Workshop on Robust Optimization (12w2154)

Arriving in Banff, Alberta on Friday, May 25 and departing Sunday May 27, 2012


Zhaosong Lu (Simon Fraser University)
Yuriy Zinchenko (University of Calgary)


The first objective of the workshop is to give a guided overview of the most recent developments in robust optimization, including modeling techniques, computational challenges, methods, and various robust optimization applications. This will be achieved by bringing together a group of leading researchers in the field in a format of intense and focused research oriented workshop; presently the field of robust optimization is too novel to offer a large stand-alone conference on the subject, thus a shorter workshop-type event appears to be much better suited.

In our opinion, the workshop is proposed in a timely manner and is of importance, as nowadays risk became a considerable concern in many practical applications of optimization, e.g., in finance, and many practitioners need to be better educated about the modeling and algorithmic capabilities of this newly emerging field. This second educational outreach objective will be partially achieved by inviting more practitioners to participate in the event and by dissipating workshop slides through electronic media – a mechanism already provided by the Banff International Research Station.

This workshop will expose its participants to recent developments and new challenges in the area, and thus will help to advance further research and better decision making in practice. By bringing together both the researchers in the area and practitioners we aim to achieve our third objective of identifying a set of strategic directions for the development of the field, driven by both the theory and practical needs. Therefore, we consider it relevant to the successful future of the discipline from both the theoretical and applied points of view.