ENGIN 238E
Robust Optimization and Applications
Robust optimization is concerned with decision-making under uncertainty, where the emphasis is on guaranteeing a maximal level of performance despite unknown-but-bounded uncertainty. This course covers the essentials of robust optimization and applications to various areas of engineering and machine learning.
Topics
- Students will learn the basic techniques and be exposed to various ways one can model uncertainty so that the robust optimization problem is easily solvable.The course aims to equip students to use optimization for real-world problems in a way that is resilient and reliable despite uncertainty.
Official catalogue course objectives and student learning outcomes
Sources
- Course catalogue ↗2026-2027