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| Academic Year |
2023/2024 |
| Name |
Dott. - MI (1380) Ingegneria dell'Informazione / Information Technology |
| Programme Year |
1 |
| ID Code |
061652 |
| Course Title |
ROBUST OPTIMIZATION |
| Course Type |
MONO-DISCIPLINARY COURSE |
| Credits (CFU / ECTS) |
5.0 |
| Course Description |
Lecture: Why do robust optimization ? (1.5 hours)
Lecture: Convex optimization (1.5 hour)
Lecture: Robust Linear Programming (3 hours)
Exercise: Deriving the reformulation of a robust LP (1 hour)
Lecture: Uncertainty set design (3 hours)
Lab: Implementing a robust linear program in Python (1 hour)
Lecture: Adjustable Robust Linear Programming (4 hours)
Lab: Implementing an adjustable robust linear program in Python (2 hour)
Lecture: Robust Non-linear programming (2 hours)
Lecture: Globalized Robust Optimization (1 hour)
Exercise: Deriving the reformulation of a robust NLP (1 hour)
Lecture: Distributionally robust optimization (3 hours)
Exercise: Deriving the reformulation of a distributionally robust optimization problem (1 hour) |
| Scientific-Disciplinary Sector (SSD)
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Alphabetical group
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Name
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Teaching Assignment Details
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From (included)
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To (excluded)
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A
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ZZZZ
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Jabali Ola, Delage Erick Hans
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