ITESM Stochastic Programming Short Course, Nov 27th - 29th, 2018 Questions: Contact Victor Zavala [link] Agenda Tuesday, Nov 27th 08:00 am - 8:30 am: Introduction, JuliaBox Set-Up 08:30 am - 10:30 am: Basics on Probability Theory, Statistics, and Optimization 10:30 am - 11:00 am: Break 11:00 am - 1:00 pm: Two-Stage Formulations 01:00 pm - : Discussion/Questions Wednesday, Nov 28th 08:00 am - 10:00 am: Risk Metrics, Probabilistic Constraints, Flexibility 10:00 am - 10:30 am: Break 10:30 am - 11:30 am: Multi-Objective Formulations and Conflict Resolution 11:30 am - 01:00 pm: Inference Analysis, Multi-Stage Formulations 01:00 pm - : Discussion/Questions Thursday, Nov 29th 08:00 am - 10:30 am: Algorithms and Tools (Continuous) 10:30 am - 11:00 am: Break 11:00 am - 1:00 pm: Algorithms and Tools (Mixed-Integer) 01:00 pm - : Discussion/Questions 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 are available here [link] - Printed copies of the slides and a notepad will be provided during the workshop. Short Course Location: ITESM, Edificio CEDES, 11vo piso, Sala 3 |