Guan P Toint C Laird C YF Liu 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I M-OVO AESE CNO CNO CVI CPO OIS DSO RO AFE PDE-O NO NO LO Venkat Chandrasekaran Venkat Benosman Mouhacine Sven-Joachim Kimmerle Sven-Joachim Masakazu Muramatsu Masakazu Ya-Feng Liu Yun Shi Bo Jiang Silvia Villa Silvia Lorenzo A Rosasco Hongzhou Lin Siqian Shen Jiang Ruiwei Yongpei Guan Dadush N Daniel Straszak Damian Wang Di Garrigos Guillaume Garrigos Juan Peypouquet Hedy Attouch Hirano Tatsuya Andrew Liu Lu Schwartz Alexandra Francois Gilbert Applications of Complementarity Models: Sparsity and Games Energy Systems II Raghu Pasupathy Hiva Ghanbari Enlu Zhou Problems Stochastic and Methods Randomized Sehrt Cedric Ailyn Stötzner Systems of Coupled Control Optimal 3 Applications and Algorithms Optimization: Non-Lipschitz and Nonconvex I Learning Machine in Optimization Parrilo A Pablo III Part Optimization: Convex in Dynamics and of Robustness Notions Fast Inertial Proximal-Gradient Methods for Structured Optimization: O(1/k II Programming Linear Conic in Complexity and Duality Geometry, Financial Decision under Making Distress Numerical Methods for Large Nonlinear Scale Optimisation Ambiguity-aware Decision under Making Uncertainty Theoretical Advances in Linear Optimization Perspectives ― New Sciences Data and Learning for Optimization Convex Zhou Wenwen Scott R Pope Morteza Ashraphijuo Shota Yamanaka Shota Permenter N Frank Christian Kirches Christian Schäfer Renke Geffken Sören Jingnan Chen Shushang Zhu Chanaka Edirisinghe The National Art Center, Tokyo will be closed on Tuesday. on beclosed will Tokyo Center, Art National The Tuesday. on be closed will Tokyo Center, Art National The A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Problems Optimization Nonseparable and (GNEPs) Problems Equilibrium Nash Generalized Potential for Algorithms Distributed Data-driven Optimal Reduced Model Order Partial Tuning for Differential Application Equations: Equation to the Boussinesq 3D A lecture of GRIPS will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Switched System Analysis via Dual/Sum-of-Squares Techniques Fitting Convex Sets to Data via Matrix Factorization Convergence Rates in Convex Optimization: Going beyond the Worst-Case Analysis A Fast Convergent First-Order Method bearing Second-Order Information The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than 1/k Infeasibility,Weak Facial Reduction, and Geometry in Second-Order Cone Programming Duality of a Generalized Absolute Value Optimization Problem A Reduction Method for SDP Based Projection on Lattices and Jordan Algebras Optimal Portfolio Deleveraging under Cross-Asset Price Pressure Risk Crash Manage Optimally TrackTo or Not to Track: Can Economic and Financial Indicators Help Smart-Beta Funds? SQP Methods and QP Hot-starting for Nonlinear Model Predictive Control Implementation of a Penalty-Interior-Point Algorithm within WORHP Parametric Sensitivity Analysis within Sequential Quadratic Programming ― Post Optimality Analysis of Subproblems Distributionally Robust Chance-constrained Bin Packing Problem Two-Stage Stochastic Program with Distributional Ambiguity Risk-averse Stochastic Unit Commitment with Incomplete Information Geometry via Rescalable Programs Linear Solving Recovery Sparse and Molds Slime Faster Approximation for Packing and Covering LPs Computational Regularization in Learning and Inverse Problems Less is More: Optimal Learning with Stochastic Projection Optimization Regularization First-Order for Catalyst Universal A Multi-Leader Single-Follower Game between Suppliers with a Manufacturer A Reformulation of Sparse Optimization Problems using Complementarity-Type Constraints Handling Dynamic Constraints in Power System Optimization A Strong Semidefinite Programming Relaxation of the Unit Commitment Problem Adaptive Sampling Recursions for Simulation Optimization AUC Maximization and Tuning Parameters of Cost Sensitive Logistic Regression via DerivativeGradient-based Free Stochastic Optimization Search for Simulation Optimization Optimal Control of Scalar Transport in Incompressible Fluid Flow Optimal Control of Thermoviscoplasticity Optimal Control of a Coupled System of a Vehicle Transporting a Fluid Subject to Shallow Water Equations Composite L Numerical Algorithms for PDE-constrained Optimization with Non-convex Non-smooth Objectives Structured Nonconvex Optimization Models: Algorithms and Iteration Complexity Analysis A Modified Conjugate Gradient Method with Warm-Starts for Large-Scale Nonconvex Optimization Problems Combining Information from Second-Order Solvers and SGD q (0Dimensionality Reduction Properties Solutions of Weak to Stochastic Inclusions and Their Applications in Optimization Problems Strong Convexity in Two-Stage Linear