**NOVEMBER 13th-14th, 2017**

**PLENARY TALKS ABSTRACTS**

**Aharon BEN-TAL (Technion, Tel-Aviv)**

"Regaining tractability in some large scale/uncertain engineering optimization problems"

*The need to solve real-life optimization problems poses frequently a severe challenge, as the underlying mathematical programs threatens to be intractable. The intractability can be attributed to any of the following properties: large dimensionality of the design dimension; lack of convexity; parameters affected by uncertainty. In problems of designing optimal mechanical structures (truss topology design, shape design, free material optimization), the mathematical programs typically have hundreds of thousands of variables, a fact which rules out the use of advanced modern solution methods, such as Interior Point method. Some Signal Processing and Estimation problems may result in nonconvex formulations. In the wide area of optimization under uncertainty classical approaches, such as chance (probabilistic) constraints, give rise to nonconvex NP-hard problems. Nonconvexity also occurs in some Robust Control problems.*

*In all the above applications we explain how the difficulties were resolved. In some cases this was achieved by mathematical analysis, which converted the problems (or its dual) to a tractable convex program. In other cases novel approximation schemes, based on Robust Optimization, are used to address intractable probability inequalities. In the case of large-scale convex programs, novel first order algorithms were employed. In the Robust Control example, a parameterization scheme is developed under which the problem is converted to a tractable deterministic convex program.*

**Roberto COMINETTI (UAI, Santiago) **

"Optimization and Games in Congested Networks"

*In this talk we will survey the use of optimization and game theory models in urban transport and telecommunications. After a brief review of equilibrium flows in congested networks, we will describe our recent work on stochastic traffic equilibrium, risk-averse route choice, dynamic equilibrium, and the limiting behavior of the Price-of-Anarchy under heavy congestion. *

**Frauke LIERS (FAU Erlangen-Nürnberg) **

"Robust Solution Approaches for Challenging Network Optimization and Air-Traffic Management Problems"

* One way of protecting against uncertainties that occur in real-world applications is to apply and to develop methodologies from robust optimization. The latter takes these uncertainties into account already in the mathematical model. Then, the task is to determine solutions that are feasible for all considered realizations of the uncertain parameters, and among them one with best guaranteed solution value. In this talk, we give an overview over some robust approaches for real-world applications, and also talk about recent advances.*

*In particular, we study dynamic network flows with uncertain input data under a robust optimization perspective, where protection is sought against uncertain travel times. For operating gas networks, we present robust approaches for protecting against uncertain physical parameters. Already in the stationary case, gas network operation is complex as nonconvex quadratic optimization taks need to be solved. Robust approaches are presented for their operation that differ in the level of adjustability of the physical state variables such as pressures and flows in the network.*

*Finally, we will also cover an application of robust combinatorial optimization in air-traffic management. For the runway scheduling problem, we will point out modelling and solution techniques using recoverable robust solution approaches. *

*(Robust dynamic flows is joint with C. Gottschalk, A. Koster, B. Peis, D. Schmand, and A. Wierz. Robust gas networks is joint with D. Aßmann, M. Stingl, and J. Vera. Robust runway scheduling is joint with A. Heidt, M. Kapolke, and A. Martin.)*

**Andrzej RUSZCZYNSKI (Rutgers University) **

"Risk-Averse Control of Markov Systems"

*We shall focus on risk-averse control of discrete-time and continuous-time Markov systems. We shall refine the concept of time consistency for such systems, introduce the class of Markovian risk measures, and derive their structure. This will allow us to derive a risk-averse couterpart of dynamic programming equations. Then we shall extend these ideas continuous-time Markov chains and derive the structure of risk measures and dynamic programming equations in these cases as well. In the last part of the talk, we shall discuss risk-averse control of diffusion processes and present a risk-averse counterpart of the Hamilton--Bellman--Jacobi equation. Finally, we provide brief information o n current research on partially-observable problems in discrete and continuous time.*

**Henri SANSON (ORANGE) **

"Stakes and overview of research works in Artificial Intelligence and Operations Research at Orange"

