Scheduled presentations:

• Stochastic gradient with least-squares control variates for smooth stochastic optimization problems
  *F. Nobile (EPFL), M. Raviola (EPFL)
• A Sequential Bayesian Approach to Sparse Gaussian Process Quantile Optimization: Application to Hydrofoil Design
  *H. Nicolas (Inria, École polytechnique, IP Paris), O. Le Maître (CNRS, École polytechnique, IP Paris)
• Adaptive Surrogate Modeling for PDE-Constrained Optimization Under Uncertainty
  *B. Chen (Sandia National Laboratories), D. Kouri (Sandia National Laboratories)
• Risk-Averse Design Optimization via Tail-Region Correction of a Multi-fidelity DD-GPCE Surrogate Model
  *G. Lee (Hanyang University), D. Lee (Hanyang University)
• Adaptive Pilot Sampling for Multi-Fidelity Stochastic Optimization with Applications to Optimal Experimental Design
  T. Coons (University of Michigan), A. Jivani (University of Michigan), *X. Huan (University of Michigan)
• Reducing Computational Cost in Reservoir Management: A Multi-Fidelity Approach for Optimization Under Geological Uncertainty
  H. Costa (Federal University of Pernambuco - UFPE), *S. Bastos Afonso (Federal University of Pernambuco - UFPE), R. Willmersdorf (Federal University of Pernambuco - UFPE)