Stochastic Programs with Partially Random Right-Hand Side Riemannian Stochastic Variance Reduced Gradient Grassmann on Manifold Optimization Empirical Robust Higher Factor Dependency of Robust Portfolios for Achieving Robustness A Robust Perspective Transaction on Costs in Portfolio Optimization Star Sets/Star Complements of Graph Eigenvalues and Simplex Like Techniques in Combinatorial Polytopes Lattice of Diameter Problems the On Improving Bounds the on Diameter of a Polyhedron in High Dimensions Games in Equilibrium Price-taking Polynomial-Time Complementary Pivot Algorithms for Market Equilibria Computation of Fisher-Gale Equilibrium by Auction Robust Maximum Likelihood Estimation with Application to Radiation Therapy Numerical Solution of Bilevel Programs using a Duality-based Approach Computational Study of Some Valid Inequalities for k-Way Graph Partitioning A Polynomial Column-wise Rescaling von Neumann Algorithm A Random Projection Method for Solving Linear Programs Online Markovian Decision Problems as a Stochastic Minimax Problem On Relations between Vector Variational-like Inequalities and Vector Optimization ProblemsOn New Discrete-Type in Asplund Spaces Complementarity Functions Dual Decomposition and Nonsmooth Equations Method Proximal Multi-splitting Parallel Direct Search Based Inaccurate on Function Values On the Linear Convergence of Comparison-based Step-size Adaptive Randomized Search Optimal Control Problem for Allen-Cahn Type Equation Associated with Total Variation Energy Optimization of Heat Transfer in Plane Couette Flow Iterative Thresholding Algorithm for Inverse Source Problems for Hyperbolic-Type Equations Semidefinite Penalty Method for Quadratically Constrained Quadratic Programming On a Special Structured Matrix Problem Seismic Diffraction Extraction for Discontinuous Geologies using Sparse Regularization Solving Box-constrained Nonconvex QPs Cutting Planes to Strengthen Second Order Conic Relaxation of the OPF Problem Optimization over Structured Subsets of Positive Semidefinite Matrices via Column Generation Wed.A 13:45-15:00 Wednesday, August 10th August Wednesday, 13:45-15:00 0 -Norm over Sets Symmetric -Norm M Teboulle/S Sabach F Rinaldi/Z Zhang J Nie/JB Lasserre Nie/JB J AU Raghunathan X Liu/Y Wang O Nohadani T Takeuchi SK Mishra R Misener R O Gunluk M Michta AMC So M Anjos J GotohJ A Deza A J Garg J 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I CNO CNO M-OVO AESE CPO CPO CVI SOIP DSO GO RO AFE PDE-O NO NO LO LO Nai-Yuan Chiang Ruth Misener Hassan Mansour Henry Lam Henry Varun Gupta Xuan Vinh Doan Pascal Benchimol Pascal Antoine Deza Lukas Schork Petrot Narin Wangkeeree Rabian Akiko Yoshise Mirai Tanaka Daigo Narushima Yiu Cedric Jingtang Ma Rene Vidal Rene Udell Madeleine Cho-Jui Hsieh Pietro Belotti Pietro Algorithms for Complementarity and Equilibrium Problems Equilibrium and Complementarity for Algorithms Data II and Networks Amaran Satyajith Menickelly Matt Derivative-free Optimization Algorithms for Stochastic Problems Electromagnetism in Optimization PDE-constrained 2 Problems Inverse for Methods Optimization Applications Its and Methods Optimization Advances in Deterministic Global Optimization II Recent Advances in First-Order Methods: II Part Moments, Positive Polynomials & Optimization: IV Part Learning to Machine Applications Its and Optimization onConic Results New Some Applications and Algorithms Optimization: Sparse Optimization Perspectives on Simplex Algorithms Applications and Models Complexity Low II Optimization Robust in Advances Recent Advances in Linear Optimization Optimization Multiple-Objective and Convex for Algorithm and Optimality Georgina Hall Georgina Jinyan Fan Tingting Wu Wen Bo Xiucui Guan Qingna Li Liu Xin Tianyu Hao Malitsky Yura MunsonTodd Monica G Cojocaru Syuuji Yamada Amir Beck Shoham Sabach Yoel Drori Fredi Tröltzsch Gangl Peter Irwin Yousept Walter Morris Walter Thomas D Hansen Disser Yann Axel Flinth Axel Hauser A Raphael Wei Ke Approaches for Derivative Pricing and Risk Management No session No enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A Inequalities Convex Tangentially by Defined Set Feasible over Problems Optimization Multiobjective for Theorems Optimality On Problems Minimization Nonsmooth Nonconvex of aClass for Extrapolation with Algorithm Gradient Proximal of Convergence Linear Conditions Bound Error under Equations Nonlinear for Method Newton Semismooth Regularized Convergent Quadratically A Inner and Outer Approximations of the Semidefinite Cone using SD Bases and Their Applications to Some NP-hard Problems Problems NP-hard Some to Applications Their and Bases SD using Cone Semidefinite the of Approximations Outer and Inner Solving Hard Mixed Integer Quadratic and Conic Optimization Problems