*The object of the presentation is to explain how Artificial Intelligence and Operations Research techniques permit to answer operator Orange ’s big stakes in terms of infrastructure performances, operational efficiency and customer relationship. After introducing these stakes, we will review some of our major research works in Artificial Intelligence and Operations Research contributing directly to these objectives, mainly in the field of networks optimization, data mining as well as content and interaction technologies.*

**PRESENTATION / SLIDES**

##### Invited Speakers - Plenary Talks

#####
**Aharon BEN-TAL**** **(Technion, Tel Aviv) - Regaining tractability in some large scale/uncertain engineering optimization problems,

#####
**Roberto COMINETTI** (UAI, Santiago) - Optimization and Games in Congested Networks, part I, part II

#####
**Frauke LIERS** (FAU Erlangen-Nürnberg) - Robust Solution Approaches for Challenging Network Optimization and Air-Traffic Management

Problems,

#####
**Andrzej RUSZCZYŃSKI** (Rutgers) - Risk-Averse Control of Markov Systems,

#####
**Henri SANSON** (Orange) - Stakes and overview of research works in Artificial Intelligence and Operations Research at Orange ,

##### Sessions parallels

###### 09:00 - 10:30

**Optimal control and applications to biology **(Invited Session, organized by Jean-Baptiste Caillau)

Clément Moreau, Laetitia Giraldi, Pierre Lissy and Jean-Baptiste Pomet - Controllability of a Magneto-Elastic Micro-Swimmer

Cécile Carrère - Optimization and control of heterogeneous tumors

Francis Mairet - Optimal resource allocation for bacterial growth

**Telecom 1** (Invited Session, organized by Eric Gourdin and Walid Ben-Ameur)

Swapnil Dhamal, Walid Ben-Ameur, Tijani Chahed and Eitan Altman - A Framework for Optimal Investment Strategies for Competing Camps in a Social Network

Antonia Maria Masucci and Alonso Silva - Advertising Competitions in Social Networks

Vincent Angilella, Matthieu Chardy and Walid Ben-Ameur - Fiber Cables Network Design

**Mean Field Games and applications 1**(Invited Session, organized by Daniela Tonon, Francisco José Silva Alvarez and Filippo Santambrogio)

Daniela Tonon and Marco Cirant - Aggregation in Mean Field Games

Elisabetta Carlini and Francisco José Silva Alvarez - On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications

Guilherme Mazanti and Filippo Santambrogio - Minimal time mean field games

**Data science for industry 1 (**Invited Session, organized by George Hébrail, Michel Prenat and Gilles Stoltz)

Julien Jacques, Charles Bouveyron, Laurent Bozzi and Francois-Xavier Jollois - Model-Based Functional Co-Clustering for the Analysis and the Prediction of Electric Power Consumption

Albert Bifet and Dihia Boulegane - Building a Platform for Data Science Competitions on Data Streams

Benjamin Auder, Jairo Cugliari, Yannig Goude and Jean-Michel Poggi - Disaggregated Electricity Forecasting using Clustering of Individual Consumers

**Equilibria and information (Equilibrium and Decentralization)**

Henri Gerard, Vincent Leclere and Andy Philpott - On risk averse competitive equilibrium

Michel De Lara and Olivier Gossner - How much is information worth? An insight using duality between choices and beliefs

Paulin Jacquot and Cheng Wan - Splittable Routing Congestion Games: Convergence of n-players Instances to a Nonatomic Instance

**Continuous multiobjective optimization of expensive-to-evaluate functions** (Invited Session, organized by GDR MASCOT-NUM)

David Gaudrie, Victor Picheny, Rodolphe Le Riche, Benoît Enaux and Vincent Herbert - Targeting Well-Balanced Solutions in Multi-Objective Bayesian Optimization under a Restricted Budget

Dimo Brockhoff - On Numerical Benchmarking of Multiobjective Blackbox Optimizers

Paul Feliot, Julien Bect and Emmanuel Vazquez - User preferences in Bayesian multi-objective optimization

