15 094J - Robust Modeling, Optimization, and Computation

Description
Prereq: 18.06 or permission of instructor. 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.
Credits
12
Recent Professors
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Recent Semesters
Spring 2020
Offered
MW, F
Avg. Sections
2