Course on "Introduction to Chance Constrained Optimization and Applications"

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Luxembourg Institute of Science and Technology (LIST) - March 17th - 9:00am - 4:00pm

Optimization is one of the most important tools for solving problems of almost all disciplines. However, any optimization problem has some uncertainties. Therefore, it is necessary to develop stochastic optimization approaches which consider these uncertainties and, as a result, provide optimal as well as reliable solutions. A well-known method in this scope is called chance constrained optimization (CCOPT) which we have studied more than 20 years. In this short-course, fundamentals of CCOPT will be introduced. Solution approaches to linear, nonlinear and dynamic optimization problems under uncertainty will be presented and some industrial applications discussed.


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  • Co-sponsored by Luxembourg National Research Fund (FNR). Luxembourg Institute of Science and Technology (LIST)
  • Starts 22 February 2023 06:30 AM UTC
  • Ends 16 March 2023 04:00 PM UTC
  • No Admission Charge

  Speakers

Prof. Pu Li Prof. Pu Li of Ilmenau University of Technology

Topic:

Introduction to Chance Constrained Optimization and Applications

Biography:

Dr. Pu Li is a full Professor and the Chair of Process Optimization Group of the Institute of Automation and Systems Engineering at TU Ilmenau, Germany. He is also a consulting professor at the Fraunhofer Institute of Optronics, System Technologies and Image Exploitation (IOSB). Prof. Li's research contributions and professional activities are in the fields of process systems engineering, in particular in the development of computational optimization approaches like dynamic optimization, optimization under uncertainty, real-time optimization of complex systems. His application areas include chemical, biological, energy, and water systems as well as autonomous driving.

Email:

Address:Ilmenau University of Technology - Computer Science and Automation Faculty , Institute for Automation and Systems Engineering - Process Optimization Group, Ilmenau, Germany, 98693




Agenda

· 9:00-9:15h – Welcome, speaker introduction and tutorial presentation

· 9:15-9:30h – Presentation of the FNR INTER ECHO project

· 9:30-10:15h – Introduction to chance-constrained optimization and applications

· 10:15-10:30h – Coffee break

· 10:30-11:15h – Basic concepts of optimization under uncertainty

· 11:15-12:00h – Analysis of uncertainties

· 12:00-13:00h – Lunch break

· 13:00-13:45h – Chance-constrained optimization of linear systems

· 13:45-14:30h – Chance-constrained optimization of nonlinear systems

· 14:30-14:45h – Coffee break

· 14:45-15:30h – Inner-outer approximation approach to chance-constrained optimization

· 15:30-16:00h – Answering selected questions and wrapping up


Prof. Pu Li - Chair of Process Optimization Group of the Institute of Automation and Systems Engineering at TU Ilmenau, Germany