Large-Scale Stochastic Optimization

Catalog description

Credits 3. 3 Lecture Hours. Introduction to models, theory and computational methods for large-scale stochastic optimization including decomposition-coordination algorithms for stochastic programming such as generalized Benders decomposition and resource-price directive methods; emphasis on practical algorithm implementation and computational experimentation. Prerequisites: ISEN 620 or ISEN 622 , STAT 610 and CSCE 602 or approval of instructor.