**November 8-9, 2016 at EDF'Lab Paris Saclay**

#### Invited speakers (plenary talks November 8th)

**Giuseppe Calafiore**(Politecnico di Torino) : " Foundations and Recent Developments in Scenario Optimization "**Mérouane Debbah**(Huawei) : "Random Matrices for Engineering 5G"**Patrick Jaillet**(MIT) : "Online Optimization for Dynamic Matching Markets"**Claire Mathieu**(ENS) : "The average diameter of social networks "**Michel Prenat**(Thales Optronique) : « Thales Optronique : Optimization and related Data Analysis Problems »

See abstracts below

Download Book of Abstracts

Download PGMO Presentation 2016

#### PGMO Days plenary talks abstracts

Giuseppe Calafiore (Politechnico di Turino)

“Foundations and Recent Developments in Scenario Optimization”

*Scenario optimization has become a standard tool for tackling many robust design problems that are difficult to attack via standard, deterministic worst-case methods. In scenario design, a standard convex optimization problem with N randomly sampled constraints (the “scenarios”) is solved, and the scenario theory guarantees that the resulting solution is robust in a probabilistic sense against future realizations of the uncertainty. In this talk we will give an overview of the foundations of scenario optimization theory, and also discuss some recent developments and applications.*

Mérouane Debbah (Huawei)

"Random Matrices for Engineering 5G"

*The asymptotic behavior of the eigenvalues of large random matrices has been extensively studied since the fifties. One of the first related result was the work of Eugène Wigner in 1955 who remarked that the eigenvalue distribution of a standard Gaussian hermitian matrix converges to a deterministic probability distribution called the semi-‐circular law when the dimensions of the matrix converge to infinity. Since that time, the study of the eigenvalue distribution of random matrices has triggered numerous works, in the theoretical physics as well as probability theory communities. However, as far as communications systems are concerned, until the mid 90's, intensive simulations were thought to be the only technique to get some insight on how communications behave with many parameters. All this changed in 2000 when large system analysis based on random matrix theory was discovered as an appropriate tool to gain intuitive insight into communication systems. In particular, the self-‐averaging effect of random matrices was shown to be able to capture the parameters of interest of communication schemes. Since then, the results led to very active research in many fields such as MIMO systems or Ultra-‐Dense Networks. This talk is intended to give a comprehensive overview of random matrices and their application to the latest design of 5G Networks.*

Patrick Jaillet (MIT)

"Online Optimization for Dynamic Matching Markets"

*There are many situations in which present actions must be made and resources allocated with incomplete knowledge of the future. It is not clear in this setting how to measure the quality of a proposed decision strategy. Online optimization compares the performance of a strategy that operates with no knowledge of the future (on-line) with the performance of an optimal strategy that has complete knowledge of the future (off-line). In some cases some probabilistic information about the future may be available. In this talk, we provide an overview of results obtained from that perspective on problems arising from dynamic matching markets such as (i) online auctions, (ii) display advertisements, and (iii) kidney exchange programs.*

Claire Mathieu (ENS)

"The average diameter of social networks "

*"The friends of my friends are my friends". This well-known observation underlies a probabilistic model of social networks. With that model, one may explain the small world phenomenon: if one considers two a priori unrelated persons, in reality they can be related to each other by a short chain of friends. In a variant of the forest fire model, it is possible to prove this phenomenon rigorously.*

Michel PRENAT (Thales Optronique)

"Thales Optronique : Optimization and related Data Analysis Problems"

*Thales Optronique SAS, part of Thales, is a leading company in the fields of optronic systems for defense applications (land, naval, airborne) and civil applications (high power lasers dedicated to scientific research and industrial processes), and radiofrequency systems for missile electronics applications. After a review of the applications and related skills, we show some optimization stakes in the fields of complex systems design, complex automatic functions, real time heterogeneous embedded computers, interface with the human operator, maintenance policy, databases acquisition. Some of these problems are a little bit more developed, showing a strong interaction between optimization and data analysis and processing.*

#### PGMO Days, Nov. 8 Program

Welcome coffee (starting at 08:30)

09:00 Introduction by Jean-Paul CHABARD (Scientific Director EDF R&D) and Pierre Pansu (FMJH)

