VADOR Events Calendar

Our team is constantly involved in research projects, frequently involving collaboration with international scientists and institutions. Research is carried out in a number of languages, however we present mostly in English.

We frequently host one off lectures on topics relating to variational analysis, dynamics and operations research.  In term-time, we host different speakers at our weekly AKOR seminar.  Seminars take place most Thursdays at 3pm in Sem. R. DB gelb 04.  Once a month, the AKOR seminar will be replaced by the Vienna Seminar on Optimization, opens an external URL in a new window - a joint venture with Radu Bot and Yurii Malitskyi of the University of Vienna

We organise the Viennese Conference on Optimal Control and Dynamic Games, typically every three years.  The next iteration - VC2025 - will take place in July 2025.  For further details on this conference, and its forerunners, please visit the VC2025, opens an external URL in a new window website.

Topics and speakers for all forthcoming events will be posted below.

11. May 2023, 15:00 until 17:00

AKOR Seminar: Bayesian approach and polyhedral geometry of stochastic linear bilevel programming

Seminar

David Salas, Universidad de O’Higgins

In this talk we will review some recent results on the Bayesian approach for bilevel programming. We focus our attention in linear bilevel programming and the beliefs induced by uncertain lower-level costs. We show that such problems (and their sample average approximations) can be written as piecewise linear minimization problems over a polyhedral complex induced by the feasible region of the bilevel formulation. We will describe two algorithms to solve the problem: a deterministic one based on vertex enumeration, and a Monte-Carlo algorithm based on sampling full-dimensional elements of the aforementioned polyhedral complex.

Calendar entry

Event location

Sem. R. DB gelb 04
1040 Wien

 

Organiser

VADOR
vador@tuwien.ac.at

 

Public

No

 

Entrance fee

No

 

Registration required

No

AKOR Seminar: Bayesian approach and polyhedral geometry of stochastic linear bilevel programming

David Salas, Universidad de O’Higgins

In this talk we will review some recent results on the Bayesian approach for bilevel programming. We focus our attention in linear bilevel programming and the beliefs induced by uncertain lower-level costs. We show that such problems (and their sample average approximations) can be written as piecewise linear minimization problems over a polyhedral complex induced by the feasible region of the bilevel formulation. We will describe two algorithms to solve the problem: a deterministic one based on vertex enumeration, and a Monte-Carlo algorithm based on sampling full-dimensional elements of the aforementioned polyhedral complex.