
Anno Accademico 
2023/2024 
Corso di Studi 
Dott.  MI (1380) Ingegneria dell'Informazione / Information Technology 
Anno di Corso 
1 
Codice Identificativo 
061652 
Denominazione Insegnamento 
ROBUST OPTIMIZATION 
Tipo Insegnamento 
MONODISCIPLINARE 
Crediti Formativi Universitari (CFU) 
5.0 
Programma sintetico 
Celebrating 20 years of renewed and flourishing interest in the robust optimization paradigm, this course will introduce students to the means of hedging risks in large managerial decision problems where distribution assumptions cannot be made. More specifically, the students will become acquainted with the main tools that are used in the application of the robust optimization paradigm: convex theory (duality theory, saddle point theorem, KarushKuhnTucker conditions), datadriven uncertainty sets design, adjustable decision manipulation, tractable reformulation and decomposition algorithms for problems of infinite size. In addition, the course will cover a set of practical applications where the use of such tools is calledfor. Applications will be inspired from a diversified range of fields of practice such as logistics, finance, marketing, etc.
At the end of the course, the students should be able to:
 identify a business management or engineering situation presenting a robust optimization problem,
 represent this problem under a suitable mathematical model,
 exploit available historical observations to adequately characterize the uncertainty
 identify robust solutions using cutting edge software and algorithms 
Settori Scientifico Disciplinari (SSD) 


Scaglione

Nome

Programma dettagliato

Da (compreso)

A (escluso)

A

ZZZZ

Jabali Ola, Delage Erick Hans