09:20 Scientific Conference by Mérouane Debbah (Huawei)

10:10 PGMO PhD prize ceremony part 1

10:20 PhD Prize : talk 1 by Pauline Sarrabezolles

10:50 Coffee Break

11:20 Scientific conference by Giuseppe Calafiore (Politecnico di Torino) - Slides presentation

12:10 Industrial conference by Michel Prenat - Thales Optronique

Lunch / Coffee (13:00 — 14:30)

14:30 Scientific conference by Claire Mathieu (ENS) - Slides presentation

15:20 Scientific conference by Patrick Jaillet (MIT) - Slides presentation

16:10 Coffee Break

16:40 PGMO PhD prize ceremony part 2

16:45 PGMO PhD Prize : talk 2 by Bruno Ziliotto

17:15 Review of the PGMO program, and of the IROE and IRSDI research initiatives, by Stéphane Gaubert, Gilles Stoltz, Sandrine Charousset,

Georges Hébrail and Michel Prenat.

*Breaks will be the opportunity for discussion around posters describing the activities of PGMO projects.*

* ** *

#### PGMO Days, Nov. 9 Program

Download PGMODAYS 2016 - Book of Abstracts

**9:00 / 10:30**

Amphithéâtre 1 : Mean Field Games (invited Session, organized by Daniela Tonon)

Daniela Tonon - On the variational formulation of some Mean field game systems - Slides Presentation

Yves Achdou - A Mean Field Equilibrium as a Model for Mining Industries

Luis Briceño-Arias, Dante Kalise, Francisco José Silva Alvarez - Proximal methods to solve stationary mean field game systems with local couplings - invited session on mean field games

Room A140 : Decomposition methods

Halil Sen, Boris Detienne, Ruslan Sadykov, Francois Vanderbeck - Revisiting Benders decomposition

Shahin Gelareh - BENMIP-- A Generic Benders Decomposition Solver: Challenges and Progress - Slides Presentation

Kostas Tavlaridis-Gyparakis, Antonio Frangioni - SMS++: a Structured Modeling System with Application in Energy Optimization

Amphithéâtre 2 : Optimization, Games and Renewable Energy (OGRE1) (invited Session, organized by Michel De Lara)

Michel De Lara - Charting optimization problems with multiple agents and information - Slides Presentation

El-Ghazali Talbi - A Multiobjective Evolutionary Algorithm for Household Appliances Scheduling - Slides Presentation

Yezekael Hayel - Efficient Coupled Energy-Transport Management for Smart Cities

Room A139 : OR1-Graphs and Optimization(Invited Session, organized by Marie-Christine Costa, Sourour Elloumi)

Axel Parmentier - Lower bounds in resource constrained shortest path algorithms

Viet Hung Nguyen, Paul Weng - Efficient algorithm for fair perfect matching

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

Room A116 : Large Scale Optimization and Statistics 1

Vianney Perchet, Francis Bach - Highly-Smooth Zero-th Order Online Optimization - Slides Presentation

Dmitry Ostrovsky, Anatoli Juditsky, Zaid Harchaoui - Adaptive filtering by convex optimization - Slides Presentation

Rémy Degenne, Vianney Perchet - Combinatorial semi-bandit with known covariance

Room 128 : Control 1

Dario Prandi - Neuro-geometry of vision and applications to image processing

Jean-Baptiste Caillau, Jean-Baptiste Pomet, Jeremy Rouot - Averaging for minimum time control problems and applications - Slides Presentation

Achille Sassi, Hasnaa Zidani, Jean-Baptiste Caillau, Emmanuel Trélat, Max Cerf - Kernel Density Estimation applied to the chance-constrained Goddard problem

**11:00 / 12:30**

Amphithéâtre 1 : Games 1 (Invited Session of GdR "Théorie des jeux", organized by Guillaume Vigeral)

Rida Laraki - Acyclic Gambling Games - Slides Presentation

Saeed Hadikhanloo - Learning in Anonymous Games with Actions in Banach Spaces: Application in First Order Mean Field Games

Panayotis Mertikopoulos, Yannick Viossat - Imitation dynamics with payoff shocks

Room A140 : Industrial applications (Invited Session, organized by Sandrine Charousset)

Eric Gourdin - Location and routing problems in modern telecommunication networks

