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Final Program and Abstracts Sponsored by the SIAM Activity Group on Optimization The SIAM Activity Group on Optimization fosters the development of optimization theory, methods, and software -- and in particular the development and analysis of efficient and effective methods, as well as their implementation in high-quality software. It provides and encourages an environment for interaction among applied mathematicians, computer scientists, engineers, scientists, and others active in optimization. In addition to endorsing various optimization meetings, this activity group organizes the triennial SIAM Conference on Optimization, awards the SIAG/Optimization Prize, and sponsors minisymposia at the annual meeting and other SIAM conferences. The activity group maintains a wiki, a membership directory, and an electronic discussion group in which members can participate, and also publishes a newsletter - SIAG/OPT News and Views. Society for Industrial and Applied Mathematics 3600 Market Street, 6th Floor Philadelphia, PA 19104-2688 USA Telephone: +1-215-382-9800 Fax: +1-215-386-7999 Conference E-mail: [email protected] SIAM 2014 Events Mobile App Conference Web: www.siam.org/meetings/ Scan the QR code with any QR reader and Membership and Customer Service: download the TripBuilder EventMobile™ (800) 447-7426 (US & Canada) or app to your iPhone, iPad, iTouch or +1-215-382-9800 (worldwide) Android mobile device.You can also visit www.siam.org/meetings/op14 www.tripbuilder.com/siam2014events 2 2014 SIAM Conference on Optimization Table of Contents SIAM Registration Desk Child Care The SIAM registration desk is located in For local childcare information, please Program-at-a-Glance the Golden Foyer. It is open during the contact the concierge at the Town and .................................. Separate handout following hours: Country Resort & Convention Center at General Information ...............................2 Sunday, May 18 +1-619-291-7131. Get-togethers ..........................................4 5:00 PM - 8:00 PM Invited Plenary Presentations .................6 Prize Lecture ..........................................8 Corporate Members Monday, May 19 Minitutorials ...........................................9 and Affiliates 7:00 AM - 5:00 PM Program Schedule ................................11 SIAM corporate members provide Poster Session ......................................25 their employees with knowledge about, access to, and contacts in the applied Abstracts ..............................................67 Tuesday, May 20 mathematics and computational sciences 7:45 AM - 5:30 PM Speaker and Organizer Index .............187 community through their membership Conference Budget .... Inside Back Cover benefits. Corporate membership is more Property Map ........................Back Cover Wednesday, May 21 than just a bundle of tangible products 7:45 AM - 5:00 PM and services; it is an expression of Organizing Committee Co-Chairs support for SIAM and its programs. SIAM is pleased to acknowledge its Miguel F. Anjos Thursday, May 22 corporate members and sponsors. Polytechnique Montreal, Canada 7:45 AM - 5:00 PM In recognition of their support, non- member attendees who are employed by Michael Jeremy Todd the following organizations are entitled Cornell University, USA Hotel Address to the SIAM member registration rate. Town and Country Resort Organizing Committee & Convention Center Aharon Ben-Tal 500 Hotel Circle North Corporate Institutional Technion - Israel Institute of Technology, Israel Members San Diego, California 92108 USA Andrew Conn The Aerospace Corporation IBM Research, USA Phone Number: +1-619-291-7131 Air Force Office of Scientific Research Mirjam Dür Toll Free Reservations: (800)-772-8527 University of Trier, Germany (USA and Canada) AT&T Laboratories - Research Michael Hintermüller Fax: +1-619-294-4681 Bechtel Marine Propulsion Laboratory Humboldt-Universität zu Berlin, Germany Hotel Website: www.towncountry.com/ The Boeing Company Etienne de Klerk CEA/DAM Tilburg University, The Netherlands Department of National Defence (DND/ Jon Lee Hotel Telephone Number CSEC) University of Michigan, USA To reach an attendee or leave a message, DSTO- Defence Science and Todd Munson call +1-619-291-7131. If the attendee Technology Organisation Argonne National Laboratory, USA is a hotel guest, the hotel operator can Hewlett-Packard Warren Powell connect you with the attendee’s room. Princeton University, USA IBM Corporation Daniel Ralph IDA Center for Communications University of Cambridge, United Kingdom Hotel Check-in Research, La Jolla Ariela Sofer and Check-out Times IDA Center for Communications George Mason University, USA Check-in time is 3:00 PM and check-out Research, Princeton Akiko Yoshise time is 11:00 