MATH-265 / 4 crédits

Enseignant: Bierlaire Michel

Langue: Anglais


Summary

Introduction to major operations research models and optimization algorithms

Content

  • Introduction to the course
  • Linear optimization - introduction
  • The simplex algorithm
  • Duality
  • Networks
  • Transhipment
  • Shortest path
  • Integer optimization - Branch and bound
  • Unconstrained non linear optimization

 

Learning Prerequisites

Required courses

Linear algebra

Analysis

Prelimniary knowldege of Python is useful, but not required.

 

Teaching methods

The course combines ex-cathedra lectures (2 hours) with pen-and paper exercises (2 hours).

Assessment methods

The evaluation consists of a closed-book exam with multiple-choice questions.

 

 

Supervision

Office hours No
Assistant.e.s Yes
Forum Yes

Resources

Virtual desktop infrastructure (VDI)

No

Bibliography

Bierlaire (2015) Optimization: principles and algorithms, EPFL Press <presshttps://www.epflpress.org/produit/740/9782889152797/optimization-principles-and-algorithms>

https://www.epflpress.org/produit/740/9782889152797/optimization-principles-and-algorithms <presshttps://www.epflpress.org/produit/740/9782889152797/optimization-principles-and-algorithms>

 

Ressources en bibliothèque

Moodle Link

Prerequisite for


Dans les plans d'études

  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: obligatoire
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: obligatoire
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: obligatoire
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: obligatoire
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: optionnel
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: optionnel
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Introduction to optimization and operations research
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 2 Heure(s) hebdo x 14 semaines
  • Type: optionnel

Semaine de référence

Vendredi, 13h - 15h: Cours SG1 138

Vendredi, 15h - 17h: Exercice, TP SG1 138

Cours connexes

Résultats de graphsearch.epfl.ch.