Stochastic Programming (MA5505)
|News||Dates of lectures/exercise classes and office hours||Lecture notes||Exercises||Exercise sheets||Exam||Software||Literature|
- 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
|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 notesdistributed by email.
ExercisesThe 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.
|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.|
- SCIP Optimization Suite: ZIMPL, SoPlex, SCIP (both for windows and linux)
- 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)