APMOD 2008 - Program
- [W]ednesday, [T]hursday, [F]riday
- WP1: Plenary (Wednesday) - Chair: Pflug Georg - Room: F1 (9:00)
- Prekopa Andras (Multivariate Value at Risk and Related Topics)
- WS1: Semi-Plenary 1 (Wednesday) - Chair: Terlaky Tamas - Room: F1 (10:30)
- Williams H. P. (A Survey of Different Integer Programming Formulations of Travelling Salesman Problem)
- WS2: Semi-Plenary 2 (Wednesday) - Chair: Brunovsky Pavol - Room: F2 (10:30)
- Sevcovic Daniel (Dynamic Stochastic Accumulation Model with Application to Pension Savings Management)
- WA1: Robust optimization - Chair: Mitra Gautam - Room: F108 (11:30)
- Gregory Christine (Selection Using Robust Optimization: Analysis of Robustness)
- Resta Marina (Managing risk in a wind generation company: a robust optimization approach.)
- WA2: Stochastic programming I - Chair: Szantai Tamas - Room: F1 (11:30)
- Blomvall Jorgen (Solving Multistage Stochastic Programming Problems with Nonlinear and CVaR Constraints)
- Hanke Michael (ALM Models, Stochastic Programming, and the Absence of Arbitrage)
- Popela Pavel (Stochastic Programming Applications in Civil Engineering)
- WA3: Finance I - Chair: Consiglio Andrea - Room: F2 (11:30)
- Roman Diana (Computational Models for the SSD Criterion of Portfolio Choice)
- Fabian Csaba (Cutting Plane Based Methods for Alternative Portfolio Choice Models)
- Kopa Milos (On convexity of SD effiency sets)
- WA4: Supply Chain Management I - Chair: Azaron Amir - Room: F109 (11:30)
- Saadouli Nasreddine (Stochastic Programming Models for Optimal Fleet Composition)
- Peric Tunjo (Optimization of Industrial Production of Feed Blends by Fuzzy Goal Programming Methods)
- WB1: Simulation and Differential Equations - Chair: Brunovsky Pavol - Room: F108 (14:30)
- Macurova Anna (Automatic Drafting System of Solutions Differential Equations)
- Fechova Erika (Mathematical modeling of differential equations of the second order using Matlab)
- Sanaei M. (FE Simulation of a Novel Mechanical Energy Absorbing Structure for Automotive Passive Safety)
- WB2: Stochastic programming II - Chair: Prekopa Andras - Room: F1 (14:30)
- Szantai Tamas (Hypergraphs as means of discovering the dependence structure of a discrete multivariate probability)
- Houda Michal (Convexity and structural dependence in chance-constrained problems)
- Kankova Vlasta (Empirical Estimates via Dependence and Nonlinear Functionals in Stochastic Programming)
- WB3: Finance II - Chair: Sevcovic Daniel - Room: F2 (14:30)
- Canakgoz Nilgun (Mixed-integer Programming Approaches for Index Tracking and Enhanced Indexation)
- Smid Martin (Rational decision making at a limit order market)
- Consiglio Andrea (A stochastic programming approach to price the option to surrender in incomplete markets)
- WB4: Supply Chain Management II - Chair: Maggioni Francesca - Room: F109 (14:30)
- Tolstad Uggen Kristin (Optimising slaughtering and cutting in a meat value chain)
- Yousaf Shad Muhammad (Seafood Value Chain Stochastic Optimization Model)
- Albornoz Victor (Stochastic optimization models as planning tool in the squat lobster and jack mackerel Chilean fish)
- WC1: Integer and combinatorial optimization I - Chair: Freixas Josep - Room: F108 (16:30)
- Morton David (A stochastic integer program for prioritization)
- Cocking Cara (Improved Lower Bounds for Facility Location--Network Design Problems)
- Lazic Jasmina (Variable Neighbourhood Search for Solving Quadratic Mixed Integer Programs)
- Balogh Janos (Semi-online bin packing algorithms)
- WC2: Game Theory I - Chair: Melichercik Igor - Room: F1 (16:30)
- Becker Denis (Application of a Stochastic Quasi-Gradient Method to a Stochastic Problem w. Equilibrium Constraints)
- Toczylowski Eugeniusz (An algorithm for path generated cost allocations for generalized linear programming games)
- Kaleta Mariusz (A new algorithm for alpha-efficient cost allocation for cooperative game with empty core)
