Cours/séminaire

TBA

Kalina Manova, Oxford

Short-time Work and Employment in the Great Recession in France

Pierre Cahuc, Ecole Polytechnique et directeur du laboratoire de Macroéconomie du CREST (INSEE)

A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation

Piero Gottardi, European University Institute

(Joint paper with Vincent Maurin, European University Institute, and Cyril Monnet, University of Bern, SZ Gerzensee & Swiss National Bank)

Critical Review of Pricing Schemes in Markets with Non-Convex Costs

George LIBEROPOULOS, University of Thessaly

Stochastic Unit Commitment: Scenario Generation, Scalable Computation, & Experimental Results

Jean-Paul WATSON, Center for Computing Research, Sandia National Laboratories

TBA

Francis de VERICOURT, ESMT Berlin

Automated design of first-order optimization methods

Adrien Taylor, Centre de recherche INRIA de Paris

In this talk, we will describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization.
The design technique takes an "ideal method", performing a series of subspace-searches, and constructs a family of methods sharing the same worst-case guarantees.

Derivative-free trust-region algorithms for composite nonsmooth optimization

Geovani NUNES GRAPIGLIA, University of Parana, Brazil

Retail Competition with Switching Consumers in Electricity Markets

Carlos RUIZ, Universidad Carlos III de Madrid

Proximal algorithms for distributed optimisation over uncertain networks

Kostas MARGELLOS, University of Oxford