Stochastic Programming

Vorlesung

 

Website is in preparation!!!

Lectures: Prof. Dr. Raymond Hemmecke
Exercises: Silvia Lindner

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

News

  • date and time for the inspection of the resit (Einsichtnahme): 23.04.2012, 14:00 - 15:00, room 02.04.059

  • Important information for the resit: non-programmable calculators are allowed!!
  • date and time for the resit (written exam): 11.04.2012, 11:00 - 12:00, room 02.04.011

  • date and time for the inspection of the exam (Einsichtnahme): 12.03.2012, 11:00 - 12:00, room 02.04.059

  • Important information for the written exam: non-programmable calculators are allowed!!
  • Final date and time for exam: Interims HS 2 on February 28th, 11:00 - 12:00
  • Exam: The exam will take place on February 28th and will be a written exam of 1h. Room and time, tba.

  • Corrected version of Exercise sheet 6 is online.
  • Exercise sheet 6 is online. This is the last official Exercise sheet. The Exercise class on February 1st will contain some repetition.

  • Exercise sheet 4 requires fundamental knowledge from linear programming, such as "duality" and the "simplex method".
  • Exercise sheet 3 is online.

  • New reference to book on stochastic programming, including a link on it.
  • Benders' decomposition: Last year's script from combinatorial optimization.

  • Exercise sheet 2 is online.
  • Slight corrections on exercise sheet 1 and selected solutions are online
  • Exercise sheet 1 is online.
  • Late registration for exercise is open. If there are too many registrations a second exercise class will be opened.
  • New room for lectures: MI 02.04.011 !
  • No exercise classes on Oct 19th, 2011. First exercise classes on Oct 26th, 2011 and then every second week.
  • Registration for the exercises classes: Wednesday 19.10.2011, 18:00 to Friday 21.10.2011, 23:59. If there are too many registrations a second exercise class will be opened.

Dates of lectures/exercise classes and office hours

  day time room teacher/tutor dates
Lectures Monday 12:00 - 14:00 MI 02.04.011 Prof. Dr. Raymond Hemmecke  
Exercises Wednesday 12:00 - 13:30 MI 00.08.059 Silvia Lindner next exercises: 9.11., 23.11., 7.12., 21.12., 18.1.2012, 1.2.2012

Person Office hours (during semester)
Raymond Hemmecke by appointment
Silvia Lindner nach Vereinbarung

Lecture notes

distributed by email.

date file notes

Exercises

The exercise sheets will be published online at least a day bevor 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
26.10.2011 Ex sheet1 corrected exercise sheet; solution files to exercise 1.1 and 1.4: 1.2,1.3; see software.
9.11.2011 Ex sheet2 Exercise 2.2 and 2.3 -> Ex sheet 3.
23.11.2011 Ex sheet3 Exercise 3.4 is based on Benders' decomposition; see News.
7.12.2011 Ex sheet4 Ex sheet4: Sol. for questions, please contact Silvia Lindner
21.12.2011 Ex sheet5
18.1.2012 Ex sheet6

Exam

Details TBA.

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) 

-- SilviaLindner - 19 Oct 2011