**Numerical Optimal Transport 1** (Invited Session, organized by Marco Cuturi & Gabriel Peyré)

Mathieu Carrière, Marco Cuturi and Steve Oudot - A Gaussian Type Kernel for Persistence Diagrams

Francois-Xavier Vialard - Optimal transport of vector valued measures

Aude Genevay - Learning Generative Models with the Wasserstein Distance

**Operational Research** (Invited Session, organized by Alain Quilliot, on behalf of GdR RO)

Alain Quilliot - Network Flow Oriented Approaches for Vehicle Sharing Relocation Problems

Emmanuel Hyon and Alain Jean-Marie - Optimal Admission in Service in a Queue with Impatience and Set Up Costs.

Christian Artigues - Scheduling under energy constraints and objectives

**Operational Research - Mining**

Zacharie Ales, Arnaud Knippel and Alexandre Pauchet - Extraction and partitioning for regularity extraction: application to dialogue analysis

Ekaterina Arafailova, Nicolas Beldiceanu and Helmut Simonis - Mining and Proving Conjectures: Discovering Invariants on Integer Sequences (with an application for short term replanification)

Luca Mossina and Emmanuel Rachelson - Application of Machine Learning Algorithms to the Generation of Sub-problems in Combinatorial Optimization

###### 11:00 - 13:00

**Optimal Control and Identification**

Helene Frankowska, Haisen Zhang and Xu Zhang - First and Second Order Necessary Optimality Conditions in Stochastic Optimal Control Problems with End-Point Constraints

Emilien Flayac, Karim Dahia, Bruno Hérissé and Frédéric Jean - Nonlinear Fisher Particle Output Feedback Control and its application to Terrain Aided Navigation

Cédric Rommel, Frédéric Bonnans, Baptiste Gregorutti and Pierre Martinon - Multi-task Bolasso based aircraft dynamics identification

Nikolas Stott and Stéphane Gaubert - Tropical Kraus maps for optimal control of high-dimensional switched systems

**Telecom 2 (**Invited Session, organized by Eric Gourdin and Walid Ben-Ameur)

Francesco De Pellegrini, Lorenzo Maggi, Antonio Massaro, Damien Saucez, Jérémie Leguay and Eitan Altman - Learning how to segment flows in the dark

Dimitri Papadimitriou - Decomposability in Adjustable Robust Optimization

Fabio D’Andreagiovanni, Rosario Garroppo and Maria Grazia Scutella - Multiband Robust Optimization for the Green Design of Wireless Local Area Networks

**Game Theory 1** (Invited Session, organized by Miquel Oliu-Barton, on behalf of GdR Jeux)

Riccardo Colini-Baldeschi, Roberto Cominetti, Panayotis Mertikopoulos and Marco Scarsini - The price of anarchy in light and heavy traffic: When is selfish routing bad?

Xavier Venel and Bruno Ziliotto - Strong uniform value in gambling houses and Partially Observable Markov Decision Processes

Heinrich Nax - Payoff-based dynamics in transferable-utility matching markets

Bary Pradelsky - Micro influence and macro dynamics of opinion formation

**Data science for industry 2** (Invited Session, organized by George Hébrail, Michel Prenat and Gilles Stoltz)

Themis Palpanas, Niklas Boers, Edouard Mehlman and Paul Boniol - Very Large Time Series Analysis for Predictive Maintenance

Philippe Besse, Brendan Guillouet and Jean-Michel Loubes - Destination Prediction by Trajectory Distribution Based Model - Part I, Part II, Part III, Part IV, Part V,

Yann Amice, Mireille Bossy, Djibril Geye, Blandine L’Hévéder, Farès Omari and Denis Talay - Single and multi-site modeling of temperature fluctuations with a Markov switching model based on coupled meteorological variables. Calibration and application for Metropolitan France

Claire Vernade, Olivier Cappe and Vianney Perchet - Stochastic Bandit Models for Delayed Conversions

