ICMS

Sep 3, 2008 - Sep 5, 2008

The University of Edinburgh, Edinburgh, Scotland

Keynote Plenary Lectures given by:

Giorgio Consigli, University of Bergamo, Italy
Michael Dempster, University of Cambridge, UK
Gautam Mitra, Brunel University, UK
Georg Pflug, University of Vienna, Austria
Alex McNeil, Heriot-Watt University, UK
Marc Steinbach, University of Hannover, Germany

This workshop aims is to bring together, for training and networking purposes, PhD students, young researchers and experts in these diverse aspects of numerical linear and nonlinear stochastic programming.

Many real-life problems involve uncertainty in their data, such as portfolio optimisation with uncertain future asset prices, utility distribution with uncertain demand, or robust network design with uncertain reliability of links. Stochastic programming is a popular approach to decision making under uncertainty, leading to very large-scale problems with challenging solutions. It is also highly interdisciplinary, involving researchers that work on scenario generation, computational and theoretical linear and nonlinear optimization and modeling. The focus of the workshop is to present and discuss in an accessible manner promising mathematical and computational avenues for tackling the current challenges in this area.

Scientific committee
Giorgio Consigli, University of Bergamo (Italy)
Jacek Gondzio, University of Edinburgh (UK)
Andreas Grothey , University of Edinburgh (UK)
Gautam Mitra, Brunel University (UK)
Georg Pflug, University of Vienna (Austria)
Alexei Gaivoronski, University of Trondheim (Norway)

Programme
The workshop will be structured into plenary lectures (of 1h each) that give an overview over the various aspects of numerical linear and nonlinear stochastic programming and sessions of contributed talks by conference participants (of about 30min each).

Scholarships
25 scholarships for a value of up to EUR300 each, to cover travel, accommodation and registration costs are available from the Cariplo foundation through the University of Bergamo. Participants interested in these scholarships should send an abstract of their talk and a short CV to:

Giorgio Consigli (giorgio.consigli@unibg.it) or
Andreas Grothey (A.Grothey@ed.ac.uk)

Please do not use the application form on this page to apply for a scholarship. Applications will be processed as they arrive. The closing date for sponsorship applications is 15 June 2008. Successful sponsorships will be communicated at the latest 4 weeks after their submission.
The registration fee will be automatically deducted from the award and the remainder will be refunded after the event. Receipts will be required.

Arrangements

Participation
You may register your interest in attending this meeting by completing the application form on this page. Please note that this form will close on 15 August 2008. After you have completed the form you will receive an e-mail with instructions on how to pay the registration fee (see below). You will only be accepted as a participant once payment has been received.

If you do not receive an e-mail please contact Irene Moore.

Financial arrangements
There will be a registration fee of 100.00 GBP, payable by all participants.
Late registration (after 1 August 2008): 150.00 GBP.

Accommodation
You are asked to reserve your own accommodation.
A list of Edinburgh accommodation of various sorts and prices is detailed below:

Edinburgh First, The University of Edinburgh, 18 Holyrood Park Road, Edinburgh EH16 5AY
0800 028 7118 (UK only) - +44 (0)131 651 2189 - edfirst1.ednet.co.uk
Edinburgh First offers a range of accommodation from standard single to twin en-suite rooms.

The Northumberland Hotel, 31-33 Craigmillar Park, Edinburgh EH16 5PE
+44 (0)131 668 3131 website

St Christophers Hostel, 9-13 Market Street, Edinburgh EH1 1DE
+44 (0)20 7407 1856 - www.st-christophers.co.uk - bookings@st-christophers.co.uk

Other accommodation can be found at this link

Meals and refreshments
Refreshments will be provided throughout the conference. There are various outlets that serve hot and cold food on Campus.

Venue
Lecture Theatre 3,  Ashworth Building, Kings Buildings, University of Edinburgh .

Organising committee
Andreas Grothey (chairman)
Coralia Cartis
Marco Colombo
Jacek Gondzio

Supporting institutions
This workshop is supported by the Cariplo Foundation website, as part of a network of stochastic programming research and training meetings, with the first edition being held at the University of Bergamo (Spring School in Stochastic Programming website).

Participants