2019 Robust Optimization Seminar


鲁棒优化理论奠基人Aharon Ben-Tal主讲课程“鲁棒优化”即将开课!

课程

时间

2019年4月24、26、27日 每天四节课

上午9:00-11:00

下午14:00-16:00


上海财经大学武东路校区

信息管理与工程学院102室

上海市杨浦区武东路100号

授课

地点

主讲人


Aharon Ben-Tal

Technion - Israel Institute of Technology

Aharon Ben-Tal is a Professor of Operations Research and Optimization at the Faculty of Industrial Engineering and Management at the Technion – Israel Institute of Technology. 


He received his Ph.D. in Applied Mathematics from Northwestern University in 1973. His interests are in Continuous Optimization, particularly non-smooth and large-scale problems, conic and robust optimization, as well as convex and non-smooth analysis. 


Recently the focus of his research is on optimization problems affected by uncertainty. In the last 15 years, he has devoted much effort to engineering applications of optimization methodology and computational schemes.  


He has published more than 120 papers in professional journals and co-authored three books:  Optimality in Nonlinear Programming:  A Feasible Direction Approach (Wiley-Interscience, 1981), Lectures on Modern Convex Optimization:  Analysis, Algorithms and Engineering Applications (SIAM-MPS series on optimization, 2001)  and Robust Optimization  (Princeton University press, 2009). 


Professor Ben-Tal was awarded in 2007 the EURO Gold Medal and was named INFORMS Fellow in 2010.

课程简介

Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems:

  • to operate under lack of full information on the nature of uncertainty

  • to model the problem in a form that can be solved efficiently

  • to provide guarantees about the performance of the solution


This course starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. 


This course also introduces various essential topics in this area, including: 

  • Robust conic quadratic problems

  • Robust semi-definite optimization

  • A guide to deriving robust counterparts

  • Globalized robust optimization

  • The price of robustness


Finally, some interesting examples and applications will be mentioned, including:

  • Retailer-supplier flexible commitments contracts

  • Recovery of signals from noisy outputs

报名须知


  1. 上海财经大学在校师生请点击文末“阅读原文”提交报名表,报名表提交成功即可参加课程(报名成功后请务必按约定准时参加课程并签到,否则无权再参加我院举办的任何后续课程);


  2. 非我校师生请于2019年04月20日(含)前参照下文“缴费方式”缴费,并点击文末“阅读原文”提交报名表,报名表提交成功即可参加课程(请务必将转账成功截图提交在报名表对应栏中,无缴费截图视为无效报名);


  3. 校外非在读学生人员参课需缴纳会议注册费:2500元/人;现场缴费:均为3500元/人;校外在读学生参课需缴纳会议注册费:1000元/人;现场缴费:均为1500元/人;可提供会议注册费发票及参会证明(现场缴费学员的发票开具将自缴费之日起顺延两至三个工作日);


  4. 公务卡缴费可提前30分钟至会场刷卡,但需要提前提交报名信息并备注:公务卡刷卡。可按优惠价格缴费(公务卡缴费嘉宾的发票开具将自缴费之日起顺延一个工作日);


缴费方式

银行转账:

开户行:中国银行上海市五角场支行

户名:上海财经大学

账号:4546 7363 9249

缴费时请务必备注:robust-您的姓名


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联系邮箱:rcmsia@msg.sufe.edu.cn

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