Generalized Nash Games and Cap and Trade Environmental Models A Branch and Bound Procedure for a Quadratic Reverse Convex Programming Problem by Listing Points FJ Primal and Dual Predicted Decrease Approximation Methods A First Order Method for Solving Convex Bi-Level Optimization Problems The Exact Information-based Complexity of Smooth Convex Minimization DC Decomposition of Nonconvex Polynomials with Algebraic Techniques Computing the Distance between the Linear Matrix Pencil and the Completely Positive Cone Rank Minimization Approach to Collaborative Filtering Based the on Nuclear Norm Minimization Diversity Extraction via Condition Number Constrained Matrix Factorization Global Optimality in Matrix and Tensor Factorization, Deep Learning, and Beyond Making Sketchy Decisions: Semidefinite Programming with Optimal Storage Inexact Proximal Newton Methods for Composite Minimization Optimal Portfolio and Insurance Problems with Risk Constraint Hybrid Laplace Transform and Finite Difference Methods for Pricing American Options A Directed Steinitz Theorem for Oriented Matroid Programming An Improved Version of the Random-Facet Pivoting Rule for the Simplex Algorithm The Simplex Algorithm is NP-mighty Compressed Sensing Stability through High-dimensional Geometry Tomography with Nonlinear Compressed Sensing A Provable Nonconvex Algorithm for Spectrally Sparse Signal Reconstruction The Empirical Divergence-based Distributionally Robust Optimization Tight Moments-based Bounds for Queueing Systems Fréchet Bounds and Distributionally Robust Optimization andLong Winding Central Paths Euler Polytopes and Convex Matroid Optimization Inexact Directions in Interior Point Methods Methods for Finding Solutions of Convex Optimization and Feasibility Problem without Convex Representation Value Function Based Non-cooperative Games New Projection Methods for Monotone Variational Inequalities Lexicographic Pivoting for Mixed Linear Complementarity Problems A Regularized Augmented Lagrangian Filter Method for Nonlinear Building MPC Problems Using Functional Programming to Recognize Named Structure in an Optimization Problem: Application to Pooling Online Blind Deconvolution in Through-the-Wall Radar Imaging On the Implementation of a Trust Region-based Algorithm STORM in for Derivative-free Models Linear Fully OptimizationProbabilistically over Stochastic Simulations Optimal Control of Some Quasilinear Parabolic Maxwell Equations Sensitivity-based Topology and Shape Optimization of an Electric Motor Optimization of Non-smooth Hyperbolic Evolution Maxwell's Equations in Type-II Superconductivity Solving Constrained TV2L1-L2 MRI Signal Reconstruction via an Efficient Alternating Direction Method of Multipliers Inverse Max+Sum Spanning Tree Problem under Hamming Distance by Modifying the Sum-Cost Vector Column-wise Block Coordinate Descent Approach for Orthogonal Constrained Optimization Problems Wed.B (the talk(the by Jean B Lasserre is cancelled talks andthe 3rd 2ndand will beslid to the 1st and2ndspots, resp.) the talk by Bo Jiang is cancelled and the one by Qigna Li has been slided to the 2nd speaker spot speaker 2nd the to slided been has Li by Qigna one the and cancelled is Jiang by Bo talk the 15:15-16:30 Wednesday, August 10th August Wednesday, 15:15-16:30 the talk by Youssef M Marzouk is cancelled is Marzouk M by Youssef talk the CA Floudas/NV Sahinidis R Wangkeeree/N Petrot Wangkeeree/N R M Teboulle/S Sabach F Tröltzsch/I Yousept F Rinaldi/Z Zhang J Nie/JB Lasserre Nie/JB J X Liu/Y Wang M Friedlander U Shanbhag TD Hansen TD NY Chiang A Yoshise A T Terlaky T V Doan V M Lotz C Sun C Yiu C 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I CNO AESE CNO M-OVO M-OVO CPO SOIP CVI DSO RO PDE-O NO NO SO CS LO Konstantinos Slavakis Konstantinos Theoretical andTheoretical Algorithmic and Linear Optimization Semi-infinite Linear of Optimization Developments Fatma Kilinc-Karzan Fatma Mert Gurbuzbalaban Nam Ho-Nguyen Jinshan Zeng Yang Lei Issei Kuwano Yuto Ogata Saito Yutaka Mingyi Hong Stefan Ulbrich Stefan Clason Christian Hintermüller Michael Algorithms for Variational Inequality and Optimization Problems Optimization and Inequality Variational for Algorithms Gesualdo Scutari Data III and Networks Giuseppe Lancia Larson Jeffrey Francesco Rinaldi Advances in Derivative-free and Simulation-based Optimization III I Optimization PDE-constrained in Developments Recent 3 Problems Inverse for Methods Optimization Advances in Large-Scale Optimization Advances in First-Order Methods and Handling Uncertainty Handling and Methods First-Order in Advances andSDP DNN Relaxations of Discrete Polynomial Optimization Problems I Optimization Nonlinear in Advances Stability Analysis in Stochastic Programming Novel Perspectives on Nonlinear Optimization