Giovanni Pantuso
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
Primary fields of research
Operations Research methods for optimization under uncertainty and particularly Stochastic Programming: Modeling of decision problems, risk control, solution methods for large-scale problems. Applications to transportation, particularly shared mobility and sports analytics.
Teaching
I am currently teaching the following two courses in operations research.
Applied Operations Research (Block 1)
This course provides students basic knowledge and skills to work on practical optimization problems. Particluarly, the course will provide students with hands-on experience on optimization software such as Gurobi or Cplex and their advanced Python or Java interfaces. The students will learn how to implement advanced solution methods such Benders and Dantzig-Wolfe decomposition. During the course the students will immediately apply their skills on practical problems in e.g., finance, logistics, energy.
Advanced Operations Research: Stochastic Programming (Block 4)
The course provides an introduction to the theory and practice of Stochastic Programming. After introducing the different modeling alternative for optimization problems under uncertainty, the course illustrates the underlying theoretical results and, finally, exploits the theory to lay the foundation about scenario generation and the solution methods.
For prospect master students
Students interested in writing a master thesis in operations research are welcome to contact me personally. Both theoretical/methodological and applied topics are possible. Applications are possible to e.g., logistics, energy systems, sports. However, the topic is always tailor-made to the interests of the students.
ID: 143264072
Most downloads
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308
downloads
Generalized Partial Benders Decomposition of Two Stage Stochastic Programs
Research output: Working paper › Preprint › Research
Published -
200
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Optimal charging and repositioning of electric vehicles in a free-floating carsharing system
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
131
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Risk control in maritime shipping investments
Research output: Contribution to journal › Journal article › Research › peer-review
Published