MATH-265 / 4 credits

Teacher: Bierlaire Michel

Language: English


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


In the programs

  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Introduction to optimization and operations research
  • Courses: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional

Reference week

Friday, 13h - 15h: Lecture SG1 138

Friday, 15h - 17h: Exercise, TP SG1 138

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