Exercise & Lab on Thursday 29/02/2024: Deriving the reformulation of a robust LP and implementing it in Python

Complete exercises 2.1, 2.2, 2.3 of the lecture notes.
Colab code for exercises of chapter 2: Google Colab notebook

Lab on Tuesday 05/03/2024: Implementing an adjustable robust linear program in Python

Complete exercises 5.1, 5.2, 5.3 of the lecture notes.
Colab code for exercises of chapter 5: Google Colab notebook

Exercise on Wednesday 06/03/2024: Deriving the reformulation of a robust NLP

Complete Exercise 6.3 of the lecture notes.

Exercise on Friday 08/03/2024: Deriving the reformulation of a distributionally robust optimization problem

Complete exercises 8.1 and 8.2 of the lecture notes.