Mathieu Leconte, Ioannis Steiakogioannakis, Georgios Paschos - Distributed multi-commodity routing optimization in Software-Defined Networks Slides Presentation

Bayram Kaddour, Olivier Beaude - Enedis strategic planning

Amphithéâtre 2 : Optimization, Games and Renewable Energy (OGRE2) (Invited Session, organized by Michel de Lara)

Bernardo Pagnoncelli, Tito Homem-De-Mello, Rodrigo Carrasco, Mailyng Carrasco - Microgrid energy management with renewables and storage

Didier Aussel, Anton Svensson - Multi-leader-follower-games: a state of art of applications to energy problems and of their (global vs local) reformulations

Luce Brotcorne, Léonard von Niederhäusern - Energy Pricing Problems for Demand side and Revenue Management - Slides Presentation

Room A139 : OR2-Mathematical programming in Energy (Invited Session, organized by Marie-Christine Costa, Sourour Elloumi)

Sandra Ulrich Ngueveu - Piecewise linear bounding of energy conversion functions and resulting MILP-based solution methods - Slides Presentation

Thomas Ridremont, Cédric Bentz, Marie-Christine Costa, Pierre-Louis Poirion - Mixed-integer Bilevel programs for designing robust networks. An application to wind power collection. Slides Presentation

Pierre-Louis Poirion, Cédric Bentz, Marie-Christine Costa, Thomas Ridremont, Camille Zakhour - Optimal design of a robust wind-farm under power constraints.

Room A116 : Large Scale Optimization and Statistics 2

Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon - Gap Safe Screening Rules for Sparse-Group Lasso - Slides Presentation

Emilio Carrizosa, Amaya Nogales Gómez, Dolores Romero Morales - Clustering categories in support vector machines - Slides Presentation

Quoc Tran-Dinh, Olivier Fercoq, Volkan Cevher - A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Minimization

Slides Presentation

Room A128 : Semidefinite programming (Invited Session, organized by Xavier Allamigeon)

Didier Henrion, Simone Naldi and Mohab Safey El Din - Exact Algorithms for Linear Matrix Inequalities

Hamza Fawzi - Semidefinite programming lifts and sparse sums of squares - Slides Presentation

Xavier Allamigeon, Stephane Gaubert, Mateusz Skomra - Solving Generic Nonarchimedean Semidefinite Programs using Stochastic Game Algorithms

**13:45 - 15:15**

Amphithéâtre 1 : Games2 (Invited Session of GdR "Théorie des jeux", organized by Guillaume Vigeral)

Marie Laclau, Frédéric Koessler, Tristan Tomala - Competitive Information Design - Slides Presentation

Stefano Lovo - Markov Perfect Equilibria in Stochastic Revision Games - Slides Presentation

Sylvain Sorin - Limit value of dynamic zero-sum games with vanishing stage duration

Room A140 : Numerical methods for optimal transport (Invited Session, organized by Quentin Mérigot)

Jean-Marie Mirebeau - Monotone and consistent discretizations of diffusion PDEs using Obtuse Superbases

Marco Cuturi - Algorithmic Wasserstein Distances and Applications to Histogram Regression

Boris Thibert - Semi-discrete optimal transport and applications in non-imaging optics

Amphithéâtre 2 : Energy1

Claudia Sagastizábal, Wim van Ackooij, Rene Henrion, Alexander Kruger, Michel Thera,Welington de Oliveira - Bilevel Models for Unit Commitment with Demand-Side Management

Fabio D'Andreagiovanni, Giovanni Felici, Fabrizio Lacalandra - Zero-price Energy Offering by (Multiband) Robust Optimization

Mahbubeh Habibian, Golbon Zakeri, Anthony Downward, Miguel Anjos, Michael Ferris - Co-optimization of Demand Response and Reserve Offers

Room A139 : OR3 - Combinatorial Optimization (Invited Session, organized by Marie-Christine Costa and Sourour Elloumi)

Bruno Escoffier - Reoptimization algorithms for combinatorial problems - Slides Presentation

Guillaume Sagnol, Thibaut Sauvage - A Completely-positive representation of the cone of flow matrices - Slides Presentation

Spyros Angelopoulos, Christoph Dürr, Thomas Lidbetter - The expanding search ratio of a graph - Slides Presentation

