This is part of the optimization modeling portion of CAPD's short course. Module E is taught by Nikolaos Sahinidis.

Schedule

8:30 a.m. - 10:00 a.m.

  • Applications of Global Optimization
  • Building Blocks of Global Optimization Algorithms
  • Branch and Bound Algorithms for Global NLP and MINLP

10:15 a.m. - 12:00 p.m.

  • Separable and Factorable Programming Techniques
  • Range Reduction Techniques
  • Branch and Reduce Algorithm (BARON)

1:00 p.m. - 3:00 p.m.

  • Applications of branch-and-reduce
  • BARON global optimization system
  • Stochastic Linear Programming
  • Decomposition and Sampling Algorithms
  • Stochastic Integer Programming
  • Planning the Supply Chain under Uncertainty
  • Probabilistic and Fuzzy Programming
  • Robust Optimization
  • Portfolio Optimization

3:30 p.m. - 5:30 p.m.

  • GAMS Workshop

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