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VI SUMMER SCHOOL “ACHIEVEMENTS AND APPLICATIONS OF CONTEMPORARY INFORMATICS, MATHEMATICS AND PHYSICS” (AACIMP-2011) Introductory lectures in OR-stream August 8-19, 2011 Kyiv, Ukraine

AACIMP 2011 Operational Research

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Page 1: AACIMP 2011 Operational Research

VI SUMMER SCHOOL“ACHIEVEMENTS AND APPLICATIONSOF CONTEMPORARY INFORMATICS, MATHEMATICS AND PHYSICS”(AACIMP-2011)

Introductory lectures in OR-streamAugust 8-19, 2011Kyiv, Ukraine

Page 2: AACIMP 2011 Operational Research

AACIMPGENERAL POINTSOR-stream

Room:

40(2), build. 1 Hours in stream:

49 h Code in booklet

OR-xx Lecture duration

50 min Break duration

10 min

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AACIMPHISTORY OF THE STREAM AT AACIMPOR-stream

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AACIMPSTREAM OVERVIEWOR-stream

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.

Lectures and workshops will be presented mostly by leading European scientists, members of The Association of European Operational Research Societies (EURO).

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Program overview

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Actuality and novelty Diversity Quality

of topics, fields, approaches,teaching methods, studying etc.

AACIMP-2010

MAIN CONCEPTS OF THE PROGRAMOR-stream program

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STREAM STRUCTUREOR-stream program

CoursesOR-01 Financial Mathematics (12 h)OR-02 Data Mining and Knowledge Discovery in

Large Databases (8 h)OR-03 Cooperative Game Theory and Operations

Research Games (8 h)OR-04 Evolutionary Games (9 h)OR-05 New Concepts and Ideas for Modeling in Operational

Research (3 h)OR-06 Industrial Organization (3 h)

LecturesOR-07 Integer and Combinatorial Optimization (2 h)OR-08 Lipschitz Global Optimization (2 h)OR-09 Clique Relaxation Models in Networks: Theory, Algorithms,

and Applications (2 h)

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STREAM SCHEDULE

Mon Tue Wed Thu Fri Sat

08.08-13.08

15.08-20.08

OR-01 OR-07

OR-08

OR-02

OR-03

OR-03

OR-04

OR-09 OR-06OR-05

OR-stream program

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FINANCIAL MATHEMATICSOR-01

Tutor

Gerhard-Wilhelm WeberD.Sc., professorInstitute of Applied Mathematics, Middle East Technical University, TurkeyE-mail: [email protected]

Course overviewThis 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.

08.08-10.08

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DATA MINING AND KNOWLEDGE DISCOVERY IN LARGE DATABASESOR-02

Tutor

Erik KropatPh.D., Doctor of mathematicsInstitute for Theoretical Computer Science, Mathematics and Operations Research, GermanyE-mail: [email protected]

Course overviewThis 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.

12.08-13.08

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COOPERATIVE GAME THEORY AND OPERATIONS RESEARCH GAMESOR-03

Tutor

Zeynep Alparslan-GokDoctor of mathematics, assistant professorFaculty of Arts and Sciences, Department of Mathematics, Suleyman Demirel University, TurkeyE-mail: [email protected]

Course overviewThe 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.

13.08-16.08

Page 12: AACIMP 2011 Operational Research

EVOLUTIONARY GAMESOR-04

Tutor

Alexander Vasin Doctor of physics and mathematics, professorOperations Research Department, Lomonosov Moscow State University, Russia

E-mail: [email protected]

Course overviewThe 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.

15.08-17.08

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NEW CONCEPTS AND IDEAS FOR MODELING IN OPERATIONAL RESEARCHOR-05

Tutor

Alexander MakarenkoDoctor of physics and mathematics, professorInstitute for applied system analysis of NTUU KPI, Ukraine

E-mail: [email protected]

Course overviewThe 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.

19.08

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INDUSTRIAL ORGANIZATIONOR-06

Tutor

Vasyl GorbachukDoctor of Mathematical Cybernetics, professorCybernetics Institute; NTUU KPI;Kyiv Mohyla Academy, Ukraine

E-mail: [email protected]

Course overviewThis 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.

