Introduction to optimization and operations research

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

Teaching methods

The course is a combination of ex-cathedra lectures, interactive sesssions and exercices.

Interactive sessions allow the student to verify if the main concepts have been well understood.

Assessment methods

Written exam

Resources

Virtual desktop infrastructure (VDI)

No

Bibliography

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

http://optimizationprinciplesalgorithms.com

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

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