Welington Oliveira's homepage 
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About me
Welington Oliveira is a Postdoctoral Fellow in applied mathematics at IMPA (Brazil).
Before, he has been a postdoctoral fellow at
INRIA Rhône-Alpes (France), where he has worked in collaboration with
Claude Lemaréchal .
His research focuses mostly on optimization.
It includes:
- Stochastic Optimization
- Non-Differentiable Optimization
- Stochastic Process
- Bundle Methods
- Level Methods
- Power Systems Optimization
Office: Room 307
Instituto Nacional de Matemática Pura e Aplicada - IMPA
Rua Dona Castorina 110, 22460-320
Rio de Janeiro, Brazil.
E-mail: wlo@impa.br
Education:
- D.Sc.: Systems Engineering and Computer Science (Optimization), Federal University of Rio de Janeiro - UFRJ/COPPE/PESC, 2011
- Under supervision of Claudia Sagastizábal and Susana Scheimberg
- M.Sc.: Applied Mathematics (Optimization), Institute of Pure and Applied Mathematics - IMPA, 2007
- Under supervision of Claudia Sagastizábal
- Ed.: Mathematics, FAFIBE, 2003
Curriculum Vitae
CV.
[1] Optimal Scenario Reduction in Stochastic Programming. Application to Streamflows in Power Generation Planning Problems. (In portuguese).
Dissertation (Mater's in Mathematics) - Instituto Nacional de Matemática Pura e Aplicada. Série B-16-Agosto/2007. [2] Inexact Bundle Methods Applied to Stochastic Programming. (In portuguese). Ph.D Thesis - Universidade Federal do Rio de Janeiro, 2011 Dissertations
W. Oliveira
W. Oliveira.
Publications
[1] Optimal Scenario Tree Reduction for Stochastic Streamflows in Power Generation Planning Problems. Optimization Methods & Software. Volume 25 Issue 6, December 2010.
W. Oliveira, C. Sagastizábal, et al.[2] Inexact Bundle Methods for Two-Stage Stochastic Programming. SIAM Journal on Optimization, v. 21, p. 517-544, 2011.
W. Oliveira, C. Sagastizábal, and Susana Scheimberg.[3] Level Bundle Methods for Oracles with On-demand Accuracy. Preprint. Submitted for publication to J. Mathematical Programming, 2012.
W. Oliveira and C. Sagastizábal.
Talks (selected)
- Método de Feixes Proximal Inexato Aplicado à Programação Linear Estocástica em Dois Estágios. 27o Colóquio Brasileiro de Matemática. IMPA, Rio de Janeiro, 27 a 31 de julho de 2009. Resumo. Apresentação .
- An Inexact Bundle Method for Two-stage Linear Stochastic Programming. 20th International Symposium on Mathematical Programming. Chicago, August 23-28, 2009. Abstract. Presentation.
- Método de Feixes Proximal Inexato Aplicado à Programação Estocástica. (Exame de qualificação) Apresentação.
- Partly Inexact Cuts in Two-Stage Stochastic Linear Programs. 12th International Conference on Stochastic Programming. Halifax, August 16-20, 2010.
- Método de Feixes Inexatos Aplicados à Programação Estocástica. (Tese de doutorado). Apresentação
- Partly Inexact Bundle Methods for Two-Stage Stochastic Linear Programing. SIAM Conference on Optimization. Darmstadt, Germany, May 16-19, 2011. Presentation.