TP-CIRM

You will find here the files for the practical session of the Interface course Stochastic Optimization for Large-Scale Systems

The practical work

You can download the files from this repository (use the green button on the top right) and run them from the jupyter notebooks (Help for IJulia). Installation instruction are given at the end of this description.

First practical session (Monday afternoon)

• JuMPCrashcourse (very simple tutoriel to start working with notebooks, julia and JuMP)
• Newsvendor is the first practical work

Second practical session (Tuesday Morning)

• flower-girl question 1 and 2

Third practical session (Tuesday Afternoon)

• flower-girl question 4 and 5

Fourth practical session (Thursday Morning)

• SDDP

Installing Julia

Linux

You can either install Julia from your package manager or

1. Download the code
2. Unzip the files somewhere
3. Make a symbolic link e.g. sudo ln -s ~/julia/julia-1.2.0-linux-x86_64/julia-1.2.0/bin/julia /usr/local/bin/julia (Warning : adress should be absolute, not relative)

You can now run julia from the terminal simply calling julia

Then you need to install some package from the julia prompt

1. enter ]
2. add IJulia JuMP GLPK
3. precompile
4. build IJulia
5. Ctrl - C
6. using IJulia
7. notebook(detached=true)

Windows

1. Download the code
2. double click and follow instructions
3. launch julia and enter ]
4. update
5. add IJulia JuMP GLPK
6. precompile
7. build IJulia
8. Ctrl - C
9. using IJulia
10. notebook(detached=true)