AACIMP 2011 Operational Research


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AACIMP 2011 Operational Research

  1. 1. VI Summer School“Achievements and Applicationsof Contemporary Informatics, Mathematics and Physics”(AACIMP-2011)<br />Introductory lectures in OR-stream<br />August 8-19, 2011<br />Kyiv, Ukraine<br />
  2. 2. General points<br />AACIMP<br />OR-stream<br /><ul><li>Room: </li></ul>40(2), build. 1<br /><ul><li>Hours in stream:</li></ul>49 h<br /><ul><li>Code in booklet</li></ul>OR-xx<br /><ul><li>Lecture duration</li></ul>50 min<br /><ul><li>Break duration</li></ul>10 min<br />
  3. 3. History of the stream at AACIMP<br />AACIMP<br />OR-stream<br />
  4. 4. Stream overview<br />AACIMP<br />OR-stream<br />The stream “Operational Research” is focused on such part of OR as game theory and experimental economy. Also some courses will be devoted to the finance and social systems.<br />Lectures and workshops will be presented mostly by leading European scientists, members of The Association of European Operational Research Societies (EURO).<br />
  5. 5. Program overview<br />
  6. 6. Main concepts of the program<br />OR-stream program<br />AACIMP-2010<br /><ul><li>Actuality and novelty
  7. 7. Diversity
  8. 8. Quality</li></ul>of topics, fields, approaches,teaching methods, studying etc.<br />
  9. 9. Stream structure<br />OR-stream program<br />Courses<br />OR-01 Financial Mathematics (12 h)<br />OR-02 Data Mining and Knowledge Discovery in Large Databases (8 h)<br />OR-03 Cooperative Game Theory and Operations Research Games (8 h)<br />OR-04 Evolutionary Games (9 h)<br />OR-05 New Concepts and Ideas for Modeling in Operational Research (3 h)<br />OR-06 Industrial Organization (3 h)<br />Lectures<br />OR-07 Integer and Combinatorial Optimization (2 h)<br />OR-08 Lipschitz Global Optimization (2 h)<br />OR-09 Clique Relaxation Models in Networks: Theory, Algorithms, and Applications (2 h)<br />
  10. 10. Stream schedule<br />OR-stream program<br />OR-07<br />OR-02<br />OR-01<br />OR-03<br />OR-08<br />OR-03<br />OR-09<br />OR-06<br />OR-05<br />OR-04<br />
  11. 11. Financial Mathematics<br />OR-01<br />08.08-10.08<br />Tutor<br />Gerhard-Wilhelm WeberD.Sc., professor<br />Institute of Applied Mathematics, Middle East Technical University, Turkey<br />E-mail: gweber@metu.edu.tr<br />Course overview<br />This course is an overview of main ideas of stochastic approach to financial analysis and prediction and use of contemporary operations research methods in problems of financial decision-making.<br />
  12. 12. Data Mining and Knowledge Discovery in Large Databases<br />OR-02<br />12.08-13.08<br />Tutor<br />Erik Kropat<br />Ph.D., Doctor of mathematics<br />Institute for Theoretical Computer Science, Mathematics and Operations Research, Germany<br />E-mail: erik.kropat@unibw.de<br />Course overview<br />This course discusses the principle concepts from statistical data mining required for extracting patterns and conclusions from very large observational data sets. We present the main ideas in the field of clustering and classification and discuss its implications for data driven modeling and complex decision support. <br />
  13. 13. Cooperative Game Theory and Operations Research Games<br />OR-03<br />13.08-16.08<br />Tutor<br />ZeynepAlparslan-Gok<br />Doctor of mathematics, assistant professor<br />Faculty of Arts and Sciences, Department of Mathematics, SuleymanDemirel University, Turkey<br />E-mail: zeynepalparslan@yahoo.com <br />Course overview<br />The course enables its students to learn the basic concepts of Cooperative Game Theory and its applications to Operations Research Games. We aim to provide a background and understanding of the main ideas underlying this theory and shows how it can be used to understand economic, social, political phenomena. <br />
  14. 14. Evolutionary Games<br />OR-04<br />15.08-17.08<br />Tutor<br />Alexander Vasin Doctor of physics and mathematics, professor<br />Operations Research Department, Lomonosov Moscow State University, Russia<br />E-mail: vasin@cs.msu.su <br />Course overview<br />The course discusses basic concepts of the evolutionary game theory and provides a survey of the most important applications to modeling of economic behavior. Models of endogenous formation of payoff functions are considered as well. <br />
  15. 15. New Concepts and Ideas for Modeling in Operational Research<br />OR-05<br />19.08<br />Tutor<br />Alexander MakarenkoDoctor of physics and mathematics, professor<br />Institute for applied system analysis of NTUU KPI, Ukraine<br />E-mail:makalex@i.com.ua <br />Course overview<br />The course proposes the review of existing modeling and simulation methods, their development prospects, their influence on the decision making and their role in the future. Also the problems of verification and acceptance of results by leaders are considered. <br />
