Course Project
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