Curso: "Analytic Solutions in Management"11 July 2011
Curso: "Time Series for Macroeconomics and Finance"18 July 2011
El curso “Management Science Optimization Modeling with SAS/OR” se impartirá del 12 al 14 de julio en la Universidad Politécnica de Cataluña (UPC) en Barcelona en el marco de la Summer School 2011 del Master Interuniversitario en Estadística e Investigación de la UPC y de la Universidad de Barcelona.
Datos importantes del curso:
- Título: Management Science Optimization Modeling with SAS/OR
- Impartido por: F. Javier Heredia y Cristina Corchero
- Idioma: Castellano
- Duración: 10 horas
- Fechas y horarios: 12 al 14 de julio de 2011, de 15.30 a 19.30h (día 12) y de 15.30 a 18:30h (días 13 y 14)
- Fechas de matrícula: 14 de junio al 3 de julio de 2011
- Precios: Ver la página web de la Summer School
- Página web del curso
- Objetivo del curso: Management science (MS), is an interdisciplinary branch of applied mathematics, engineering and sciences that uses various scientific research-based principles, strategies, and analytical methods including mathematical modeling, optimization, statistics and algorithms to improve an organization’s ability to enact rational and meaningful management decisions. The discipline is typically concerned with maximizing profit, assembly line performance, crop yield, bandwidth, etc or minimizing expenses, loss, risk, etc. The practice of MS research can be done on three levels:
- A fundamental level that study the mathematical and computational properties of the probability and optimization models and algorithms
- A modeling level that builds models, gathers data, and analyzes them mathematically,
- An application level, just as any other engineering discipline that has strong aspirations to make a practical impact in the real world.
This course is focused on the second level. In particular, we will explore the possibilities of the SAS/OR package to implement and solve some optimization models that are in the core of the so called Analytic Consulting which represents the application of the MS methodology to the consulting activity. Although commonly considered as software for data management, SAS also includes through his SAS/OR package (OR for Operations Research) a broad list of procedures to implement and solve any kind of optimization problems. The course will give basic skills to the participants for the efficiency formulation, implementation, solution and analysis of several management science optimization problems with SAS/OR.
- Contenido del curso: Each one of the three sessions of this course will present a case study of increasing difficulty that will be modeled and solved with the procedures of the SAS/OR system. In the last part of each session the participants will have the opportunity of put into practice the concepts and methods worked out in the session through a series of guided lab exercises.
- Session 1: Optimization modeling and the SAS/OR system. Introduction to optimization modeling: production scheduling problem, electricity market optimization,… Introduction to the SAS/OR system: the SAS/OR’s algebraic modeling language and optimization procedures. Practice.
- Session 2: Linear optimization models. Case study: modelization of the Stochasticity and multiperiod issues. LP optimization with SAS. Post-optimal analysis: local, global and parametric analysis. Practice.
- Session 3: Integer and nonlinear optimization models. Case study: modelization of the nonlinearities, fixed costs and logic conditions. Integer optimization with SAS. Nonlinear optimization with SAS. Practice