  16. 16. Industrial Organization<br />OR-06<br />19.08<br />Tutor<br />Vasyl Gorbachuk<br />Doctor of  Mathematical Cybernetics, professor<br />Cybernetics Institute; NTUU KPI;Kyiv MohylaAcademy, Ukraine<br />E-mail:   GorbachukVasyl@netscape.net <br />Course overview<br />This course introduces to students basic principles and distinctive features of Industrial Organization . Special attention will be focused on analysis of the acquisition and use of market power by firms, strategic interactions among firms, and the role of government policy. <br />
  17. 17. Clique Relaxation Models in Networks: Theory, Algorithms, and Applications<br />OR-07<br />11.08<br />Tutor<br />Sergiy Butenko<br />Ph.D. in Industrial and Systems Engineering<br />Department of Industrial and Systems Engineering, Texas A&M University, USA<br />E-mail:   butenko@tamu.edu <br />Lecture overview<br />This lecture discusses the origins of clique relaxation concepts and provides a brief overview of recent developments in theory behind them, algorithms for solving the corresponding optimization problems, and selected real-life applications of the models of interest.<br />
  18. 18. Integer and Combinatorial Optimization<br />OR-08<br />11.08<br />Tutor<br />Oleg Prokopyev<br />PhD in Industrial and Systems Engineering<br />Department of Industrial Engineering, University of Pittsburgh, USA<br />E-mail:  droleg@pitt.edu <br />Lecture overview<br />The lecture will cover standard approaches used for formulating and solving linear as well as some classes of nonlinear integer programs. We will also overview several well-known applications of integer and combinatorial optimization.<br />
  19. 19. Lipschitz Global Optimization<br />OR-09<br />17.08<br />Tutor<br />Yaroslav Sergeyev<br />Doctor of Physics and Mathematics, professor<br />University of Calabria, Rende (CS), Italy and N.I. Lobachevski Nizhni Novgorod State University, Russia<br />E-mail:   yaro@si.deis.unical.it <br />Lecture overview<br />The lecture is devoted to questions concerning the development of theory and numerical methods for solving a wide range of tasks of Lipschitz global optimization (the problems of testing of these methods are also considered.<br />
  20. 20. Organizational issues<br />
  21. 21. Main places<br />AACIMP<br />Organizational issues<br />Center (Khreshchatyk)<br />230, 249, 433<br />Stadium “Olympic”<br />189, 199, 411, 427<br />Railway Station<br />465<br />Destinations: <br />
  22. 22. KPI main building<br />AACIMP<br />Organizational issues<br />Daily (except Sunday) from 9:30 to 18:00 participants and tutors may visit the Lounge-room (7), where they can find free access to Wi-Fi, water and tea. <br />The Chart of Ideas — stand for ideas, comments, suggestions of participants and tutors is also there.<br />
  23. 23. Accommodation and Meals<br />AACIMP<br />Organizational issues<br />Restaurant “DomashniaKuhnia” <br />Address:<br />31 Prospect Peremogy<br />Time of a breakfast: 9:00-9:45<br />Time of a lunch: 13:00-14:00<br />Time of a dinner will be changeable and will be announced beforehand by the organizers.<br />Students’ Hostel <br />Address:<br />146 Borshchahivs’ka str.<br />Entrance is permitted till 23:00 and guest visits till 22:00 <br />
  24. 24. Social events<br />AACIMP<br />Organizational issues<br />
  25. 25. General rules<br />AACIMP<br />Organizational issues<br /><ul><li>According to the Ukrainian law it is forbidden to smoke and drink alcohol in public places.
  26. 26. In case of any damage caused to the property of NTUU “KPI” reimbursement of such damages is accomplished at the expense of a person, who had caused that damage.
  27. 27. Organizing Committee is not responsible for any injury, loss of expensive things, documents or unpredicted expenses incurred during the Summer School.
  28. 28. The badge serves as the admission to lectures, actions and places of residence.
  29. 29. Feel free to contact organizing committee for additional informational for example, a code Wi-Fi access in a students’ hostel and in the main building.</li></li></ul><li>Organizing committee<br />AACIMP<br />Organizational issues<br />Stream coordinator <br />OksanaDziuba<br />Contacts:<br />+38(068) 3868249<br />summerschool@ssa.org.ua<br />Responsible for a work with participants – Karina Yermolina<br />Responsible for a work with tutors – BohgdanPukalsky<br />Technical support – BohgdanDolynchuk<br />Student Science Association<br />Room 299(15), build.#1<br />+38(044) 454 9243<br />+38(096) 623 7423<br />
  30. 30. Thank you for attention.<br />Questions?<br />E-mail: summerschool@ssa.org.ua<br />Web-site: summerschool.ssa.org.ua<br />