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.
- You do not need to install any software, all tools will be available via JuliaBox [link].
- 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