Uusi opinto-opas (sisältäen myös opetusohjelmat) lukuvuodelle 2018-2019 sijaitsee osoitteessa https://opas.peppi.utu.fi . Tältä sivustolta löytyvät enää vanhat opinto-oppaat ja opetusohjelmat.

The new study guide (incl. teaching schedules) for academic year 2018-2019 can be found at https://studyguide.utu.fi. This site contains only previous years' guides.

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Arkistoitu opetussuunnitelma 2016–2018
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SMAT5218 Robust optimization 5 op
Organised by
Applied Mathematics
Person in charge
Department of Mathematics and Statistics, Yury Nikulin
Preceding studies
Basic familiarity with Linear Programming, Graph Theory and Nonlinear Optimization.

General description

The idea of this course is to give a comprehensive up-to-date survey of the approaches which are generally referred to as robust optimization. All these approaches have one feature in common – they target a situation, when problem parameters are not deterministic, i.e. some sort of uncertainty could happen. The general idea of robust optimization is to predict possible uncertainty and construct a new problem with optimal solution being more robust, i.e. less sensitive to problem parameter variations. The course surveys the main results of robust optimization, emphasizing on modelling specific and algorithm review

Learning outcomes

Student will master in various types of mathematical optimization models focusing on worst-case analysis and worst possible outcome prediction.


1. Scenario-based models: robust counterparts for shortest path, spanning tree and assignment problems
2. Models with controlling solution conservatism.
3. Worst-case analysis and minmax regret optimization: exact and approximation algorithms
4. Other types of uncertainty and models

Teaching methods

Teaching method Contact Online
Lectures 28 h 0 h
Exercises 12 h 0 h

Teaching language


Modes of study

Option 1
Available for:
  • Degree Programme Students
  • Other Students
  • Doctoral Students
  • Exchange Students
Exercises Exercise(s)
  • In English
Written exam
  • In English


Numeric 0-5.

Study materials

Kouvelis P. and Yu G. (1997). Robust Discrete Optimization and Its Applications, Kluwer; lecture slides and articles.

Belongs to following study modules

Matematiikan ja tilastotieteen laitos
Archived Teaching Schedule. Please refer to current Teaching Shedule.
Implementation details are unavailable.
Matematiikan ja tilastotieteen laitos
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