III Optimization Robust in Advances Applications and Methods Splitting Nonconvex Optimization Vector and Set-valued Set-valued Analysis and Nonlinear Scalarization Marianna De Santis De Marianna Yang Yufei Bissan Ghaddar Tomas Bajbar Tomas Yousuke Araya Motyl Jerzy Yina Liu Yina Haeser Gabriel Jitpeera Thanyarat Sam Wong Christopher TRyan Basu Amitabh Robert M Gower Kocvara Michal Nakatsukasa Yuji Yi-Shuai Niu Yi-Shuai Ryuta Tamura Chen Bilian Claus Matthias Johanna Burtscheidt Huifu Xu Masakazu Kojima Masakazu Sunyoung Kim Shinsaku Sakaue Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction Background/Foreground to Applications with Nonconvex of Problems andNonsmooth aClass for Method Multipliers of Direction Alternating Another event will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will event Another No session No Problem Optimization Constrained Triple-hierarchical the for Algorithm Optimization Point Fixed of Analysis Convergence Accelerated Hybrid Descent Steepest Method Solving for Affinely Constrained Convex Composite Optimization Problems Decomposition Time-Domain Parareal on Based Implementation an and Optimization PDE-constrained Time-dependent for Preconditioners Wed.B.1A to moved been has Wu by Tingting talk the Another event will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: be in will event Another A Second-Order Cone Based Approach for Solving the Trust Region Subproblem and Its Variants Incremental Methods for Additive Convex Cost Optimization First-Order Methods for Robust Convex Optimization A Lagrangian and Doubly Nonnegative Relaxation for Polynomial Optimization Problems in BinaryA Robust Lagrangian-DNN Variables Method for a Class of Quadratic Optimization Problems Exact SDP Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems On Global Optimization of Mixed-01 Nonlinear Program via DC Algorithms A Mixed Integer Semidefinite Programming Approach for Variable Selection avoiding MulticollinearityOn New Classes of Nonnegative Symmetric Tensors and Applications Aversion Risk with Programs Bilevel Stochastic of Stability On On Stability of Risk Averse Complementarity Problems under Uncertainty Stability Analysis for Mathematical Programs with Distributionally Robust Chance Constraint Faster Algorithms for Convex and Submodular Function Minimization Strong Duality and Sensitivity Analysis in Semi-infinite Linear Programming Projection: A Unified Approach to Semi-infinite Linear Programs and Duality in Convex Programming Randomized Quasi-Newton Updates are Linearly Convergent Matrix Inversion Algorithms On Multigrid Methods in Convex Optimization Eigenvalues via Optimization Global ExtraPush for Convex Decentralized Optimization over Directed Networks with Extensions On the Principle Real Jacobian Conjecture Variational and Newton Polytopes Ekeland's via Problem Equilibrium Set of Existence Order Convex Selections of Set-valued Functions and Their Applications to Convex Optimization Problems Optimization Set-valued of Characterization Scalar A Generalized Alternative Theorems Based Set-Relations on and an Application to SemidefiniteOn Generalization Programming Problems of a Fixed Point Theorem for Set-valued Maps Characterization of Weakly Sharp Solutions of a Variational Inequality by Its Primal GapOn the Function Global Convergence of Nonlinear Optimization Algorithms under Assumptions Weak In-Network Nonconvex Large-Scale Optimization Decomposing Linearly Constrained Nonconvex Problems by a Proximal Primal-Dual Approach Compact Extended Formulations for Exponential-Size Linear Programs Asynchronously Parallel Optimization Solver for Finding Multiple Minima A New Derivative-free Method for Integer Programming Problems A Nonlinear Primal-Dual Extragradient Method for Nonsmooth PDE-constrained Optimization Optimal Control of Multiphase Fluids and Droplets An Active Set Strategy for Nonlinear Programming Problems with Box Constraints Worst-Case and Sparse Portfolio Selection: Insights and Alternatives A Global Optimization Approach for the Valve Setting Problem Wed.C 17:00-18:15 Wednesday, August 10th August Wednesday, 17:00-18:15 ー late cancellation ー the talk by Bart Van Parys has been moved to Thu.C.5E to moved been has Parys Van by Bart talk the late cancellation F Rinaldi/Z Zhang S Kim/MS Kojima F Kilinc-Karzan F X Liu/Y Wang U Shanbhag B Van Parys M De Santis De M T Tanaka G Scutari G S Ulbrich S T Bajbar T M Claus M C Cartis YS Niu YS W Yin W S Ma S 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I M-OVO AESE CNO CPO CPO DSO RO NO PDE-O NO SO CS CS CS CS LO Wolfram Wiesemann Wolfram Hannes Meinlschmidt Hannes Daniel Kuhn Frans de Ruiter David Bremner David Hiraishi Hidefumi Sebastian Pokutta Renan S Maglasang S Renan Yan Gu Shogo Kishimoto Pavlo Krokhmal Benjamin