TAing 15.094
17 Apr 2021It has been hectic this Spring semester balancing research, TAing and life outside of graduate school, not to mention the Covid-induced stresses.
In the meanwhile however, I have enjoyed TAing Prof. Dimitris Bertsimas’s Robust Optimization (RO) course (15.094), a course I had taken four years ago. It is great to digest the theoretical material again through teaching, and pass on my experience applying the methods to real problems.
On this note, I have been in charge of the practical components of the recitations and problem sets. I had found in the past that there was not enough emphasis on practical applications of the methods, which (in my opinion) is required for a firm grasp of RO.
At my Github repository 15094code, I have created a small portfolio of RO models formulated using Julia’s JuMP optimization software. There are applications from multi-commodity flow to optimal experimental design. I am hoping to eventually turn the repository into a set of demos showing how RO is a tractable and practical method for optimization under uncertainty, and hopefully it will be of some educational and practical use to some folks!
Berk