------------------------------------------------------------- Lettre MODE décembre 2009 Envoyez vos contributions en format simple texte à champion@univ-tln.fr avant la fin du mois. Prière d'indiquer "pour la lettre MODE" dans l'objet. L'inscription et la désinscription automatiques se font en écrivant à lettre-mode-smai-request@emath.fr et en mettant dans le sujet suivant le cas subscribe ou unsubscribe. ------------------------------------------------------------- Table des matières : -- Stages - Thèses - Postes 1- Offre de thèse CIFRE EDF 2- Announcement for Junior Visiting Programme -- Séminaires - Conférences 3- Annonces de séminaires 4- Journées SMAI-MODE 2010 5- Workshop "Convex Analysis, Optimization and Applications" on the occasion of the 65th birthday of Claude Lemaréchal 6- Joint SIMAI/SEMA Meeting 7- EUROPT Workshop on Advances in Continuous Optimization 8- Engineering Optimization (EngOpt2010) -- Parutions et journaux 9- Parution de "Moments, Positive Polynomials and Their Applications" 10- Access to all the mathematical journals' articles ------------------------------------------------------------- 1- Offre de thèse CIFRE EDF (source: Laetitia Andrieu) Sujet. Risque et optimisation pour le management d'énergies Descriptif. Le département OSIRIS (Optimisation, Simulation, Risques et Statistiques sur les marchés de l’énergie) est responsable au sein de EDF R&D de la mise au point des méthodes et outils nécessaires à l’optimisation du portefeuille d’EDF et utilisés dans les différentes directions opérationnelles du Groupe. Différentes sources de risque pèsent sur un manager d’énergies comme EDF, notamment le risque de défaillance physique et les risque financiers. La gestion de ces risques n’est actuellement pas intégrée dans la phase d’optimisation, mais elle est réalisée à posteriori sur la base de calcul d’indicateurs de risques obtenus par simulation. L’objectif de la thèse est de proposer un modèle de décision permettant d’intégrer cette gestion des risques directement dans la phase d’optimisation. Ce programme de recherche s’articulera ainsi autour de deux axes : 1. Modélisation du risque : comment intégrer des contraintes de risque dans un problème d’optimisation dynamique ? par des mesures de risque ? Par des fonctions d’utilité ? Quelles propriétés ces mesures de risque ou fonctions d’utilité doivent-elles satisfaire ? 2. Mise au point d’algorithmes de résolution et implémentation numérique : certaines contraintes de risque (contraintes en probabilité notamment) posent de sérieuses difficultés mathématiques, il s’agit donc de proposer des méthodes de résolution innovantes permettant de résoudre les problèmes formulés dans le premier axe de recherche. Ce travail de recherche s’appuiera sur deux applications d’intérêt pour EDF, à savoir la gestion de la production hydraulique d’une part (l’optimisation du placement de la production hydraulique est contrainte par le respect de certains niveaux minimum de remplissage avec une probabilité donnée) et la gestion de production sous contrainte de risques financiers d’autre part (l’optimisation de la gestion du parc de production est contrainte par des indicateurs de risques financiers de type VaR ou EaR). Contact. Laetitia Andrieu, laetitia.andrieu@edf.fr ------------------------------------------------------------- 2- Announcement for Junior Visiting Programme (source: Mariano Giaquinta) The "Centro di Ricerca Matematica Ennio De Giorgi" invites applicants for the junior visiting programme for 2010 to be performed in the academic year 2010-2011. 4 Junior Visiting positions are offered each one carrying a salary of 25.000 Euros per year. An additional grant of 2.500 Euros is also made available to invite other researchers to work with. The junior visitors can take part and benefit from all the scientific activities carried out at the Centre that include intensive periods, workshops, seminars, and of the interdisciplinary character of most of such activities. The contact with international visitors is also an opportunity. Senior mathematicians that have perspective candidates are invited to encourage them to apply. Full details about the Junior Visiting Programme 2010 and the application process can be found at: http://www.crm.sns.it/hpp/grants.html?year=2010 ------------------------------------------------------------- 3- Annonces de séminaires (sources: J. Frédéric Bonnans) Une rubrique pour signaler succinctement les séminaires ayant lieu ce mois-ci et organisés dans nos laboratoires. N'hésitez pas à l'alimenter, préférentiellement via un lien vers la page du séminaire et une liste de conférenciers, ** Séminaire Parisien d'Optimisation (Institut Henri Poincaré) http://www.ann.jussieu.fr/~plc/spo.html Lundi 14 décembre 2009: D. Bucur (Chambéry) N. Forcadel (Paris-Dauphine) ** ------------------------------------------------------------- 4- Journées SMAI-MODE 2010 (source: Samir Adly) Les journées SMAI-MODE 2010 auront lieu à Limoges le 24, 25 et 26 mars 2010. Les soumissions de résumés sont attendues pour le 15 DECEMBRE 2009. Soumettez vos travaux et incitez