Emplacement
Dates
Présentation
Optimization problems are encountered in many fields (engineering, finance, economics) an can lead to various mathematical formulations: convex or nonconvex type function, blackbox function, integer or continuous type and with various constraints. In some cases, it is also important to treat the effect of uncertainties and also to handle a large amount of data measurements.
The objective of this CIMPA school is to present various topics in the field of optimization and data assimilation in order to solve such applied problems. In all the courses, a particular application will be targeted in order to apply the mathematical tools that will be presented.
The research school will give participants the opportunity to learn recent developments on topics including data analysis, modeling and optimization techniques and to discuss about current situation of own research activities, improvement and collaboration with invited experts.
Langue officielle de l'école : anglais
Coordinateurs administratifs et scientifiques
Programme scientifique
Cours 1: "Multi-Leader-Follower Games: Recent Theoretical Advances and Applications to the Management of Energy", Didier Aussel (Université de Perpignan, France)
Cours 2: "Optimization Applications in Economics and Finance", Rentsen Enkhbat (National University of Mongolia, Mongolie)
Cours 3: "Introduction to Optimization under Uncertainty", Didier Lucor (CNRS (LIMSI), France)
Cours 4: "Reformulation and Decomposition for Integer Programming", Sandra Ulrich Ngueveu (INP-ENSEEIHT, France)
Cours 5: "Black-Box Simulation Based Optimization : Algorithms and Applications", Delphine Sinoquet (Institut Français du Pétrole et Energies Nouvelles (IFPEN), France)
Cours 6: "Global Optimization with Piecewise Convex Functions", Ider Tseveendorj (Université de Versailles Saint-Quentin-en-Yvelines, France)
Site internet de l'école
Comment participer
Pour s'inscrire et candidater à un financement CIMPA, suivre les instructions données ici.
Date limite d'inscription et de candidature : 2 mai 2021