- WC3: Software I - Chair: Kristjansson Bjarni - Room: F2 (16:30)
- Polik Imre (A Unified Input Format for Conic Optimization: Requirements and a Proposal)
- Gassmann Horand (API and Data Structures for Stochastic Programming)
- Lucas Cormac (Development and Validation of Complex Portfolio Models)
- Nelissen Franz (Is Utility Computing suitable for providing Mathematical)
- WC4: Telecommunication - Chair: Vespucci Maria Teresa - Room: F109 (16:30)
- Bertocchi Marida (Stochastic Second-Order Cone Programming in Mobile ad-hoc Networks)
- Gaivoronski Alexei A. (Service Capacity Allocation under Random Service Demand)
- Carroll Paula (The Ring Spur Assignment Problem)
- TA1: Linear and convex programming - Chair: Terlaky Tamas - Room: F108 (8:30)
- Castro Jordi (Improving iterative solvers in IPMs for structured problems through quadratic regularizations)
- Jurik Tomas (A new efficient two-path algorithm for linear programming problems)
- Richtarik Peter (An efficient algorithm for large-scale linear and convex optimization in relative scale)
- TA2: Stochastic programming III - Chair: Popela Pavel - Room: F1 (8:30)
- Colombo Marco (Stage aggregation to warm-start interior point methods)
- Date Paresh (A New Moment-Matching Algorithm for Scenario Generation)
- Hochreiter Ronald (A Stochastic Programming Approach for QoS-Aware Service Composition)
- TA3: Finance III - Chair: Fabian Csaba - Room: F2 (8:30)
- Schwaiger Katharina (Models for Decision Making and Evaluation for Asset and Liability Management)
- Kilianova Sona (Risk minimizing models for pension planning)
- Consigli Giorgio (Scenario generation for credit risk management)
- TA4: Energy - Chair: Smeers Yves - Room: F109 (8:30)
- Vespucci Maria Teresa (A stochastic medium-term scheduling model for wind power and hydro power coordination)
- Heredia F.-Javier (Optimal thermal and virtual power plants operation in the day-ahead electricity market.)
- Zoltowska Izabela (Providing Operational and Self Schedules Compatibility for the Compensation Based Pricing Scheme)
- TP1: Plenary (Thursday) - Chair: Prekopa Andras - Room: F1 (10:30)
- Floudas Christos (Novel Continuous-Time Formulations and Algorithms for Scheduling of Batch Manufacturing)
- TS1: Semi-Plenary 1 (Thursday) - Chair: Williams H. P. - Room: F1 (11:45)
- Terlaky Tamas (High Performance Optimization: The Limits of Interior Point Methods)
- TS2: Semi-Plenary 2 (Thursday) - Chair: Mitra Gautam - Room: F2 (11:45)
- Smeers Yves (Equilibrium Models for Generation Capacity Expansion in Reorganised Power Markets)
- TB1: Integer and combinatorial optimization II - Chair: Morton David - Room: F108 (14:30)
- Sawada Kiyoshi (Additional adjacencies in two levels of a complete K-ary tree minimizing total path length)
- Freixas Josep (A Fibonacci sequence for linear structures with two types of components)
- Barza Silviu (Variation of Constant Sum Constraint for Integer Model with Non Uniform Variables)
- TB2: Stochastic programming IV - Chair: Roman Diana - Room: F1 (14:30)
- Dupacova Jitka (On Contamination Bounds for Probabilistic Programming)
- Pflug Georg (On weak derivatives with applications in Finance)
- TB3: Transportation I - Chair: Gaivoronski Alexei A. - Room: F2 (14:30)
- Flach Bruno (The Effects of Forward Contracts on the Equilibrium of Natural Gas Transportation Networks)
- Myklebust Jogeir (Optimization of a liquid energy chain for combined production and transport of LNG and LCO2 using Ta)
- Maggioni Francesca (A Single-Sink Transportation Problem: Stochastic Optimization Models)
- TB4: Supply Chain Management III - Chair: Alonso-Ayuso Antonio - Room: F109 (14:30)
- Tomasgard Asgeir (The GasOpt tool for optimizing natural gas flow)
- Fodstad Marte (Modeling the LNG Value Chain)
- Gale Carmen (A integer bilevel model for supply chain optimization)
- TC1: Integer and Multicriteria Optimization - Chair: Wozabal David - Room: F108 (16:30)
- Mansini Renata (Kernel Search: An application to portfolio optimization)
