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Stochastic Programming (MA5505)

Vorlesung

 

Lectures: Raymond Hemmecke
Exercises: Wei Huang

News Dates of lectures/exercise classes and office hours Lecture notes Exercises Exercise sheets Exam Software Literature

News

  • Computational exercise sheet 1 is online.
  • Exercise sheet 4 is online.
  • Solution of exercise sheet 2 and exercise sheet 3 are online.
  • There will be only exercise (no lecture) taking place on April 23, 2014.
  • Exercise sheet 2 is online.
  • Exercise sheet 1 is online.
  • First exercise is on April 09, 2014, after the lecture. Room will be announced in the lecture. There will be a tutorial of using SCIP Optimization Suite for the computational exercises. Please bring your laptop if it is possible.

Dates of lectures/exercise classes and office hours

  day time room teacher/tutor dates comment
Lectures Wednesday 14:00 - 16:00 MI 02.04.011 Raymond Hemmecke    
Exercises Wednesday 16:00 - 18:00 MI 02.06.020 Wei Huang next exercises: April 09, April 23, May 07, May 28, June 11, June 25, July 09  

Person Office hours (during semester)
Raymond Hemmecke by appointment
Wei Huang by appointment

Lecture notes

distributed by email.

Exercises

The exercise sheets will be published online at least a day before the excercise classes take place. They contain tutorial exercises which are worked on during the exercises and which should be prepared for by repeating the necessary parts of the lectures.

Exercise sheets

date file notes
09.04.2014 Ex sheet1 examples of ZIMPL (see software) files for Model1 and Model2. Solutions of e1.1, e1.2 and e1.3
23.04.2014 Ex sheet2 Solutions of e2.1, e2.2 and e2.3 can be found here.
12.05.2014 Ex sheet3  
03.06.2014 Ex sheet4  
13.06.2014 Computational sheet1  

Exam

Software

Literature

  • J. R. Birge and F. Louveaux. Introduction to Stochastic Programming. Springer. 2nd. 2011
  • A. Shapiro, D. Dentcheva and A. Ruszczynski. Lectures on Stochastic Programming: Modeling and Theory. SIAM, Philadelphia. 2009 (link to book) 

-- RaymondHemmecke - 02 Apr 2014

Research Unit M9


Department of Mathematics
Boltzmannstraße 3
85748 Garching b. München
Germany
phone:+49 89 289-16858
fax:+49 089 289-16859
sekretariat-m9ma.tum.de

Professors

Prof. Dr. Peter Gritzmann
Applied Geometry and Discrete Mathematics

Prof. Dr. Andreas S. Schulz
Mathematics of Operations Research
(affiliated member of M9)

Prof. Dr. Stefan Weltge
Discrete Mathematics

News

April 2018
Case Studies 2018: Save the date: Case Studies poster presentation on May 25th, 2018, final workshop on July 7th, 2018.