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Optimization and simulation
Michel Bierlaire
Transport and Mobility Laboratory, ENAC
EPFL

The objectives of the course are:

Work involves:

Practical information
  • On 23.02.2021, the lecture will be held live via Zoom at 13:15. A Zoom link will be distributed via email after registration with the doctoral school.
  • On 23.02.2021, the introduction to the exercises will be held live via Zoom at 16:15. The same Zoom link as for the lecture can be used.
  • From 02.03.2021, the exercises will begin at 14:15 and will be held via Wonder/Zoom/Discord. A link will be distributed via email.
Lectures
Date Topic Mode Slides
23.02.2021 Introduction to simulation Zoom
Drawing from distributions Video part 1
the Poisson process Video part 2
02.03.2021 Discrete events simulation Video
Statistical analysis and bootstrapping Video
09.03.2021 Variance reduction Video
Markov chain Monte Carlo methods Videos: [1][2][3][4][5][6][7]
16.03.2021 Q & A
Simulation project
23.03.2021 Simulation project
30.03.2021 Simulation project
06.04.2020 ~~ Spring break ~~
13.04.2021 Simulation project
20.04.2021 Introduction to optimization Videos: [1][2][3][4][5][6]
Multi-objective optimization Videos: [1][2][3]
27.04.2021 Q & A
Optimization exercises
04.05.2021 Optimization project
11.05.2021 Optimization project
18.05.2021 Optimization project
25.05.2021 Exam Take home
01.06.2021 Project presentations Zoom
All videos are also available on YouTube. Click here to access.
Readings
Laboratories
Date Topic Mode Material
23.02.2021 Overview Zoom
02.03.2021 Random number generation, Poisson process Wonder
09.03.2021 Discrete event simulation Zoom
Introduction to group project
16.03.2021 Statistical analysis and bootstrapping Zoom
Variance reduction
23.03.2021 Markov chain Monte Carlo methods Zoom
30.03.2021 Simulation project Discord
06.04.2021 ~~ Spring break ~~
13.04.2021 Simulation project Discord
20.04.2021 Optimization exercises Zoom
27.04.2021 Optimization exercises Zoom
Introduction to optimization project Zoom
04.05.2021 Optimization project Zoom/Discord
11.05.2021 Optimization project Discord
18.05.2021 Optimization project Discord
25.05.2021 Written exam Take home
01.06.2021 Project presentations Zoom
Evaluation

Student performance is evaluated based on the group work through an oral presentation and the class involvement throught exercise codes.

Oral presentation

Each student is assigned to a group that will work on a project and prepare a 35 minutes presentation in the end of the course.

  • Presentation date: 01.06.2021.
  • The group project accounts for 100% of the final grade.
  • 25 minutes presentation + 10 minutes Q&A.
  • Both simulation and optimization projects must be presented.

Submissions

Each group should submit a zip file named "GroupX.zip" (X is your group number) including

  • 1) PDF file for the presentation, and
  • 2) Jupyter Notebooks for the project and exercises.
  • Deadline: Noon on 01.06.2021.
  • Via email to Rico Krueger and Melvin Wong.
  • Subject: "OptSim21 project: Group X"

Grade

The final grade (100%) will be converted to a scale from 1 to 6 as follows:

From (included) To (excluded) Grade
0% 3.75% 1.00/6
3.75% 7.5% 1.25/6
7.5% 11.25% 1.50/6
11.25% 15% 1.75/6
15% 21.25% 2.00/6
21.25% 27.5% 2.25/6
27.5% 33.75% 2.50/6
33.75% 40% 2.75/6
40% 45% 3.00/6
45% 50% 3.25/6
50% 55% 3.50/6
55% 60% 3.75/6
60% 63.75% 4.00/6
63.75% 67.5% 4.25/6
67.5% 71.25% 4.50/6
71.25% 75% 4.75/6
75% 78.75% 5.00/6
78.75% 82.5% 5.25/6
82.5% 86.25% 5.50/6
86.25% 90% 5.75/6
90% 100% 6.00/6

Michel Bierlaire, EPFL. February 2020