Exercises & Labs
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.