UW-Madison Stochastic Programming Short Course, August 3rd-4th, 2017
Note: Access to this page is restricted to registered participants. 
Questions: Contact Victor Zavala [link

Agenda
Thursday, August 3rd
08:30 am - 10:00 am: Intro Probability Theory and Optimization
10:00 am - 10:15 am: Break
10:15 am - 11:45 am: Two-Stage Formulations
11:45 am - 01:30 pm: Lunch at Steenbocks
01:30 pm - 03:00 pm: Risk Metrics and Probabilistic Constraints
03:00 pm - 03:30 pm: Break
03:30 pm - 05:00 pm: Julia Tutorial (Modeling)
05:00 pm - 06:30 pm: Walk and Drinks at Wisconsin Union Terrace 
06:30 pm -                  : Dinner 

Friday, August 4th
08:30 am - 10:00 am: Multi-Stage and Multi-Objective Formulations
10:00 am - 10:15 am: Break
10:15 am - 11:15 am: Algorithms for Continuous Formulations
11:15 am - 12:30 pm: Lunch at Steenbocks
12:30 pm - 01:30 pm: Algorithms for Mixed-Integer Formulations
01:30 pm - 01:45 pm: Break
01:45 pm - 03:00 pm: Julia Tutorial  (Solvers)
03:00 pm  -                 : Adjourn

Registered Participants 
Genentech, P&G, UW-Madison, Carnegie-Mellon

Logistics
Short Course Location: UW-Madison Campus, Wisconsin Institutes for Discovery Building [link].
Recommended Hotels: Buckingham Inn [link], DoubleTree [link], Union South [link], Hotel Red [link], Hilton [link]
Parking: Engineering Parking Ramp [link], Union South Garage [link]
Meals: Refreshments (coffee, soda, cookies) will be provided during course.  
             Breakfast on your own. Expenses not covered.
             Group will get together to have lunch and dinner on Thursday 4th and lunch on Friday 5th. Expenses not covered. 

Slides 
 [link]

Pre-Survey [link]

Julia Scripts
All scripts can be downloaded from https://github.com/zavalab/JuliaBox.git (under UWMadison2017 folder)

JuliaBox Instructions 
1. Go to https://juliabox.com  and log in using your Gmail account (this is safe, the server is hosted by Google)
2. Go to Sync Tab and add https://github.com/zavalab/JuliaBox.git in Git Clone URL field. Click on down arrow to synchronize.
3. Go to IJulia Tab and go to JuliaBox > UWMadison2017 folder 
4. To test: 
    - Open jump_example.ipynb notebook file  under UWMadison2017/stochprog. 
    - In the options tab, click Kernel>Change Kernel>Julia 0.5.1 (this changes to the current  version of Julia)
    - In the options tab, click on Cell>Run All  (this runs the notebook)
Note: If you have any questions, please contact Jordan Jalving. E-mail: jalving@wisc.edu