M Horn Takako Hoshiyama Okajima Yusuke Hirata Kenji Namerikawa Toru Ting Kei Pong Shinji Yamada Groetzner Patrick Winnifried Wollner Winnifried Applications to Practical Problems Optimization in Energy Management with Integrated Systems Economic/Physical Models Youhei Akimoto Soualmi E Nacer Stich Sebastian Derivative-free Optimization Algorithms for Large-Scale Problems Roland Herzog II Optimization PDE-constrained in Developments Recent 4 Problems Inverse for Methods Optimization Inclusions Monotone and Optimization Convex for Methods ADMM-like Polynomial Optimization: Theory and Applications I Applications and Theory Optimization: Polynomial Problems Optimization Related and Conic for Applications and Algorithms Optimization Conic in Advances Stochastic Complementarity Problems and Sample Average Approximation Optimization of Linear Topics Advanced Optimization Nonlinear for Algorithms Low-Order IV Optimization Robust in Advances Topics Related and Formulations Extended Applications and Optimization Vector Non-convex Economics Energy and Production in Applications Hailin Sun Hailin Dali Zhang Shaojian Qu Radu Strugariu Durea Marius Antonios Varvitsiotis Kuttich Anja Tang Peipei Oliveira Aurelio Lucie Schaynová Toshihiro Kosaki He Simai Qihang Lin Shiqian Ma Hongying Liu Yong Xia Qian Dong Jonathan Eckstein YinWotao Aybat S Necdet Juan C Vera C Juan Haddock Jamie Madani Ramtin To Predict the Bottleneck Node by Queueing Network Modeling of a Production Model with Long Lead Time and Large Variety of Small Quantity Production Quantity of Small Variety Large and Time Lead Long with Model of aProduction Modeling Network Queueing by Node Bottleneck the To Predict Another event will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: bein will event Another A Semidefinite Programming Approach to Computing Bounds on the Overall Properties of Composite Materials with Randomly Oriented Fibers Oriented Randomly with Materials Composite of Properties Overall the on Bounds Computing to Approach Programming Semidefinite A Another event will be in progress: ICCOPT participants are not allowed to enter. to allowed not are participants ICCOPT progress: be in will event Another Robust Topology Design Mechanical of under Systems Uncertain Dynamic via Loads Nonlinear Semidefinite Programming No session No Positive Polynomials Unbounded on Domains A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility Penalized Semidefinite Programming Relaxation for Polynominal Optimization Problems Explicit Estimation of KL Exponent and Linear Convergence of 1st-Order Methods A Fast Approximation Method for Nonconvex Quadratic Optimizations with Few Constraints Finding Decompositions for Completely Positive Matrices using Orthogonal Transformations Rank Semidefinite Positive Completely A Two-Phase Algorithm for Large-Scale QPLogdet Optimization Problem SAA-Regularized Methods for Multiproduct Price Optimization under the Pure Characteristics Demand Model Computation of Stochastic Nash Equilibrium via Variable Sample Distributionally Robust Games with an Application to Environmental Problem Reducing Interior Point Method Iterations via Continued Directions A Client's Health from the Point of View of the Nutrition Adviser using Operational Research DualityWeak Theorems for Two Families of Complex Optimization Problems Distributional Robust Optimization for IFR Distributions Distributed Stochastic Variance Reduced Gradient Methods and a Lower Bound for Communication Descent Complexity Gradient Stochastic for Size Step Barzilai-Borwein Ambiguous Joint Chance Constraints under Mean and Dispersion Information Regularization via Mass Transportation Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds Small Linear Programs for Decision Problems A Note Extended on Formulations of Lower-truncated Transversal Polymatroids Strong Reductions for Linear and Semidefinite Programs A New Type of Directional Regularity for Multifunctions with Applications to Optimization Minimal Time Function with Respect to a Set of Directions and Applications Shape Optimization for Contact Problems Based Isogeometric on Analysis and Nonconvex Bundle Methods The Shelf Space Allocation Problem under Carbon Tax and Emission Trading Policies A Tri-Level Optimization Model for Private Road Competition Problem with Traffic EquilibriumA Successive Constraints LP Approach with C-VaR Type Constraints for IMRT Optimization A Study Modeling on and Optimization of an Energy Demand Network with Strategic Aggregators Real-Time Pricing Leading to Optimal Operation and Applications to Energy Management Systems Distributed Optimal Power Management Based Dynamic on Pricing in Multi-Period Electricity Market Comparison-based Stochastic Algorithm with Adaptive Gaussian Model for Large-Scale