**Leader-Follower problems and optimisation - theory** (Equilibrium and Decentralization)

Gemayqzel Bouza Allende - A note on genericity multi-leader-one follower problems

Wim van Ackooij, Rene Henrion, Alexander Kruger, Welington de Oliveira, Claudia Sagastizabal and Michel Thera - A DC Programming Approach for Economic Dispatch Problems in a Bilevel Environment

Didier Aussel - When quasi-variational inequalities can be solved as variational inequalities: the case of a Radner equilibrium problem

Ana Paula Chorobura, Wim van Ackooij, Claudia Sagastizábal and Hasnaa Zidani - Energy Management Systems and Demand Response

**Continuous Optimization for Machine Learning** (Invited Session, organized byJoseph Salmon)

Jean-Christophe Pesquet - A Random Block-Coordinate Douglas-Rachford Splitting Method with Low Computational Complexity for Binary Logistic Regression

Ahmet Alacaoglu, Volkan Cevher, Olivier Fercoq and Quoc Tran-Dinh - Smooth Primal-Dual Coordinate Descent Algorithms for Nonsmooth Convex Optimization

Robert Mansel Gower - A new look at stochastic variance reduced gradient methods

Sébastien Gadat and Fabien Panloup - Non-asymptotic bound for stochastic averaging

**Numerical Optimal Transport 2** (Invited Session, organized by Marco Cuturi & Gabriel Peyré)

Quentin Mérigot, Bo’az Klartag and Filippo Santambrogio - Numerical resolution through optimization of det D^2u = f(u)

Jonathan Weed and Francis Bach - Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance

Nicolas Courty, Rémi Flamary and Bharath Bhushan Damodoran - Toward Large-Scale Domain Adaptation with Optimal Transport Strategies

**Operational Research - Heuristics**

Carola Doerr - Boosting Discrete Optimization Heuristics through Non-Static Parameter Choices}---A Survey of Empirical and Theoretical Results

Benjamin Doerr, Huu Phuoc Le, Regis Makhmara and Ta Duy Nguyen - Fast Genetic Algorithms

Benjamin Doerr, Christian Gießen, Carsten Witt and Jing Yang - The (1+$\lambda$)~Evolutionary Algorithm with Self-Adjusting Mutation Rate

Eduardo Carvalho Pinto and Carola Doerr - Towards a More Practice-Aware Theory for Evolutionary Algorithms

**Complexity and graphs**

Bruno Escoffier - Stability versus Optimality in Optimization over Time

Cristina Bazgan, Sonia Toubaline and Daniel Vanderpooten - Most Critical Elements for Optimization Problems

**Algorithms Evaluation**

Phillipe Sampaio, Nikolaus Hansen, Dimo Brockhoff, Anne Auger and

Asma Atamna - A Methodology for Building Scalable Test Problems for Continuous Constrained Optimization

Spyros Angelopoulos, Marc Renault and Pascal Schweitzer - Stochastic dominance and the bijective ratio of online algorithms

###### 14:15 - 15:45

**Optimal control of PDEs and related fields 1** (Invited Session, organized by Axel Kroener, Hasnaa Zidani)

Sabine Pickenhain and Valeriya Lykina - Weighted Functional Spaces in Infinite Horizon Optimal Control Problems

Tobias Breiten, Karl Kunisch and Laurent Pfeiffer - Polynomial Feedback Laws for Infinite-Dimensional Bilinear Optimal Control Problems

Maria Soledad Aronna, J. Frédéric Bonnans and Axel Kroner - Second order optimality conditions in semigroup setting for bilinear optimal control problems with control bounds and singular arcs

**Telecom 3** (Invited Session, organized by Eric Gourdin and Walid Ben-Ameur)

Jean Bernard Eytard, Marianne Akian, Mustapha Bouhtou, Stephane Gaubert and Gleb Koshevoy - Price incentives in mobile data networks: bilevel programming, competitive equilibria and discrete

convexity

Cristina Bazgan, Paul Beaujeanand Eric Gourdin - Relaxation and Rouding for Epidemic Defense

Mohamed Yassine Naghmouchi, Ridha Mahjoub and Nancy Perrot - The Proactive Countermeasure Selection Problem: Bilevel Programming and Polyhedral Investigation

**Mean field games and applications 2 **(Invited Session, organized by Daniela Tonon, Francisco José Silva Alvarez and Filippo Santambrogio)

Guillaume Carlier, Jean-David Benamou, Simone Di Marino and Luca Nenna - Quadratic Mean Field Games and Entropy Minimization.

