15.094 Robust Modeling, Optimization, and Computation


Class Info

Introduces modern robust optimization, including theory, applications, and computation. Presents formulations and their connection to probability, information and risk theory for conic optimization (linear, second-order, and semidefinite cones) and integer optimization. Application domains include analysis and optimization of stochastic networks, optimal mechanism design, network information theory, transportation, pattern classification, structural and engineering design, and financial engineering. Students formulate and solve a problem aligned with their interests in a final project.

This class has 18.06 as a prerequisite.

15.094 will be offered this semester (Spring 2018). It is instructed by D. Bertsimas.

Lecture occurs 9:00 AM to 12:00 PM on Wednesdays in E51-372.

This class counts for a total of 12 credits.

You can find more information at the Optimization at MIT: 15.094J site or on the 15.094 Stellar site.

MIT 15.094 Robust Modeling, Optimization, and Computation Related Textbooks
MIT 15.094 Robust Modeling, Optimization, and Computation On The Web

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