Optimization Derivative-based Derivative-free to from Continuous Switch the Optimization for Indicator An Efficiency of Random Search Structured on Problems Systems Optimality for Solvers Iterative in Optimality and Feasibility Controlling Optimal Control of the Thermistor Problem in Three Spatial Dimensions PDE Constrained Optimization with Pointwise Gradient Constraints Conditional Gradient Algorithms for Rank-k Matrix Approximations with a Sparsity Constraint Generalized Newton Method for Globally Solving the Total Least Squares with Tikhonov RegularizationA Parallel Line Search Subspace Correction Method for Convex Optimization Problems Asynchronous Projective Monotone Operator Splitting Algorithms ARock: Asynchronous Parallel Coordinate Update Framework and Its Application to ADMM Distributed Proximal Gradient Methods for Cooperative Multi-Agent Optimization over Conic Constraints Thu.A 9:00-10:15 Thursday, August 11th August Thursday, 9:00-10:15 C Günther/M Hillmann F Rinaldi/Z Zhang H Sun/D Zhang W Wiesemann W RS Maglasang RS X Liu/Y Wang A Varvitsiotis A P Krokhmal LF ZuluagaLF D Bremner D T Ohtsuka J Eckstein A Oliveira A S Ulbrich S S Zhang Y Xia 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I AESE CNO M-OVO CPO CPO SOIP DSO NO PDE-O NO RO SO CS CS CS LO Bart van Bloemen Waanders Bloemen van Bart Simon Lacoste-Julien Fontes ACC Fernando Jessica Gronski Jessica Joseph Salmon Informatics and Geometric Problems Control of Optimal Applications Diez Matteo Patrick Koch Optimization Simulation-based and of Derivative-free Applications Ridzal Denis Thomas M Surowiec Risk-averse Optimization Constraints PDE with I I Optimization and Algebra Linear Numerical II Learning Machine in Optimization Bang Cong Vu Optimization Nonsmooth Large-Scale in Advances Robert M Freund Theory Complexity/Convergence New Optimization: Convex for Methods First-Order II Applications and Theory Optimization: Polynomial II Optimization Nonlinear in Advances Economics and Finance in Programming of Stochastic Applications Problems Related and Routing Connections Programming Semidefinite and Sparsity V Optimization Robust in Advances Discrete and Computational Geometry Variational Analysis, Optimization, and Applications Dominique Orban Saunders Michael Jacek Gondzio Martin Takac Martin Niao He Harikandeh B Reza Dirk O Theis O Dirk Naoshi Shiono Luis FBueno Maria dR de Pinho Grigorieva V Ellina Thomas A Weber Sonoko MoriyamaSonoko Miyata Hiroyuki Szedlák May K Luis M Briceño-Arias Nghia TA Tran Ramirez Hector Ihsan Yanıkoğlu Postek Krzysztof Boris Houska Nimit Nimana Nimit Bintong Chen Zhaolin Hu Qiyu Wang Kazuhiro Kobayashi Likasiri Chulin Achmad Maulidin Raphael Louca Somayeh Sojoudi Cedric Josz Olga Kuryatnikova Povh Janez Defeng Sun A Hybrid Global/Local Multi-Objective Approach to Simulation-based Design Optimization: Deterministic Particle Swarm with Derivative-free Local Searches Local Derivative-free with Swarm Particle Deterministic Optimization: Design Simulation-based to Approach Multi-Objective Global/Local Hybrid A No session No A Capacitated Vehicle Routing Approach Problem Solving for Clustering A Problem: Study Case Chiang from Mai, Thailand New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure Condition Growth a Function via Methods, Order First with Problems Optimization Convex Solving for Guarantees Computational New Programming Semi-definite and Quadratic Composite Convex for Multipliers of Method Direction Alternating the of Convergence Rate Linear session No Multipliers Adjoint the by Guided Algorithm Refinement Time-Grid Adaptive An Systems: Nonlinear Constrained of Control Optimal No session No Stochastic Numerical Methods for Monotone Inclusions in Hilbert Spaces Nuclear Norms for Collaborative Filtering GAP Safe Screening Rule for Sparsity Enforcing Penalties On the Global Linear Convergence of Frank-Wolfe Optimization Variants Moment/Sum-of-Squares Hierarchy for Complex Polynomial Optimization New Bounds for Scheduling Two on Unrelated Selfish Machines A New Approximation Hierarchy for Polynomial Conic Optimization A Hybrid Algorithm for Split Hierarchical Optimization Problems with Fixed Point Constraints in Hilbert Spaces Dynamic Pricing and Return Pricing for Airline Industry Convex Risk Measures: Efficient Computations via Monte Carlo Sparse Portfolio Selection via Linear Complementarity Approach MISOCP Formulation for the Optimal Fuel Routing Problem and the Route Generation Algorithm A Meta-Heuristic for the Location Routing Problem with Time-dependent Travel Times Bounds the on Rank of Solutions to Sparse Semidefinite Programs Problems Lasso Graphical Large-Scale Decision Rule Bounds for Stochastic Bilevel Programs Robust Optimization with Ambiguous Stochastic Constraints under Mean