IE495 -- Stochastic Programming


This class is being taught by Prof. Jeff Linderoth

Introductory Material

Course Syllabus

Lecture Notes

Lecture 1 -- January 13, 2003

Lecture 2 -- January 15, 2003

Lecture 3 -- January 20, 2003

Lecture 4 -- January 22, 2003

Lecture 5 -- January 27, 2003

Lecture 6 -- January 29, 2003

Lecture 7 -- February 3, 2003

Lecture 8 -- February 5, 2003

Lecture 9 -- February 10, 2003

Lecture 10 -- February 12, 2003

Lecture 11 -- February 19, 2003

Lecture 12 -- February 24, 2003

Lecture 13 -- February 26, 2003

Lecture 14 -- March 3, 2003

Lecture 15 -- March 5, 2003

Lecture 16 -- March 17, 2003

Lecture 17 -- March 24, 2003

Lecture 18 -- March 26, 2003

Lecture 19 -- April 9, 2003

Lecture 20 -- April 14, 2003

Lecture 21 -- April 16, 2003

Lecture 22 -- April 21, 2003

Assignments

Solutions

Problem 3.2 AMPL Supplements

Problem 3.3 AMPL Supplements

Problem 4 AMPL Supplements

Problem 5 AMPL Supplements

Solutions

Problem 3.3 AMPL Files

Problem 3.5 SMPS Files

Problem 3.6 AMPL Files

AMPL Examples

Here are some examples of AMPL code that I used in class.

LShaped method example presented in class.
Monte-Carlo evaluation of Expected Recourse Function at (2,2) for our "favorite" random linear program
- Model File
- Command File

AMPL Pointers

If you are going to seriously use AMPL, the best thing to do is to lay your hands on a copy of the AMPL book. Failing that, you can get some useful information from the following sites:

little.mod little.mod little.mod