- Lachout Petr (An optimization model convenient for gene heredity)
- Kozlowski Bartosz (Identification of stakeholder preferences in hierarchical multicriteria problems)
- TC2: Statistics and Econometrics I - Chair: Dupacova Jitka - Room: F1 (16:30)
- Wozabal Nancy (A new functional limit theorem for L-statistics applied to risk measures)
- Yu Keming (From Linear Quantile Regression to Censored Nonlinear Quantile Regression)
- Trnovska Maria (Using methods of mathematical programming for constructing D-optimal designs)
- TC3: Software II - Chair: Kaut Michal - Room: F2 (16:30)
- Kristjansson Bjarni (Stochastic Programming for Modeling Languages and XML)
- de Rooij Frans (AIMMS optimization applications in industry)
- TC4: Supply Chain Management IV - Chair: Tomasgard Asgeir - Room: F109 (16:30)
- Azaron Amir (Interactive multi-objective stochastic programming for designing robust supply chain networks)
- Alonso-Ayuso Antonio (A computational comparison of several formulations for the multi-period incremental service facility)
- Fazlollahtabar Hamed (A Mathematical Programming Approach for Facilities Relocation Problem in Supply Chain)
- FA1: Scheduling - Chair: Hochreiter Ronald - Room: F108 (8:30)
- Wiesemann Wolfram (Multi-Resource Allocation in Stochastic Project Scheduling)
- Chu Sydney (Staffing model for scheduling interpreters under tight constraints)
- Koberstein Achim (Incorporating tactical decisions in optimisation for strategic automotive manufacturing planning)
- FA2: Statistics and Econometrics II - Chair: Trnovska Maria - Room: F1 (8:30)
- Odrobina Igor (Quantifying benefits of research knowledge through the organization architecture models)
- Rahman Atta Ur (Forecasting of financial data using univariate and multivariate factor models)
- FA3: Finance IV - Chair: Lucas Cormac - Room: F2 (8:30)
- Mitra Leela (Mixed Distribution Scenarios for Investment Decisions with Downside Risk)
- Fishman Vladimir (Scalable account level optimization versus decision trees: Search for a hybrid approach)
- Palka Piotr (Alleviation of the Market Power in Oligopolistic Economy by Modified Groves-Ledyard Mechanism)
- FS1: Semi-Plenary 1 (Friday) - Chair: Pflug Georg - Room: F1 (10:30)
- Cechlarova Katarina (Optimal Assignment of Kidneys)
- FS2: Semi-Plenary 2 (Friday) - Chair: Consigli Giorgio - Room: F2 (10:30)
- Gilli Manfred (Heuristic optimization in financial modeling)
- FB1: Nonlinear and global optimization - Chair: de Carvalho Miguel - Room: F108 (11:30)
- Wozabal David (A D.C. Formulation of Value-at-Risk constrained Optimization)
- Mijangos Eugenio (Improving Lagrangian Relaxation Methods on Networks by Modified epsilon-subgradient Techniques)
- de Carvalho Miguel (Global Optimization by Stochastic Zigzag Methods)
- FB2: Markov Models - Chair: Lachout Petr - Room: F1 (11:30)
- Bulla Ingo (hsmm - an R Package for Analyzing Hidden Semi-Markov Models)
- Erlwein Christina (Scenario Generation for a Portfolio Optimisation Problem within an HMM Framework)
- Sladky Karel (Risk-Sensitive Optimality in Markov Decision Chains)
- Biewald Anne (A Dynamic Stochastic Life Cycle Model with Markov Processes)
- FB3: Transportation and Data Analysis - Chair: Bertocchi Marida - Room: F2 (11:30)
- Kara Imdat (New Mathematical Models of the Generalized Vehicle Routing Problem and Extensions)
- Guenatri Mohamed Salim (Heuristic for Robust Design of Multi-Type Asymmetric Bus Line Frequencies)
- Analui Bita (Developing evaluation models using DEA)
- FC2: Game Theory II - Chair: Becker Denis - Room: F1 (14:30)
- Willett Keith (Resolution of Interstate Water Quality Issues: An Application of Stem)
- Ferreira Fernanda (Endogenous co-leadership)
- FC3: Software III - Chair: Gassmann Horand - Room: F2 (14:30)
- Kaut Michal (A C++ Modelling Environment for Stochastic Programming)
- Wiesinger Clemens (The AURORA Financial Management System: A Workflow Approach (AFMS-W))