Department of Information Technology

Discrete Optimization with Uncertainty

Course Description

Course description: Many planning problems require knowledge about the future, which is difficult to predict. As a consequence, uncertainties are unavoidable. One way to deal with such uncertainties is robust optimization: a robust solution remains feasible as long as the input parameters belong to a predefined uncertainty set. In this mini-course, we learn how to robustify optimization problems, discuss different uncertainty sets with their pro and cons, and explore the robust counterpart of a number of (basic) discrete optimization problems. Moreover, extensions of the approach are considered alongside real-life applications.

Lecturer and Examiner

Professor Arie Koster, RWTH Aachen University, Germany.

Lecture Hours

  • Monday 26 February 10.15-11.45, ITC 1245
  • Tuesday 27 February 9.15-12.45, ITC 2345
  • Wednesday 28 February 9.15-12.45, ITC 2345
  • Thursday 1 March 9.15-12.45, ITC 1213

Lecture Slides

The lecture slides are available here.

Examination

Development of a research proposal, identifying research topics/problems of relevance and presenting the application of the knowledge gained from the course and own reading. (Proposed number of) ECTS Credits: 2.

Contact Person

Please contact Di Yuan if you have questions about this course.

Acknowledgement

The course has been sponsed by the Applied Optimisation Research Arena of the IT department of Uppsala University.

Updated  2018-02-27 11:11:11 by Di Yuan.