PGMO Course 2019

  • January 14-15, 2019 - " A VU-point of view of nonsmooth optimization "

 

Claudia SAGASTIZABAL (Unicamp, Brazil) - Ensta

Abstract

 

Slide 1 Slide 2

 

 

PGMO Course 2019

 

  • March 20-21, 2019 - STOCHASTIC PROGRAMMING

 

Alexander SHAPIRO (Georgia Tech) - Ecole Polytechnique

Biography

 

Summary of the lecture

Optimization problems involving stochastic models occur in many areas of of science and engineering. These lectures are aimed at presenting theoretical foundations and recent advances in theory and applications of the stochastic programming approach to  such problems. In particular we discuss modeling questions, computational complexity of solving static and multistage stochastic problems, risk averse and distributionally robust approaches and some popular numerical algorithms.