Dr. Seabstiano Vitali, Ph.D. Charles University Faculty of Mathematics and Physics Department of Probability and Mathematical Statistics Sokolovská 83, Prague, Czech Republic

vitali@karlin.mff.cuni.cz

Primal Linear Problem GAMS

MATLAB material

GAMS material

Homework 2

Prima-Dual in Excel

Excel_Matlab_GAMS communication

CV@R

Homework 3

Knapsack

Knapsack - an evolution

Homework 4 - final project