15.094  Robust Modeling, Optimization and Computation

Please vote for your favorite project!!!

This is the link!

https://docs.google.com/spreadsheet/viewform?formkey=dDhjSHBuX1ZpUUN5UlpUYWEyT1k1VlE6MQ#gid=0

Announced on 07 December 2012  2:09  p.m. by Chaithanya Bandi

Projects and Celebration - Friday December 7, 2012 from 2:00-6:00 pm in E51-372!!

Dear all,

We hope you have enjoyed the Robust Optimization class, as we did! It is now the time to finalize the semester with your project presentations, and a little celebration afterwards! We will be at E51-372 and will be starting at 2pm sharp!

Please submit your reports and presentations to youssefn@mit.edu by tomorrow Dec. 7, 1:30pm. We plan to use a single laptop to expedite the process!
- Reports should be 10-15 pages
- Presentations should not exceed 13 minutes (say 10 minutes presentation and 3 minutes for questions)

Here's our proposed presentations schedule:
1. "Data-Driven Distributionally-Robust Stochastic Optimization", by Nathan Kallus
2. "Mixed Integer Robust Optimization for UAV Path Planning in a Non-Convex 3D Environment, subject to Process Noise and Shifting Obstacles", by Brandon Luders
3. "Novel Solution Methods for Robust Optimization Problems", by Iain Dunning and Miles Lubin
4. "Robust Parameter Estimation from Spectroscopic Data, with Applications for Nanoscale Sensors", by Mark Molaro
5. "Robust Supply of Commodity with Vehicle Routing", by Swati Gupta and Joel Tay
6. "LP Based Approach to Markov Decision Processes", by Yaron Shaposhnik
7. "Robust Parameter Estimation in Graphical Models", by Paul Grigas and Stephen Relyea
8. "Robust Optimization for Fairness Between Multiple Stakeholders in a Multi-Attribute Tradespace Exploration", by Matt Fitzgerald
9. "Robustification of One Trading Strategy for Automatic Software", by Nikita Korolko
*** BREAK ***
10. "Incorporating Parameter Learning in Uncertainty Sets within a Multistage Robust Optimization Framework", by Velibor Misic and Alex Romarov
11. "Robust Optimization for Transshipments/Substitutions in Inventory Management", by Gonzalo Romero
12. "Heavy-Tail Robust Option Pricing", by David Fagnan and John Kessler
13. "Robust Optimization for Non-Convex Simulation-Based Problem", by Christina Epstein
14. "Load Rebalancing in a Bike-Share Network", by Fernanda Bravo and Angie King
15. "Optimal Reconnaissance Asset Allocation Under Uncertainty: A Robust Optimization Approach", by David Culver
16. "Robust Optimization Logistics", by Danny Castonguay and Atikhun Unahalekhaka
17. "Robust Hedging", by John Silberholz
18. "Robust Approach to Choosing the Optimal Path and Schedule for an Overtasked Unmanned Underwater Vehicle", by Emily Frost

We hope that we have addressed your schedule constraints. If you have any issue with the timing of your presentation, please email Nataly!

See you tomorrow!!
- Chaitanya and Nataly

Announced on 06 December 2012  3:12  p.m. by Nataly Youssef

Lecture notes and readings posted

Lecture notes and readings fort tomorrow's class:
Network Information THeory via Robust Optimization
have been posted. As the material is denser than average, please make sure you have read the lecture before class and the skim the paper.

Dimitris

Announced on 04 December 2012  6:32  a.m. by Dimitris J Bertsimas

Readings for Lectures 21, 22 uploaded!

Dear Class,

Readings for today's lecture have been posted.

See you all in class today!
Nataly and Chaitanya

Announced on 28 November 2012  9:29  a.m. by Chaithanya Bandi

Lectures 21 and 22 uploaded

Hi to all:

Lecture 21: Robust Optimal Auctions
Lecture 22: Robust Statistics

have been uploaded.

Best,.....Dimitris

Announced on 28 November 2012  8:45  a.m. by Dimitris J Bertsimas