Thursday Morning, October 26

Optimization Theory and Algorithms

8:30 On Numerical Approximation of Non-Convex Variational Problems Using Stochastic Optimization Algorithm
Aurelija Trgo and Noel J. Walkington, Carnegie Mellon University

8:45 An Extended Decomposition Through Formalization in Product Spaces
Alvaro R. DePierro, State University of Campinas, Brazil

9:00 Recent Advances in a Parallel Algorithm for Multiple Objective Linear Programs
Alok Aurovillian, Malgorzata M. Wiecek and Hong Zhang, Clemson University

9:15 A Numerical Algorithm for the Optimal Decision on Asset/Liability Management
Lijia Guo, Ohio State University, Columbia

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