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  • AMPL Modelling Workshop: Linear & Integer Programming/Stochastic Programming

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    Apologies for cross-sending
    Dear colleagues,
    We are pleased to bring you the following workshops,
    Series: Business Applications of , Stochastic
    Programming and Portfolio Planning
    * Introduction to and its Applications: Linear & Integer
    Programming - Embedded DSS using SCRIPTING and CM ,
    16 - 17 , CARISMA, Brunel University
    * Decision Making under Uncertainty: Stochastic Programming,
    18 - 19 , CARISMA, Brunel University
    * Financial Planning Using Integer Quadratic Programming,
    20 , CARISMA, Brunel University
    The workshop series is specially designed to provide insight into the
    discipline of optimisation for a wide range of individuals such as R
    professionals, Quants, risk analysts, DSS application developers,
    consultants, and academic researchers.
    The courses will take you through all the steps of an optimisation
    project using powerful optimisation tools such as AMPL Modelling
    System, CPLEX, FortMP, FortSP and SPInE. They are most comprehensive
    and cover the latest developments in the field, with plenty of hands-on
    examples, which help you develop stochastic programming applications
    for your sector, be it financial planning, portfolio selection, supply
    chain, or energy systems planning.
    Presenters:
    Professor Gautam Mitra, Professor John Beasley, Dr. Cormac Lucas, Dr.
    Diana Roman, Mr. Christian Valente, Ms. Nilgun Canakgoz, Ms. Leela
    Mitra, Mr.Michael(Xiaochen) Sun
    Guest Presentation:
    * Scenario Generation - Hidden Markov Model
    Enza Messina, University of Milan, Italy
    * Solving Integer Stochastic Programming
    Suvrajeet Sen, University of Arizona, USA
    For further details please go to www.unicom.co.uk/optimise , either
    download brochure or email michael@unicom.co.uk for a PDF filer.
    We look forward to welcoming you to the workshops; please also make
    your colleagues/students aware of it. Thank you.
    Best Regards
    Michael

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