Coursebooks

Introduction to optimization and operations research

MATH-265

Lecturer(s) :

Bierlaire Michel

Language:

English

Remarque

Les exercices sont donnés à raison de deux heures toutes les deux semaines.

Summary

Introduction to major operations research models and optimization algorithms

Content

Week 1: introduction to the course

Weeks 2 & 3: Linear optimization - introduction

Weeks 4 & 5: The simplex algorithm

Weeks 6 & 7: Networks and transhipment

Weeks 8 & 9: Shortest path and duality.

Weeks 10 & 11: Integer optimization - Branch and bound.

Weeks 12 & 13: Unconstrained non linear optimization. 

Weeks 14: Questions and answers.

 

Learning Prerequisites

Required courses

Linear algebra

Analysis

Teaching methods

The course is organized on the concept of "flipped classroom". 

Each of the six topics spans two weeks. During the first week, the students review the available material (book, videos, exercises). During the second week, the course in the class focuses on difficult aspects, examples, and responses to questions. 

Exercises are also organized the same way. They are organized in class every over week. 

Assessment methods

Written exam

Resources

Bibliography

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

Videos

In the programs

    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks
    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks
    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks
  • Passerelle HES - GC, 2019-2020, Autumn semester
    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks
  • Passerelle HES - GM, 2019-2020, Autumn semester
    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks
    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks
    • Semester
       Fall
    • Exam form
       Written
    • Credits
      3
    • Subject examined
      Introduction to optimization and operations research
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      1 Hour(s) per week x 14 weeks

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14    CO2
14-15    
15-16    CM011
CM013
CM1120
CM1121
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