Course MAT-52-16-K-7
Robust Optimization (4V+2U, 9.0 LP)
Course Type
| SWS | Type | Course Form | CP (Effort) | Presence-Time / Self-Study | |
|---|---|---|---|---|---|
| - | K | Lecture with exercise classes (V/U) | 9.0 CP | 186 h | |
| 4 | V | Lecture | 56 h | ||
| 2 | U | Exercise class (in small groups) | 28 h | ||
| (4V+2U) | 9.0 CP | 84 h | 186 h | ||
Basedata
| SWS | 4V+2U |
|---|---|
| CP, Effort | 9.0 CP = 270 h |
| Position of the semester | 1 Sem. irreg. |
| Level | [7] Master (Advanced) |
| Language | [EN] English |
| Lecturers |
+ further Lecturers of the department Mathematics
|
| Area of study | [MAT-OPT] Optimisation |
| Additional informations | |
| Livecycle-State | [NORM] Active |
Contents
- modelling with robust optimization,
- modelling and concepts of uncertainty set,
- model reformulations in solvable problems.
- problem complexities,
- linear, non-linear and integer optimization in robust optimization,
- application to combinational problems,
- approaches from robust optimization: Soyster approach for uncertain problems; strict robustness; robust regularization; minimax regret approach; adjustable robustness; approach by Bertsimas and Sim; recoverable robustness.
Literature
- A. Ben-Tal, L. El Ghaoui, A. Nemirovski: Robust Optimization,
- P. Kouvelis, G. Yu: Robust Discrete Optimization and Its Applications.
Materials
Further literature will be announced in the lecture.
Requirements for attendance (informal)
Modules:
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-14-13-M-3] Linear and Network Programming (M, 9.0 LP)
- [MAT-50-11-M-4] Integer Programming: Polyhedral Theory and Algorithms (M, 9.0 LP)
Requirements for attendance (formal)
NoneReferences to Course [MAT-52-16-K-7]
| Module | Name | Context | |
|---|---|---|---|
| [MAT-52-16-M-7] | Robust Optimization | P: Obligatory | 4V+2U, 9.0 LP |