UW-Madison Stochastic Programming Short Course, June 20th-21st, 2018 Questions: Contact Victor Zavala [link] Agenda Wednesday, June 20th 08:30 am - 10:00 am: Basics on Probability Theory, Statistics, 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 01:30 pm - 03:00 pm: Risk Metrics and Probabilistic Constraints 03:00 pm - 03:30 pm: Break 03:30 pm - 05:00 pm: Multi-Objective Formulations and Conflict Resolution Thursday, June 21st 08:30 am - 10:00 am: Algorithms and Tools (Continuous) 10:00 am - 10:15 am: Break 10:15 am - 11:45 am: Algorithms and Tools (Mixed-Integer) 11:45 am - 12:45 pm: Lunch 12:45 pm - 01:30 pm: Advanced Applications (Supply Chain, Inventory, Control, Estimation) 01:30 pm - 01:45 pm: Break 01:45 pm - 03:00 pm: Advanced Topics (Inference Analysis, Multi-Stage Formulations) 03:00 pm - : Adjourn 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 the JuliaBox web server. Logistics Short Course Location: UW-Madison Campus, Engineering Hall EH2261 (desktop computers are available in this room but feel free to bring your laptop). JuliaBox [link] |
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