1 — 14:00 — Semidefinite representable reformulations for two variants of the trust-region subproblem
Motivated by encouraging numerical results in Eltved and Burer (2023), we consider two specific variants of the trust-region subproblem and provide exact semidefinite representable reformulations. The first is over the intersection of two balls; the second is over the intersection of a ball and a special second-order conic representable set. The reformulations are based on partitions of the feasible regions into sub-regions with known lifted convex hulls.
2 — 14:30 — Smoothing approximation approaches for solving nonlinear random optimization problems in finite and infinite dimensional spaces
Chance-constrained optimization (CCOPT) offers a stochastic approach to address randomness within inequality constraints, where constraints involving random variables are probabilistically defined. These types of optimization problem are prevalent in diverse applications. Nonlinear chance-constrained optimization problems, in general, display mathematical complexity and pose significant numerical challenges. Many of these problems exhibit nonconvex and non-differentiable properties, placing them in the class of hard optimization problems. This talk provides a concise overview of CCOPT and highlights recent contributions of the authors. Particularly, novel smoothing analytical approximation methods will be presented for the solution of a broad class of nonlinear CCOPT problems in both finite and infinite dimensional spaces. Moreover, real-world applications are presented through examples of nonlinear CCOPT problems, demonstrating the practical relevance of the study.
3 — 15:00 — Buffer Fr3
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4 — 15:30 — Buffer Fr4
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