uwmadison2018

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).

Slides [link]

JuliaBox [link]