PM. Institute for Computational and University of Tsukuba, Japan Experimental Research in Mathematics (ICERM) 2014 SIAM Conference on Optimization 3 Institute for Defense Analyses, Center Leading the applied Join onsite at the registration desk, go to for Computing Sciences mathematics community… www.siam.org/joinsiam to join online or Lawrence Berkeley National Laboratory download an application form, or contact Join SIAM and save! SIAM Customer Service: Lockheed Martin SIAM members save up to $130 on Los Alamos National Laboratory full registration for the 2014 SIAM Mathematical Sciences Research Conference on Optimization! Join Telephone: +1-215-382-9800 Institute your peers in supporting the premier (worldwide); or 800-447-7426 (U.S. and professional society for applied Canada only) Max-Planck-Institute for Dynamics of mathematicians and computational Fax: +1-215-386-7999 Complex Technical Systems scientists. SIAM members receive E-mail: [email protected] Mentor Graphics subscriptions to SIAM Review, SIAM Postal mail: Society for Industrial and National Institute of Standards and News, and Unwrapped, and enjoy Applied Mathematics, 3600 Market Technology (NIST) substantial discounts on SIAM books, Street, 6th floor, Philadelphia, PA 19104- journal subscriptions, and conference 2688 USA National Security Agency (DIRNSA) registrations. Oak Ridge National Laboratory, managed by UT-Battelle for the Department of Energy If you are not a SIAM member and paid Standard Audio/Visual the Non-Member or Non-Member Set-Up in Meeting Rooms Sandia National Laboratories Mini Speaker/Organizer rate to attend the SIAM does not provide computers for Schlumberger-Doll Research conference, you can apply the difference any speaker. When giving an electronic between what you paid and what a Tech X Corporation presentation, speakers must provide their member would have paid ($130 for a U.S. Army Corps of Engineers, Engineer own computers. SIAM is not responsible Non-Member and $65 for a Non-Member Research and Development Center for the safety and security of speakers’ Mini Speaker/Organizer) towards a computers. United States Department of Energy SIAM membership. Contact SIAM Customer Service for details or join at List current April 2014. the conference registration desk. The Plenary Session Room will have two (2) screens, one (1) data projector and one (1) overhead projector. Cables If you are a SIAM member, it only costs or adaptors for Apple computers are not $10 to join the SIAM Activity Group Funding Agency supplied, as they vary for each model. on Optimization (SIAG/OPT). As a SIAM and the Conference Organizing Please bring your own cable/adaptor if SIAG/OPT member, you are eligible Committee wish to extend their thanks using an Apple computer. for an additional $10 discount on this and appreciation to the U.S. National conference, so if you paid the SIAM All other concurrent/breakout rooms Science Foundation and the U.S. member rate to attend the conference, will have one (1) screen and one (1) data Department of Energy (DOE), Office you might be eligible for a free SIAG/ projector. Cables or adaptors for Apple of Science, for their support of this OPT membership. Check at the computers are not supplied, as they vary conference. registration desk. for each model. Please bring your own cable/adaptor if using an Apple computer. Overhead projectors will be provided Free Student Memberships are available only if requested. to students who attend an institution that is an Academic Member of SIAM, are members of Student Chapters of SIAM, If you have questions regarding or are nominated by a Regular Member availability of equipment in the meeting of SIAM. room of your presentation, or to request an overhead projector for your session, please see a SIAM staff member at the registration desk. 4 2014 SIAM Conference on Optimization E-mail Access SIAM Books and Journals Get-togethers SIAM attendees will have complimentary Display copies of books and • Welcome Reception wireless Internet access in the sleeping complimentary copies of journals and Poster Session rooms, public areas and meeting space are available on site. SIAM books Monday, May 19 of The Town and Country Resort & are available at a discounted price 8:00 PM – 10:00 PM Convention Center. during the conference. If a SIAM In addition, a limited number of books representative is not available, • Business Meeting computers with Internet access will be completed order forms and payment (open to all SIAG/OPT members) available during registration hours. (credit cards are preferred) may be taken Wednesday, May 21 to the SIAM registration desk. The 8:00 PM - 8:45 PM books table will close at 4:30 PM on Registration Fee Includes Thursday, May 22. Complimentary beer and wine will
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