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last update : 14/01/2016

Optimisation Series



Scope and Purpose:


* Business Applications of LP/IP Modelling

* Stochastic Programming and Robust Optimisation

* Risk and Return Analysis for Asset Allocation

Optimisation technologies have become key tools in making important business decisions that increase competitive advantage. Optimisation, through the use of mathematical models and software techniques, is used to assist organi-sations with solving their complex business problems in areas such as manufacturing, distribution, finance and scheduling. The success of optimisation projects depends on many different factors such as which modelling tools are used, integration with corporate data and the selection of the most efficient solution algorithms available for the problem. This workshop is presented in three parts and comprises theory and practical sessions.

Theory and applications of Linear and Integer Programming
Basic concepts of linear and integer programming
Formulation, solution and investigation of LP and IP models
Integration of models in decision support systems

Optimisation under uncertainty: Stochastic Programming and Robust Optimisation
Implications of time and uncertainty in optimisation
Formulation and solution of Stochastic Programming and Robust Optimisation models

Risk and return analysis for Asset Allocation
Markowitz mean-variance quadratic programming models, with real world descriptions such as buying thresholds and cardinality constraints
Efficient methods of computing the efficient frontier

Practical sessions
In this workshop, our instructors, who all have years of experience in this field, will take you through all the steps of an optimisation project using powerful optimisation tools such as the modelling language AMPL and its extension SAMPL, and the modelling system AMPLDev, together with the solvers CPLEX and FortMP.

For the full programme please download the brochure.


Benefits of Attending:


At the end of the workshop, the participants will be able to develop their own optimisation models, link them to data sources and solve the models using state-of-the-art commercial solvers. Participants will also acquire a good knowledge on how to embed optimisation mod-els into applications.

By attending this workshop you will be able to:

• Build your own optimisation applications.
• Identify the best use of optimisation techniques and how to deploy them for your purposes.
• Gain an insightful and realistic view on the use of op-timisation for business applications.
• Prepare and consolidate data from disparate sources for optimisation applications.
• Identify solving and fine-tuning requirements in your optimisation applications.


Registration Fee:


 20% Early Bird until 15 October 2013 



1 day: £575 + VAT 1 day: £150 + VAT  
2 days £1025 + VAT 2 days £275 + VAT  
3 days £1500 + VAT 3 days £400 + VAT
4 days £1750 + VAT 4 days £475 + VAT
5  days £1950 + VAT 5 days £550 + VAT  



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