Mathematical Programming for Analytics

Mathematical Programming (MP) is a set of modeling and algorithmic tools, used to face optimization problems in the context of real world decision making. MP relies on elegant and solid theoretical results, whose roots date back to the sixties. It unfolded its potential in the last two decades, thanks to the synergic development in computing. Its development is still underway. MP is today a powerful tool in the toolbox of any expert in decision and data sciences, and an appealing option also for researchers in other disciplines. The objectives of the course are the following: (a) to give an overview on the theoretical foundations of MP, (b) to give guidelines for the effective modeling and problem solving with MP, (c) to give insights on the use of MP as a framework, or component, for the design of analytics and algorithms for complex problems (d) to present applications and use cases of MP in the fields of digital manufacturing, artificial intelligence and computer security.