Welcome to Robust Optimization School, 2024

Organizer: Michaël Poss.

Sponsors: GDR-RO

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This PhD school on robust optimization and its applications will take place 3-5 June, 2024 in Montpellier, France, for three days (9:00-18:00).

The registration costs will be 100 euros, which will be used to fund the lunches and welcome wine and cheese on the first evening of the school.

The school will be comprised of lectures and practical sessions spread over 3 days and will cover different aspects of robust optimization:

  • Monday: Boris Detienne - modelling, basic considerations, dualization
  • Tuesday: Ayse N. Arslan - multi-stage settings, decision rules
  • Wednesday: Marc Goerigk - combinatorial robust optimization 

The practical sessions will involve some coding in the Julia language using the mathematical programming package JuMP. It is, therefore, expected that the participants be familiar the basics of the package, which can be downloaded here: https://jump.dev/JuMP.jl/stable/. We additionally encourage you to install an open source optimization solver package such as Cbc, GLPK or HiGHS.

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