MS-E2191 - Graduate Seminar on Operations Research (V) D, Lecture, 9.9.2022-2.12.2022
This course space end date is set to 02.12.2022 Search Courses: MS-E2191
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Week Date Session Topic Presenter Opponents Recommended references 36 9.9.2022 S0 Intro Fabricio Oliveira - - 37 16.9.2022 S1 Two-stage stochastic programming Iivo Metsa-Eerola Oona Oinonen Birge & Louveaux (1997, sections 1.1, 4.1, 4.2), Higle (2005), Conejo et al. (2010, Chapter 2) Linus Antell S2 Multi-stage stochastic programming Linus Antell Andrea Lyly Birge & Louveaux (1997, sections 1.1, 4.1, 4.2), Higle (2005), Ruszczynski and Shapiro (2003, Chapter 1, Section 3) Iiro Tynnila 38 23.9.2022 S3 Sample average approximation Iiro Tynnila Miio Taarna Wai-Kei et al. (1999), Kleywegt et al. (2001), Linderoth et al. (2006) Eljas Toepfer S4 Scenario generation Oskari Moykkynen Iiro Tynnila Conejo et al. (2010, Chapter 3), Kaut and Wallace (2003), Kaut (2021) Oona Oinonen 39 30.9.2022 S5 Applications (S1 - S4) Oona Oinonen Katri Haapalinna Oliveira and Hamacher (2013), Oliveira et al. (2016) Iivo Metsa-Eerola S6 Risk measures Katri Haapalinna Iivo Metsa-Eerola Conejo et. Al (2010, Chapter 4), Uryasev and Rockafellar (2003), Homem-de-mello and Pagnoncelli (2016) Oskari Moykkynen 40 7.10.2022 S7 Chance constraints Jarkko Jalovaara Oskari Moykkynen Charnes and Coopers (1959), Prekopa (2003), Luedtke and Ahmed (2008), Luedtke et al. (2010) Katri
Haapalinna- - - - - - 41 14.10.2022 S9 L-Shaped method Andrea Lyly Paula Weller Van Slyke and Wets (1969), Birge and Louveaux (1988), Birge and Louveaux (1997, Chapter 5, sections 5.1-5.13) Jarkko Jalovaara S10 Stochastic dual dynamic programming Aman Agha Linus Antell Pereira and Pinto (1991), Dowson (2020), Dowson and Kapelevich (2021) Andrea Lyly 42 No class - - - - 43 28.10.2022 S11 Dual decomposition Eljas Toepfer Aman Agha Carøe and Schultz (1999), Lubin et al. (2013) Paula Weller S12 Progressive hedging Miio Taarna Jarkko Jalovaara Rockafellar and Wets (1991), Boyd et al. (2011, Chapters 1-3), Watson and Woodruff (2011) Joonas Riekkinen 44 4.11.2022 S14 Robust optimisation Joonas Riekkinen Eljas Toepfer Mulvey et al. (1994), Ben-Tal et al. (2009), Bertsimas and Sim (2004) Aman Agha S15 Adjustable robust optimisation Paula Weller Joonas Riekkinen Ben-Tal et al. (2004), Zeng and Zhao (2013) Miio Taarna 45 11.11.2022 - - - - - - 46 18.11.2022 - Deadline notes submission - - - 47 25.11.2022 - - - - - 48 2.12.2022 - Deadline feedback submission - - -