IBM Research - Ireland Internship Project: Data-driven robust optimization       


IBM Research - Ireland Internship Project: Data-driven robust optimization - overview

IBM Research Ireland is seeking a summer intern in the area of Robust Optimization (RO). Specifically, the candidate will be required to further develop a distributionally robust optimization approach from a data-driven perspective. While some RO approaches build uncertainty sets directly from data, most of the models in the Robust Optimization literature are not directly connected to data. Recent work on this issue have started to lay a foundation to this perspective. Further developing a data-driven theory of RO is interesting from a theoretical perspective, and also compelling in a practical sense, as many real-world applications are data-rich. The candidate will be required to scope, improve and apply existing algorithms to a set of applications that are of relevance to IBM. Those include but are not restricted to cognitive IOT, portfolio optimisation and air traffic management among others.

Required skills:

- Experience with Matlab
- Experience with modeling optimization problems (e.g. Yalmip)
- Experience with optimization software
- Expertise in statistics preferred
- Evidence of relevant publications
- Ideally, PhD candidate in area of Robust Optimization.