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.

 Week

Date

 Topic

 Reading

 Assignments

Notices and Dues

Notes

 1

03/05

1. Course Organization

 Lecture Note

 

 

 

 2

03/12

2. Introduction of Stochastic Programming : Recourse model

 Lecture Note

 

 

[Reference 1]

3

03/19

3. Recourse Model with discrete scenarios

 Lecture Note

 

 

[Code]

 4

03/26

4. Newsvendor model - Unconstraint Continuous Case

5. Production model - Constraint Continous Case

Lecture Note

     

 5

04/02

  6. Dual cone, Normal Con and Tangential Cone      

 

6

04/09

 7. Duality and KKT Condition

     

[Reference 5]

7

04/16

 8. Dynamic Programming

9.Multistage Stochstic Programming

 

 

 

 

 7

04/23

Midterm Exam (I) 

 

 

 

 

 8

04/30

Midterm Exam (II)

       

 9

05/07

Reading day

       

 10

 05/14

10.Parallel and Decomposition method

     

[Link]

 11

 05/21

Reading day

       

12

 05/28

11.L-shaped Function

     

[Link]

13

 06/04

  Special Seminar

(Brain Computer Interface)

       

 14

  06/11

12.Sample Average Approxiamtion

       

 15

  06/18

Final Exam

  

 

 

[Final Exam]