Spoilers from Opt Online [Dec2024] - Part I: (SP) Multilevel stoch regularized first-order method with app to training; Effective scenarios in DRO with Wass distance

Spoilers from Opt Online [Dec2024] - Part II: (RO) Estimation errors through robust portfolio opt; Multiple kernel learning-aided CCG; 2DRO: Intuitive understanding and algo development from the primal perspective

We are excited to resume our Virtual Seminar Series this Friday, Jan 17. We have another great line-up! For more information and sign-up link, please visit our website: sites.google.com/view/sps-semin…

We will kick off our next season of SPS seminars by Siqian Shen tomorrow (Jan 17) at 10-11am ET. We are looking forward to it!

On Friday, Jan 31, at 10-11am ET, we are looking forward to hosting Angelos Georghiou in the SPS seminar series! (To receive the seminar link, please sign up for our seminar mailing list.)

Spoilers from Opt Online [Jan2025]: (SP) Bi-parametrized 2-stage stoch min-max & min-min MIPs; DP and dimensionality in conv stoch control; Pessimistic bilevel opt for decision-focused learning; Variable metric proximal stoch gradient methods (RO) Robust surgery scheduling

Next up in the SPS seminars: We are excited to hear about multistage stochastic programs by Bernardo Freitas Paulo da Costa. See you on Feb 14, at 10am ET.

We are looking forward to this semester's SPS tutorial by Utsav Sadana next week!

Spoilers from Opt Online [Feb 2025]: (SP) 2SP approach for CRNA scheduling with handovers (RO) Mean and variance estimation complexity in arbitrary distributions via Wass min; Solving decision-dependent robust problems as bilevel opt problems

If you have been wondering about whether stochastic programming has been combined with multi-objective optimization, join us on Friday for the next SPS seminar!

The call for abstracts for the XVII ICSP, #ICSP2025, is now open until April 15th! You can find all the information at icsp2025.org

Important notes about #ICSP2025 submissions (Part I): You will need two accounts: one on "icsp2025.org" (where you can pay the registration fees) and one on the "indico" system to submit your abstract (please use the same name and email for both).

Important notes about #ICSP2025 submissions (Part II): Part of an invited session ➡️submit your abstract in the adequate track and choose "invited talk"; Part of a mini-symposium ➡️choose it in the "track" field; Neither ➡️submit as a "contributed talk" in the most relevant track

Spoilers from Opt Online [Mar 2025]: (SP) Climate-resilient nodal power system expansion planning, Risk-aware LBBD for a location-allocation-pricing problem with stoch. price-sensitive demands (RO) Towards optimal offline RL

We are looking forward to this semester's SPS Junior Session by Maria Bazotte and Haoyun Deng next week!

We are looking forward to hosting Alois Pichler as the next SPS seminar speaker. See you on Friday!

We will close this season of the SPS seminar series with a talk on data-driven stochastic optimization to be co-presented by Haofeng Zhang and Adam Elmachtoub. Looking forward to seeing you all!

Spoilers from Opt Online [Apr 2025] - Part I: (SP) Decision diagram approach for the parallel mach. sch. with chance constraints, Survey on the apps of SDDP and its variants; Interactive opt. for incorporating a broader range of human feedback into stochastic multi-obj. MILPs

Spoilers from Opt Online [Apr 2025] - Part II: (SP) Globally conv. algo. for multistage stoch. MIPs via enhanced Lagrangian cuts, Adaptive sample size method for weighted finite sum problems with linear equality constraints

Spoilers from Opt Online [Apr 2025] - Part III: (RO) A data-driven robust approach to a problem of opt. replacement in maintenance, Data-driven robust menu planning for food services, Semidefinite representability of continuous quad. submodular min. with apps to moment problems