Room A116 : Black-Box optimization

Benjamin Doerr, Carola Doerr, Timo Kötzing - Optimizing Multi-Valued Decision Variables with Evolutionary Algorithms - Slides Presentation

Anne Auger - Revisiting the Benchmarking of Derivative Free Optimization Algorithms

Carola Doerr, Johannes Lengler - Cost of Elitist Selection in Discrete Black-Box Optimization - Slides Presentation

Room A128 : Icode (Invited Session of the Institute for Control and Decision of the Idex Paris Saclay, organized by Yacine Chitour)

Paolo Mason - Optimal control methods for the stability of switched systems - Slides Presentation

Antoine Girard - Robust controllers for nonlinear systems with performance guarantees: an approach based on discrete abstractions.

Frédéric Jean - Inverse Optimal control: the sub-riemannian case - Slides Presentation

**15:45 - 17:45**

Amphithéâtre 1 : Games and Probabilities

Rene Henrion, Wim van Ackooij, Pedro Perez Aros - Aspects of Nonsmoothness for Gaussian Probability Functions - Slides Presentation

Piernicola Bettiol - Differential Games confined to path-wise constraints

Charles Bertucci - Optimal stopping in mean field games

Room A140 : OR 5

Margaux Nattaf, Christian Artigues, Pierre Lopez - An exact method for a continuous scheduling problem with concave efficiency functions

Slides Presentation

Stephane Chretien, Nathalie Herr, Jean-Marc Nicod, Christophe Varnier - Scheduling independent parallel machines with convex programming

Stephane Chretien, Paul Clarkson, Alistair Forbes - A convex relaxation of the optimal sensor placement problem in power grids

Jia Liu, Immanuel Bomze, Abdel Lisser, Jianqiang Cheng, Peter Dickinson - New formulations, relaxations and penalisations for mixed binary Qps

Amphithéâtre 2 : Energy Management and economic valuation (Invited Session, organized by Jean-Philippe Chancellier)

Teemu Pennanen - Asset valuation and optimal investment - Slides Presentation

François Pacaud - Optimization of a district microgrid

Tristan Rigaut - Energy Efficiency Investment and Management for Subway Stations

Amphithéâtre 2 : Energy 2 (17h15-17h45)

Rodolphe Griset - Nuclear Power Plant Outage Planning : an exact optimization approach to test robustness to demand variations and power plant availability

Room A139 : OR4 - Robust and bilevel optimization (Invited Session, organized by Marie-Christine Costa and Sourour Elloumi)

Pierre-Louis Poirion, Sonia Toubaline, Claudia D'Ambrosio, Leo Liberti - On the Binary Bilevel Problem

Dritan Nace, Akli Fundo, David Savourey, Fatjon Gjata - The robust flight level assignment problem - Slides Presentation

Céline Gicquel, Safia Kedad-Sidhoum, Quan Vu - A multi-stage stochastic programming approach for remanufacturing planning under uncertainty

Slides Presentation

Matteo Fischetti, Ivana Ljubic, Michele Monaci, Markus Sinnl - Interdiction Games and Monotonicity - Slides Presentation

Room A116 : Tropical methods (Invited Session, organized by Xavier Allamigeon)

Anne Bouillard - Computing optimal worst-case performance bounds with Network Calculus

Laure Daviaud - About the description of functions computed by max-plus automata

Marianne Akian, Mustapha Bouhtou, Jean Bernard Eytard, Stéphane Gaubert - Price incentives in mobile networks: a tropical approach

Room A116 : Applications (17h15-17h45)

Bayarbaatar Amgalan - An integrated method for uncovering key effects on cancer-activated multi-dimensional network - Slides Presentation

Room A128 : Control 2

Dominikus Noll - Robust control for mixed system uncertainty - Slides Presentation

Philippe Mahey, Jonas Koko, Arnaud Lenoir, Luc Marchand - Information relaxation and spatial decomposition of a stochastic optimal control problem

Francisco José Silva Alvarez, Joseph Frédéric Bonnans, Justina Gianatti - On the convergence of discrete optimal controls

Michael Orieux, Jean Baptiste Caillau, Jacques Féjoz - Problème de transfert en temps optimal - Slides Presentation