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 break
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