**Part I: Theory**

Luca Nenna, Jean-David Benamou, Guillaume Carlier and Simone Di Marino - Quadratic Mean Field Games and Entropy Minimization.

**Part II: Numerics**

Charles Bertucci - Variational inequalities in mean field games

**Optimization and Statistics 1** (theory oriented)

Danial Davarnia and Gerard Cornuejols - From estimation to optimization: a journey via shrinkage

Mathurin Massias, Olivier Fercoq, Alexandre Gramfort and Joseph Salmon - Generalized Concomitant Multi-Task Lasso for sparse multimodal regression

Philip Thompson and Roberto I. Oliveira - Sample average approximation under heavier-tails and stochastic constraints

**Stochastic decomposition and dynamic programming** (Equilibrium and Decentralization)

Tristan Rigaut, Jean Philippe Chancelier, Pierre Carpentier and Michel De Lara - Two-Time Scales Stochastic Dynamic Optimization

François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier and Arnaud Lenoir - Optimization of energy production and transport - A stochastic decomposition approach

Philippe Mahey, Jonas Koko, Arnaud Lenoir and Marion Lémery - Centralized and decentralized strategies for a stochastic energy production planning problem

**Risk aversion and markets**

Mustafa Pinar - Robust Bilateral Trade over 0/1 Polytopes

Georg Pflug, Daniela Escobar and Martin Glanzer - Incorporating Model Error in the Management of Financial and Electricity Portfolios

Md Umar Hashmi, Arpan Mukhopadhyay, Ana Busic and Jocelyne Elias - Optimal Control of Storage under Time Varying Electricity Prices

**Numeric and Symbolic Convex Programming for Polynomial Optimization 1 **(Invited Session, organized by Victor Magron)

Victor Magron, Marcelo Forets and Didier Henrion - Semidefinite Characterization of Invariant Measures for Polynomial Systems

Milan Korda, Didier Henrion and Colin Jones - Convergence rates of moment-sum-of-squares hierarchies for optimal control problems

Simone Naldi and Daniel Plaumann - Exact Algorithms: from Semidefinite to Hyperbolic Programming - Part I, Part II,

**Operational Research - Lot sizing**

Christophe Rapine, Bernard Penz, Céline Gicquel and Ayse Akbalik - Polynomial time algorithms for the lot-sizing problem under energy constraints

Franco Quezada, Céline Gicquel and Safia Kedad-Sidhoum - Stochastic lot-sizing for remanufacturing: a multi-stage stochastic integer

programming approach

Nabil Absi, Christian Artigues, Safia Kedad-Sidhoum, Sandra Ulrich Ngueveu and Omar Saadi - Complexity Analysis of Lot-Sizing Models for Energy Management

**Combinatorial optimization and Mathematical Programming**

Yann Briheche, Frederic Barbaresco, Fouad Bennis and Damien Chablat - Reduction methods for grid cover problem used in radar

applications

Viet Hung Nguyen and Paul Weng - An Efficient Primal-Dual Algorithm for Fair Combinatorial Optimization Problems

Youcef Magnouche, Ali Ridha Mahjoub and Sébastien Martin - The multi-terminal vertex separator problem

###### 16:15 - 17:45

#####
**Optimal control of PDEs and related fields 2** (invited Session, organized by Axel Kroener and Hasnaa Zidani)

Daria Ghilli and Karl Kunisch - Theory and numerical practice for optimization problems involving lp-functionals, with p in (0,1]

