Robust Optimization for Decision Making. 3 credits

Catalog description

This course aims to cover modern robust optimization tools for data-driven decision-making under uncertainty. The course includes theory, applications, and computations. Application domains include analysis and optimization of stochastic networks, transportation, machine learning, artificial intelligence (AI), finance, and energy. The course utilizes Python and IBM ILOG CPLEX Optimizer for computations. Offered by Computational & Data Sciences . May not be repeated for credit.