SRI - Center for Uncertainty Quantification
in Computational Science & Engineering
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KAUST UQ School 2016
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Content Details
Stochastic Programming: Formulations, Applications, and Algorithms
April 26, 2016
8:30am
Breakfast
9:00am – 10:30am
Two-Stage Formulations
Sources of Uncertainty
10:30am - 10.45am
Coffee b
reak
10:45am - 11:45am
Risk Metrics
2:30pm - 3:30pm
Sample Average Approximation
Assessing Quality of Solutions
Scenario and Variance Reduction
3:30pm - 3:45pm
Coffee break
3:45pm - 4:45pm
Multi-Stage Formulations
Scenario Trees
Multiples Objectives
Probabilistic Constraints
April 27, 2016
8:30am
Breakfast
9:00am - 10:30am
Continuous Formulations
Interior Point Solvers and Linear Algebra
Dual Decomposition
Benders and Stochastic Decomposition
10:30am - 10.45am
Coffee break
10:45am - 11:45am
Mixed-Integer Formulations
Convexification
Probabilistic Constraints
1:30pm - 3:00pm
Modeling Tools
Solver Tools
3:00pm - 3:15pm
Coffee break
3:15pm - 4:30pm
Application Types (Design, Control, Markets, Logistics)
Energy and Power
Scheduling
Network Design
No
Alexander von Humboldt
Professor Raul Tempone awarded Germany’s most endowed research award
Zaid Sawlan
Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs
Nadhir Ben Rached
Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems
SRI UQ Center
Publications
SRI UQ Annual Meeting
UQAW 2016, 5 - 10 January
Juho Häppölä
PhD thesis entitled "Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance"
Congratulations
to Dr. Abdul Lateef Haji Ali, the new Hooke fellow at Oxford University.
Soumaya ElKantassi
successfully defended her MS Thesis, April 2017
Abdul-Lateef Haji-Ali
successfully defended his PhD thesis on May 19th, 2016
KAUST UQ School 2016
Organizers: Raul Tempone - KAUST & Fabio Nobile - EPFL
MIMClib:
new open source library for UQ problems
Victor Zavala
April 25 - 27, 2016
SRI UQ Center
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in Computational Science & Engineering
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