les doctorants à soumettre et à s'inscrire sur le site des Journées: http://www.unilim.fr/mode2010/ Les conférenciers pléniers attendus sont : Dorin Bucur (Université de Chambéry) Jean-Christophe Culioli (Air France) Moritz Diehl (Université de Louvain, Belgique) Alejandro Jofre (Université de Santiago, Chili) Olivier Ley (Université de Rennes) Jérôme Renault (Université de Toulouse 1) Le Comité d'Organisation ------------------------------------------------------------- 5- Workshop "Convex Analysis, Optimization and Applications" on the occasion of the 65th birthday of Claude Lemaréchal (source: Jérôme Malick) Les Houches (74), 5-8 janvier 2010 This workshop will be held on the occasion of the 65th birthday of Claude Lemaréchal. Its purpose is to gather researchers on the theory and practice of optimization. In the spirit of the work of Claude Lemaréchal, theory, numerical aspects and real-world applications will be considered. The areas addressed include convex programming, nonlinear programming, combinatorial optimization, and convex, nonsmooth and variational analysis. Scientific committee: ** Jean-Baptiste Hiriart-Urruty -- Université deToulouse, France ** Adrian Lewis -- Cornell University, USA ** Jérôme Malick -- CNRS, France ** Yurii Nesterov -- Louvain-la-Neuve, Belgium ** Adam Ouorou -- Orange Labs, France ** Claudia Sagastizábal -- CEPEL, Brazil Organizers: ** Florent Cadoux -- INRIA, Lab. J. Kunztmann, France ** Jérôme Malick -- CNRS, Lab. J. Kunztmann, France Participants, program and more on : http://bipop.inrialpes.fr/caoa2010/ ------------------------------------------------------------- 6- Joint SIMAI/SEMA Meeting (source: Didier Aussel) The 2010 SIMAI (Società Italiana di Matematica Applicata ed Industriale) Annual Meeting will take place in Cagliari, Italy, in June 21-25. The conference is being held jointly with SEMA (Spanish Society for Applied Mathematics / Sociedad Española de Matemática Aplicada). The goal of the conference is to provide a forum for presenting and discussing the issues and the advances in applied mathematics and applications of mathematics to industry, technology, environment, cultural heritage, biology and society as well as to promote and stimulate interdisciplinary research in applied mathematics and to foster interactions with industry. The scientific program will consists of plenary invited lectures, minisymposia, round tables, and contributed papers. Submissions: Minisymposia and contributed presentations in lecture format are invited in all areas consistent with the conference themes. Important dates:November 15, 2009: submission of minisymposium and contributed papers proposals opens: January 31, 2010: deadline for submission of minisymposium and contributed papers proposals. After the conference all participants who presented a lecture at the Conference will be invited to submit a paper for publication in the official open-access, peer-reviewed electronic journal of SIMAI, Communications in Applied and Industrial Mathematics. Information and updates: Please have a look at the conference website http://2010.simai.eu for conference information and updates. ------------------------------------------------------------- 7- EUROPT Workshop on Advances in Continuous Optimization (source: Didier Aussel) July 9-10, 2010, Aveiro, Portugal. Venue: ***** This international workshop is organized by the EURO Working Group on Continuous Optimization (EUROPT; http://www.iam.metu.edu.tr/EUROPT) as a satellite meeting before the EURO XXIV conference in Lisbon (http://www.euro2010lisbon.org/). The workshop will be hosted by the University of Aveiro, one of the best and modern universities in Portugal. Aveiro is located about 60 km to the south from Porto. The town is surrounded by a system of marshlands that run 50 km parallel to the sea and has famous channels where moliceiro boats sail. Aims and Scope: ************** This meeting continues in the line of the EUROPT workshops, the first held in 2000 in Budapest, followed by the workshops in Rotterdam in 2001, Istanbul in 2003, Rhodes in 2004, Reykjavik in 2006, Prague in 2007, and Remagen in 2009. The workshop aims to provide a forum for researchers and practitioners in continuous optimization and related fields to discuss and exchange their latest works. Topics: ****** The topics include, but are not limited to, the following: applications of continuous optimization to combinatorial problems; complexity and efficiency of optimization algorithms; convex and nonsmooth optimization; complementarity and variational problems; derivative-free optimization; global optimization; linear and nonlinear optimization; optimal control; multiobjective optimization; robust optimization; semi-definite programming; semi-infinite programming; stochastic optimization; large-scale optimization. Invited Speakers: **************** Immanuel Bomze, University of Vienna; Mirjam Dur, University of Groningen; Alexander Shapiro, Georgia Tech; Tamas Terlaky, Lehigh University; Luis Vicente, University of Coimbra; Henry Wolkowicz, University of Waterloo Important Dates: *************** Deadlines for abstract submission: May 10; Notification of acceptance: May 20; Early registration: May 31. Conference web site: http://www.europt2010.com On behalf of the organizing committee, we invite you to participate in the Workshop, giving a talk or organizing a thematic session. Domingos M. Cardoso ------------------------------------------------------------- 8- Engineering Optimization (EngOpt2010) (source: Didier Aussel) Engineering Optimization (EngOpt2010), Lisbon, Portugal, Sep 2010 We are pleased to announce that the 2nd International Conference on Engineering Optimization (EngOpt2010), would be held at Instituto Superior Técnico (IST), Lisbon, Portugal, during September 6-9, 2010. We cordially invite you to submit abstracts on optimization and its application in all areas of engineering and industry. EngOpt is a forum for Engineers, Mathematicians and Computer Scientists to share research and innovations, promoting interdisciplinary activities in all fields of Engineering Optimization. Objectives: The main objective of the EngOpt conference series (www.engopt.org) is to bring together engineers, applied mathematicians and computer scientists working on research, development and practical application of optimization methods applied to all engineering disciplines or developing essential techniques in this field. Main Topics: Engineering Design Optimization, MDO - Multidisciplinary Design Optimization, Inverse problems, Engineering Simulation Involving Optimization Techniques, Basic Numerical Techniques, Interdisciplinarity in Engineering Optimization, Efficient Analysis and Reanalysis Techniques, Practical Applications. Important dates: Deadline for abstract submission: March 5, 2010 Notification of Acceptance: April 2, 2010 Full Paper Submission: June 4, 2010 Visit the conference website at www.engopt2010.org for up-to-date information about the congress. ------------------------------------------------------------- 9- Parution de "Moments, Positive Polynomials and Their Applications" (source: jean B. Lasserre) Moments, Positive Polynomials and Their Applications" Jean B. lasserre Imperial College Press, London (2009) ISBN: 978-1-84816-445-1 et 978-1-84816-445-9 Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP). This book introduces in a unified manner a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials. In the second part, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal control, mathematical finance, multivariate integration, etc., and examples are provided for each particular application. Contents: Moments and Positive Polynomials: The Generalized Moment Problem; Nonnegative Polynomials; Moments; Algorithms for Moment Problems; Applications: Optimization over Polynomials; Systems of Polynomials Equations; Applications to Probability and Markov Chains; Application to Mathematical Finance; Applications to Control; Convex Envelope and Representation of Convex Sets; Multivariate Integration; Min-Max Problems and Nash Equilibria; Bounds on Linear PDE. Readership: Postgraduates, academics and researchers in mathematical programming, control and optimization. ------------------------------------------------------------- 10- Access to all the mathematical journals' articles (source: J. Frédéric Bonnans) 2 Months free of charge beginning the 10th of November 2009 Dear Reader , EDP Sciences ( "http://www.edpsciences.org" ) knows the importance that you attach to read quality journals in the mathematical domain. That is why we are pleased to offer you free electronic access to the following journals from the 10th November 2009 for 2 months. An international journal with selected research papers and high quality surveys www.esaim-cocv.org ( "http://www.esaim-cocv.org" ) An international journal on applied mathematics www.esaim-m2an.org ( "http://www.esaim-m2an.org" ) Original research and survey papers in theoretical and practical aspects www.esaim-ps.org ( "http://www.esaim-ps.org" ) Exploring high level pure and applied aspects of operations research www.rairo-ro.org ( "http://www.rairo-ro.org" ) An international journal exploring theoretical computer science www.rairo-ita.org ( "http://www.rairo-ita.org" ) An International Journal www.mmnp-journal.org ( "http://www.mmnp-journal.org" ) An international journal for the rapid publication of experimental and theoretical investigations related to Simulation and Multidisciplinary Optimization in all sciences and their applications www.ijsmdo.org ( "http://www.ijsmdo.org" ) Subscribe also to the e-mail alert to automatically receive an email each time new articles of these journals are published online or cited. The message contains a text version of the table of content with direct links to the articles. This service is free of charge. Best regards, Isabelle Turpin, EDP Sciences Marketing Department Manager www.edpsciences.org ( "http://www.edpsciences.org" ) ------------------------------------------------------------- Thierry Champion -- Laboratoire Imath -- Université du Sud Toulon-Var page personnelle: http://champion.univ-tln.fr