| Weekly Schedule and Class Notes |
- Lecture notes : all notes will be posted in this section.
- It is your responsibility to download, print and bring the notes to the class. Notes will be available 24 hours before each class.
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Week |
Date |
Topic |
Reading |
Assignments |
Notices and Dues |
Notes |
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1 |
03/05 |
1. Course Organization |
Lecture Note |
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2 |
03/12 |
2. Introduction of Stochastic Programming : Recourse model |
Lecture Note |
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3 |
03/19 |
3. Recourse Model with discrete scenarios |
Lecture Note |
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[Code] |
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4 |
03/26 |
4. Newsvendor model - Unconstraint Continuous Case 5. Production model - Constraint Continous Case |
Lecture Note |
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5 |
04/02 |
6. Dual cone, Normal Con and Tangential Cone |
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6 |
04/09 |
7. Duality and KKT Condition |
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7 |
04/16 |
8. Dynamic Programming 9.Multistage Stochstic Programming |
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7 |
04/23 |
Midterm Exam (I) |
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8 |
04/30 |
Midterm Exam (II) |
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9 |
05/07 |
Reading day |
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10 |
05/14 |
10.Parallel and Decomposition method |
[Link] |
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11 |
05/21 |
Reading day |
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12 |
05/28 |
11.L-shaped Function |
[Link] |
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13 |
06/04 |
Special Seminar (Brain Computer Interface) |
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14 |
06/11 |
12.Sample Average Approxiamtion |
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15 |
06/18 |
Final Exam |
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