19.08

Page 15: AACIMP 2011 Operational Research

CLIQUE RELAXATION MODELS IN NETWORKS: THEORY, ALGORITHMS, AND APPLICATIONSOR-07

Tutor

Sergiy ButenkoPh.D. in Industrial and Systems EngineeringDepartment of Industrial and Systems Engineering, Texas A&M University, USA

E-mail: [email protected]

Lecture overviewThis 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.

11.08

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INTEGER AND COMBINATORIAL OPTIMIZATIONOR-08

Tutor

Oleg ProkopyevPhD in Industrial and Systems EngineeringDepartment of Industrial Engineering, University of Pittsburgh, USAE-mail: [email protected]

Lecture overviewThe 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.

11.08

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LIPSCHITZ GLOBAL OPTIMIZATIONOR-09

Tutor

Yaroslav SergeyevDoctor of Physics and Mathematics, professorUniversity of Calabria, Rende (CS), Italy and N.I. Lobachevski Nizhni Novgorod State University, Russia

E-mail: [email protected]

Lecture overviewThe 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.

17.08

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Organizational issues

Page 19: AACIMP 2011 Operational Research

AACIMPMAIN PLACESOrganizational issues

Destinations: Center (Khreshchatyk)230, 249, 433

Stadium “Olympic”189, 199, 411, 427

Railway Station465

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AACIMPKPI MAIN BUILDINGOrganizational issues

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.

The Chart of Ideas — stand for ideas, comments, suggestions of participants and tutors is also there.

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AACIMPACCOMMODATION AND MEALSOrganizational issues

Students’ Hostel Address:146 Borshchahivs’ka str.

Entrance is permitted till 23:00 and guest visits till 22:00

Restaurant “Domashnia Kuhnia” Address:31 Prospect Peremogy

Time of a breakfast: 9:00-9:45Time of a lunch: 13:00-14:00Time of a dinner will be changeable and will be announced beforehand by the organizers.

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Day Time Action Meeting place

8, Mon 16:00 Welcome Party Building №1 entrance hall

9, Tue 15:55 Museum of Kyiv Polytechnic Institute (streams: CS, SGC) Building №1 entrance hall

9, Tue 19:00 Quest The Knowledge Square

10, Wed 15:55 Museum of Kyiv Polytechnic Institute (streams: OR, NS) Building №1 entrance hall

10, Wed 18:00 Kyiv City Tour “Along the Streets of Old Rus City” / Pinchuk Art Centre Red Memorial

11, Thu 18:00 Pinchuk Art Centre / Kyiv City Tour “Along the Streets of Old Rus City” Red Memorial

12, Fri 18:00 Photo Quest Red Memorial

14, Sun 10:00 Excursion Building №1 entrance hall

15, Mon 19:00 River Tour Along the Dnipro Red Memorial

16, Tue 18:45 Kyiv City Tour 2 “Between the Upper City and Pechersk” Red Memorial

18, Thu 18:00 Sport Evening in Hydropark Red Memorial

19, Fri 15:00 Closing Ceremony Building №1 entrance hall

AACIMPSOCIAL EVENTSOrganizational issues

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AACIMPGENERAL RULESOrganizational issues

According to the Ukrainian law it is forbidden to smoke and drink alcohol in public places.

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.

Organizing Committee is not responsible for any injury, loss of expensive things, documents or unpredicted expenses incurred during the Summer School.

The badge serves as the admission to lectures, actions and places of residence.

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.

Page 24: AACIMP 2011 Operational Research

AACIMPORGANIZING COMMITTEEOrganizational issues

Responsible for a work with participants – Karina YermolinaResponsible for a work with tutors – Bohgdan PukalskyTechnical support – Bohgdan Dolynchuk

Student Science AssociationRoom 299(15), build.#1+38(044) 454 9243+38(096) 623 7423

Stream coordinator

Oksana Dziuba

Contacts:+38(068) [email protected]

Page 25: AACIMP 2011 Operational Research

Thank you for attention.

Questions?

E-mail: [email protected]: summerschool.ssa.org.ua