Basic Stochastic Programming Course Solutions

Assignment 1, from the first video lecture. Note that I will use Julia for my computational experiments, which is open source like Octave, but better suited for optimization than either Matlab or Octave. Both the JuMP.jl and Convex.jl packages would work well for this assignment, but I’ve used JuMP.

A write-up of the in-class exercises from Video Lecture 6: Solutions