Workshop on Robust Optimization (12w2154)


(Simon Fraser University)

Yuriy Zinchenko (University of Calgary)


The "Workshop on Robust Optimization" workshop will be hosted at The Banff International Research Station.

In many, if not all, practical applications of optimization the data specifying the parameters of the model comes with some uncertainty. These uncertainties come from different origins such as measurement errors, partial access to information, uncertainties about future decisions, etc. Robust optimization is concerned with finding solutions of an optimization model that strike a balance between the uncertainties in the model's parameters and the classical optimalityrnof the solution. The process of deriving these robust solutions typically involves quantification of the uncertainties, integrating our knowledge about the uncertainties into the optimization model, and finding the solution. Past decade has witnessed a tremendous amount of progress in our understanding of how the end user may incorporate his or her knowledge of the uncertainties into an optimization model in order to make better optimal decisions, with more important discoveries being on the way. The workshop aims to bring together leading experts in the area together with a fewrnselected practitioners to help identify a set of strategic development directions for this new and vibrant field, motivated by both the theoretical interests as well as the practical needs.rn

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the US National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnologí255a (CONACYT).