Coursebooks

Optimization and simulation

MATH-600

Lecturer(s) :

Bierlaire Michel

Language:

English

Remarque

ROOM: on 19/2, 26/02, 05/03 and 02/04 MED 2 1124, otherwise GR C0 01. On Tuesday (19.02 to 28.05) from 13.15 to 17.00.

Summary

Master state-of-the art methods in discrete optimization and simulation. Work involves: - reading the material beforehand - class hours to discuss the material and solve problems - homework

Content

Part 1: Simulation

Sheldon M. Ross (1997) Simulation

Draws (Chapters 4 & 5)

Discrete event simulation (Chapter 6)

Statistical data analysis, bootstrapping (Chapter 7)

Variance reduction techniques (Chapter 8)

Markov Chain Monte Carlo methods (Chapter 10)

Part 2: Optimization:

heuristics Bierlaire M. (2015) Optimization: principle and algorithms Classical optimization problems (chapter 25)

Greedy heuristics (section 27.1)

Neighborhood ansd local search (section 27.2)

Diversification (sections 27.3 and 27.4)

Note

5 weeks on nonlinear optimization + 8 weeks on simulation

Keywords

optimization, simulation

Learning Prerequisites

Required courses

Analysis, algebra, probability and statistics, Matlab or Octave

Resources

Bibliography

Bierlaire M. (2015) Optimization: principles and algorithms, EPFL Press

Ross S. (2013) Simulation, Elsevier

Ressources en bibliothèque

In the programs

  • Systems Engineering minor, 2018-2019, Spring semester
    • Semester
      Spring
    • Exam form
      Multiple
    • Credits
      4
    • Subject examined
      Optimization and simulation
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Practical work
      2 Hour(s) per week x 14 weeks
  • Civil and Environmental Engineering (edoc), 2018-2019
    • Semester
    • Exam form
      Multiple
    • Credits
      4
    • Subject examined
      Optimization and simulation
    • Lecture
      35 Hour(s)
    • Practical work
      55 Hour(s)
  • Neuroscience (edoc), 2018-2019
    • Semester
    • Exam form
      Multiple
    • Credits
      4
    • Subject examined
      Optimization and simulation
    • Lecture
      35 Hour(s)
    • Practical work
      55 Hour(s)

Reference week

MoTuWeThFr
8-9
9-10
10-11
11-12
12-13
13-14
14-15
15-16
16-17
17-18
18-19
19-20
20-21
21-22
Lecture
Exercise, TP
Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German