and Dispersion Information Robust Optimal Control using Generalized Higher Order Moment Expansions SPD-Matrices with LCP an with Related Optimization Geometric On Classes of Oriented Matroids That Admit 2-dimensional Topological (Geometric) Representations Redundancy Detection for Linear Programs with Two Variables per Inequality Projected Chambolle-Pock Splitting for Solving Monotone Inclusions On the Linear Convergence of Forward-Backward Splitting Methods New Advances in Sensitivity Analysis of Solution Maps to Parameterized Equilibria with Conic Constraints Computing Unique Information Location Problem of Supply Facilities in Gas Distribution Networks Sequential Equality Programming for Topology Optimization Optimal Control for Path Planning of AUV using Simplified Models Optimally Control Treatment of Psoriasis Skin Disease Pricing Multiattribute Derivative Free Optimization for Automated, Efficient Tuning of Predictive Models The Rapid Optimization Library: A PDE-constrained Optimization under Uncertainty Framework Trust-Region Algorithms for Large-Scale Stochastic Optimization with PDE Constraints Risk Averse PDE-constrained Optimization using Coherent Measures of Risk A Tridiagonalization Method for Saddle-Point and Quasi-definite Systems The DQQ Procedure for Multiscale Optimization Preconditioning KKT Systems in Interior Point Methods Certificates and Rates Primal-Dual Fast Optimization for Non-Lipschitz Poisson Regression Stop Wasting My Gradients: Practical SVRG Thu.B the talk by Ning Zheng is cancelled and the talk by Fernando ACC Fonte is slid to the 2nd spot 2nd the to slid is Fonte ACC by Fernando talk the and cancelled is Zheng by Ning talk the 10:45-12:00 Thursday, August 11th August Thursday, 10:45-12:00 D Ridzal/DP Kouri/B van Bloemen Kouri/B Ridzal/DP Waanders D A Sartenaer/D Orban Sartenaer/D A F Rinaldi/Z Zhang LM Briceño-Arias LM H Sun/D Zhang FACC Fontes MR de Pinho K Kobayashi LF ZuluagaLF RM Freund Y Okamoto I Yanıkoğlu DO Theis S Becker S M Takac M C Cartis 3rd floor of NACT 5th floor of GRIPS 4th floor of GRIPS 1st floor of GRIPS fl (Auditorium) (Soukairou (Research (Research Room 1C) Room Room 4B) Room 4A) Room Room 1B) Room 1A) Room m3AB Room G) Room Room H) Room D) Room C) Room Room A) Room Room K) Room F) Room E) Room Room L) Room (Meeting (Meeting (Meeting Room J) Room (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture (Lecture Meeting Meeting Room I) Room Rooms m3S room A&B) Hall) 5G 5H 5D 5C 1C 5K 5E 5A 4B 4A 1B 1A 1S 5F 5L 5J 5I AESE AESE CNO M-OVO CPO NO PDE-O NO RO CS CS CS CS LO Shummin Nakayama Shummin Mike Huang Mike Koji Inoue Knyazev Andrew Hiroshige Dan Newton-Krylov Methods in Real-Time Optimization for Nonlinear Model Predictive Control Predictive Model Nonlinear for Optimization Methods in Real-Time Newton-Krylov Optimization Nonlinear Scale Large for Applications Engineering Silva JS Paulo Implementations and Algorithms Optimization: Nonlinear Philip Kolvenbach Antil Harbir Kouri P Drew Risk-averse Optimization Constraints PDE with II II Optimization and Algebra Linear Numerical Recent Advances in Coordinate Descent Algorithms Conic and Polynomial Optimization: Copositive Optimization Copositive Optimization: Polynomial and Conic Programming Conic Large-Scale for Algorithms Lagrangian-based Augmented Optimization Nonsmooth for Algorithms III Optimization Nonlinear in Advances Applications and Theory Optimization: Stochastic VI Optimization Robust in Advances Problems NP-hard of Solving Context the in Optimization Linear Optimization Vector and Problems Equilibrium Vector Luis FZuluaga Daniel Ruiz Daniel Serafino di Daniela Anders Forsgren Zheng Qu Tappenden Rachael Nutini Julie Kim-Chuan Toh Ying Cui Xudong Li André Uschmajew André Knossalla Martin Chengjing Wang Peter Kirst Peter Sukprasert Pakeeta Nor S Hassan Gaivoronski A Alexei Vera R Jorge Nobusumi Sagara Bart Van Parys Van Bart Huan Xu Haskell B William Sergei Chubanov Takács R Petra Austin Buchanan Dinh TLuc Kassay Gábor Van Nguyen Yildirim Alper E Clemens Zeile Clemens Knauer Matthias Echim Mitja New Search Direction-based Interior-Point Algorithm for P*(K) Horizontal Linear Complementarity Problems over Cartesian Product of Symmetric Cones of Symmetric Product over Cartesian Problems Complementarity Linear Horizontal P*(K) for Algorithm Interior-Point Direction-based New Search Nonlinear Robust Optimization using Second-Order Approximations and an Application to the Shape Optimization of Hyperelastic Load-carrying Structures No session No No session No enter. to allowed not are participants ICCOPT progress: bein will GRIPS of lecture A No session No Subdifferentials of Nonconvex Integral Functionals in Banach Spaces with Applications to Stochastic Dynamic Programming NLPs Ill-posed for Method SQP