2 november 2020
Course on Robust Policies for Operations Management Problems: Module 2 - Static Robust Optimization
This resource concerns module 2 (Static robust optimization) of the course on 'Robust policies for operations management problems'. It includes web lectures and slides concerning the following topicsand learning objectives: 2.A: Selecting a robust counterpart o How to formulate Robust Optimization mathematically o How to reformulate it using linear programming duality 2.B: Vertex numeration and the deterministic reformulation o Drawback of using the reformulation obtained by duality o How to use vertex enumeration as an alternative technique 2.C: Robust facility location o How to construct the RC using a deterministic model o How to reformulate RC by analyzing the model o What can we get from solving RC 2.D: Dealing with a set of uncertainties o What the effect of the uncertainty set is in the solution o How we can select the parameters of an uncertainty set The material is designed for MSc students in the field of Operations Management. To understand the material, basic knowledge on linear algebra as well as linear optimization is required. There is a typo in the video of 2A. Robust Counterpart. From 38:55 onward, when we use the duality to reformulate the problem, there is a typo that is carried through the rest of the answer. The correct dual is provided in the lecture note page 8 and the final reformulation is on page 9, equation (2.14).