IEOR298 Optimization Seminar (Spring 2007)
Weds 4:30-6pm; 4193 Etcheverry Hall
Instructor: A. Atamturk

Feb 07: Conic duality (Vishnu)

Feb 14: Algorithms for semidefinite programming (Vishnu)

Feb 21: Optimization of risk measures (Muhong)

Feb 28: MPECs: Mathematical programming with equilibrium constraints (Xianzhi)

Mar 07: MPEC applications in energy industry (Anthony)

Mar 14: Applications of SDP in combinatorial optimization (Erick)

Mar 21: Polynomial programming and SDP bounds (Ramteen)

Mar 28: Spring Break

Apr 04: Robust portfolio and inverse optimization (Tingting)

Apr 11: Robust discrete optimization with regret (Ryan)

Apr 18: Probabilistic programming (Mauricio)

Apr 25: Optimization with stochastic dominance (Muhong)

May 02: Robust option pricing and hedging (Vishnu)