of Analysis Behavior Numerical and Arithmetic Precision Multiple with Solver NLP of Implementation on the Interaction with Systems Insights between KKT in vs Constraints) the Rusten-Winther (Hessian the from Bounds Refining Blocks No session No Programming Convex Constrained Linearly Large-Scale for Method Lagrangian Augmented Newton-CG Semismooth Majorized Primal A Copositive Certificates of Non-negativity On Completely Positive Modeling of Quadratic Problems Inner Approximations of Completely Positive Reformulations of Mixed Binary Quadratic Programs SDPNAL+: A Matlab Software for Semidefinite Programming with Bound Constraints Eigendata Partial and Entries Prescribed with Problem Eigenvalue Inverse Quadratic Semidefinite Fast Algorithm for Lasso A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization Manifolds on Bundle Trust-Region Method for Marginal Functions using Outer Subdifferentials Solving Disjunctive Optimization Problems by Generalized Semi-infinite OptimizationThe Common Limit Techniques in the Range of Property for Two Nonlinear Mappings A Method of Multipliers with Alternating Constraints for Nonlinear Optimization Problems Design of Reconfigurable Networks under Uncertainty by Concurrent Stochastic Optimization and Simulation Achieving Consistency in Intertemporal Decisions via Stochastic and Robust Approaches Stochastic Optimization with Data: Large Deviation Limits Learning the Uncertainty in Robust Markov Decision Processes Simulation-based Algorithms for Robust Markov Decision Processes A Polynomial Projection Algorithm and Its Applications in Integer Linear Programming and Combinatorial Optimization Extended Formulations for Vertex Cover On Equilibrium in Multi-Criteria Transportation Networks Vector Quasi-Equilibrium Problems for the Sum of Two Multivalued Mappings Velocity Form Nonlinear Model Predictive Control of a Diesel Engine Air Path Manycore Execution of Model Predictive Control Recent Advances in Newton-Krylov Methods for NMPC Mixed-Integer Optimal Control Problems with Indicator Constraints in Automotive ApplicationsOptimization of Large Scale Characteristics for the Automotive Industry Large-Scale Trajectory Optimization for Autonomous Deep Space Missions Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained OptimizationA Memoryless Sized Symmetric Rank-One Method with Sufficient Descent Property for Unconstrained Optimization Optimizing the Kelvin Force in a Moving Target Subdomain A Data-driven Approach to PDE-constrained Optimization under Uncertainty BFGS-like Updates of Constraint Preconditioners for Sequences of KKT Linear Systems On Solving an Unconstrained Quadratic Program by the Method of Conjugate Gradients and Quasi-Newton Methods Coordinate Descent with Arbitrary Sampling: Algorithms and Complexity Flexible Coordinate Descent Is Greedy Coordinate Descent a Terrible Algorithm? Thu.C 13:30-14:45 Thursday, August 11th August Thursday, 13:30-14:45 D Ridzal/DP Kouri/B van Bloemen Kouri/B Ridzal/DP Waanders D A Sartenaer/D Orban Sartenaer/D A C Büskens/M Echim A Uschmajew A A Gaivoronski S Chubanov LF ZuluagaLF T Ohtsuka PJS SilvaPJS M Takac M KC Toh DT Luc P Kirst H Xu Poster Session 17:30-19:30 Monday, August 8th at Foyer (GRIPS, 1st floor) P1 Peng-Yeng Yin Optimal Wind Turbine Placement considering Power Demand and Wind Uncertainties in Taiwan P2 Fan Yang Tensor and Its Tucker Core: the Invariance Relationships P3 Napsu Karmitsa New DC Diagonal Bundle Method for Clustering in Very Large Data Sets P4 Fabio Furini QPLIB ― A Library of Quadratic Programming Instances P5 Emiliano Traversi Dantzig Wolfe Decomposition and Simplicial Decomposition in Quadratic Programming P6 Meihua Wang An Index Tracking Model Embedded Stratified Sampling in Optimal Allocation P7 Haodong Yu A Decomposition Method for a Class of Distributionally Robust Multistage Stochastic Optimization Problems P8 Masayuki Kageyama Optimal Stopping for Risk Measures P9 Bimal C Das A Mixed-Integer SOCP Model for Robust and Power Efficient Networks P10 Joaquin S Rodriguez Analysis of an EOQ Inventory Model with Backordering and Time-and-Price Dependent Demand P11 Yu-Ching Lee Establishing Big Data Analysis Framework for Computing Optimal Parameters P12 Martine C Ceberio Interval Constraint Solving Techniques for Prediction and Control of Dynamic System Behavior P13 Atsushi Hori A Gauss-Seidel Method for Multi-Leader-Follower Games P14 I-Hsuan Hong Effect of Subsidies on Reverse Supply Chains: A Variational Inequality Approach P15 Tung-Sheng Yang Application of FEM and Abductive Network to Determine the Optimum Machine Power and Billet Dimensions of Near Net-Shape Spiral Bevel Gear Forging P16 Lukáš Adam A Multi-Material Phase Field Approach for the Optimal Design of Germanium-on-Silicon Microbridges