Stochastic Programming Short Course, December 5th-6th, 2018 Questions: Victor Zavala [link] Agenda: Wednesday, Dec 5th 01:00 pm - 02:30 pm: Basics on Probability, Two-Stage Formulations, Value of SP, Inference 02:30 pm - 02:45 pm: Break 02:45 pm - 04:00 pm: Risk Measures and Chance Constraints Thursday, Dec 6th 08:00 am - 09:30 am: Stochastic Dominance, Conflict Resolution, Pareto Optimality 09:30 am - 09:45 am: Break 09:45 am - 11:30 am: Algorithms and Tools (Continuous) 11:30 am - 12:30 pm: Lunch 12:30 pm - 01:30 pm: Overview of High-Performance Computing Architectures by Dan Negrut 01:30 pm - 01:45 pm: Break 01:45 pm - 03:30 pm: Algorithms and Tools (Mixed-Integer) Important: - The course involves lectures that are mixed with computational experiments in the Julia programming language. - Please bring a laptop with a web browser other than Internet Explorer (e.g., Safari, Firefox, Chrome). - Electronic copies of the slides will be made available. - Printed copies of the slides and a notepad will be provided during the workshop. Short Course Location: Engineering Centers Building 1045 [link] Participating Institutions: Argonne National Laboratory Illinois Institute of Technology Purdue University University of Michigan University of Minnesota University of Wisconsin |
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