15.094[J] Robust Modeling, Optimization, and Computation
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[J] will not be offered this semester. It will be instructed by D. Bertsimas.
This class counts for a total of 12 credits. This is a graduate-level class.
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