Soheil Hajian, Michael Hintermüller and Caroline Löbhard - A function space based solution method with space-time adaptivity for

parabolic optimal control problems with state constraints

Denis Arzelier, Mioara M. Joldes, Aude Rondepierre and Romain Serra - Computing fuel optimal impulsive maneuvers for collision

avoidance : an approach by chance-constrained optimization

**Semidefinite Programming and applications**

Michal Kocvara - Numerical tools for very large scale topology optimization

Assalé Adjé and Pierre-Loïc Garoche - Semi-Definite Programs for Discrete-time Piecewise Affine Systems

Arnaud Lazare, Sourour Elloumi and Amélie Lambert - Optimisation globale de programmes polynomiaux en variables binaires

**Game Theory 2** (invited Session, organized by Miquel Oliu-Barton, on behalf of GdR Jeux)

Bruno Ziliotto and Miquel Oliu-Barton - Constant payoff in zero-sum stochastic games

Lorenzo Bastianello and Marco Licalzi - The probability to reach an agreement as a foundation for axiomatic bargaining

**Game Theory 3**

Wei Zhao, Yang Sun and Junjie Zhou - Optimal bridge players among separated networks

**Optimization and Statistics** (oriented towards applications)

Arnaud Cadas and Ana Busic - An online disaggregation algorithm and its application to demand control

Michel Barlaud, Jean-Baptiste Caillau and Cyprien Gilet - Clustering with feature selection in biology

Adrien Spagnol, Rodolphe Le Riche, Sébastien Da Veiga and Olivier Roustant - Global sensitivity analysis for optimization with variable selection

**Bilevel optimisation** (Equilibrium and Decentralization)

Léonard von Niederhäusern, Didier Aussel and Luce Brotcorne - A trilevel pricing model for demand side management

Jérôme De Boeck, Martine Labbé, Patrice Marcotte, Étienne Marcotte and Gilles Savard - Dynamic programming approach for bidding problems on day-ahead markets

Luce Brotcorne, Fabio D’Andreagiovanni, Jérôme De Boeck and Bernard Fortz - Unit Commitment under Market Equilibrium Constraints

**Batteries in the future energy system**

Maxime Grangereau and Emmanuel Gobet - Optimal management under uncertainty of microgrid equipped with PV panels and battery: resolution using McKean-FBSDE

Ana Busic, Md Umar Hashmi and Sean Meyn - Distributed control of a fleet of batteries

**Numeric and Symbolic Convex Programming for Polynomial Optimization 2 **(Invited Session, organized by Victor Magron)

Didier Henrion, Mohab Safey El Din and Éric Schost - Polynomial optimization tools for answering connectivity queries in real algebraic sets

Timo de Wolff, Sadik Iliman and Mareike Dressler - A New Approach to Nonnegativity and Polynomial Optimization

**Operational Research – Stochastic Optimization**

Jesús Rodriguez, Miguel Anjos, Pascal Côté and Guy Desaulniers - New Formulations for Generator Maintenance Scheduling in Hydropower Systems - Part I, Part II, Part III,

Thibault Séjourné, Samitha Samaranayake and Siddhartha Banerjee - Estimating the Loss of Efficiency due to Competition in Mobility on Demand Markets

Benjamin Lacroix, John McCall and Jérôme Lonchampt - Using non-parametric statistical tests to compare solutions in evolutionary framework for maintenance schedule optimisation

**Unit Commitment . Shortest constrained paths**

Markus Kruber, Axel Parmentier and Pascal Benchimol - Resource constrained shortest path algorithm for EDF short-term thermal

production planning problem

Wim Van Ackooij, Claudia D’Ambrosio, Leo Liberti, Raouia Taktak, Dimitri Thomopulos and Sonia Toubaline- Shortest Path Problem variants for the Hydro Unit Commitment Problem

Rodolphe Griset, Pascale Bendotti, Boris Detienne, Hugo Gevret, Marc Porcheron, Halil Sen and François Vanderbeck - Nuclear Power Plant Outage Planning: combining Dantzig-Wolfe and Benders decomposition to solve a large-scale

industrial stochastic problem