The project will consist of a numerical analysis of the performance of a robust optimization model designed to address a specific decision problem. The specific nature of the problem may be proposed by the students or could consist of replicating the numerical results described in a recent scientific paper. Each team will need to submit a one page project proposal before the last day of the course

Generally speaking, the final project report should be 10-12 pages long and discuss the following:

  • Presentation of the decision problem in its deterministic form
  • Motivation regarding the key uncertainties in this problem
  • Presentation of a robust optimization model
  • Description of the solution scheme
  • Presentation of experimental setup
  • Summary of numerical findings

Due date of proposal: March 8th, 2024
Due date for report: May 8th, 2024 !!(New due date of May 22nd, 2024)!!
Submit by email at this address: erick.delage@hec.ca

Refer to this list of scientific papers for suggested topics: pdf

I created the following Google sheet to suggest the topics of your project and find teammates with similar interests: Project Google sheet