Pitt | Swanson Engineering
Courses
Industrial Engineering Course Description

IE 3055 - ROBUST OPTIMIZATION


TODAY THE MODELING OF UNCERTAIN PHENOMENA IN BOTH THEORY AND PRACTICE IS DONE VIA PROBABILITY THEORY, THE FOUNDATION OF WHICH IS BASED ON THE AXIOMS SET FORTH BY KOLMOGOROV IN 1933. WHILE IT OFFERS INSIGHTS INTO UNDERSTANDING UNCERTAINTY, PROBABILITY THEORY (IN CONTRAST TO OPTIMIZATION) HAS NOT BEEN DEVELOPED WITH COMPUTATIONAL TRACTABILITY AS AN OBJECTIVE WHEN THE DIMENSION INCREASES. CORRESPONDINGLY, SOME OF ITS MAJOR AREAS OF APPLICATION REMAIN UNSOLVED WHEN THE UNDERLYING SYSTEMS BECOME MULTIDIMENSIONAL. THE GOALS OF THIS COURSE WILL BE TO PROPOSE AN ALTERNATIVE VIA ROBUST OPTIMIZATION (RO) FOR MODELING UNCERTAIN PHENOMENA, TO DEVELOP RO AS A TRACTABLE METHODOLOGY FOR SOLVING OPTIMIZATION PROBLEMS UNDER UNCERTAINTY, AND TO EXPOSE STUDENTS TO A LARGE NUMBER OF APPLICATIONS.

Class Instances