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Optimization and simulation

Spring 2024

Michel Bierlaire
Transport and Mobility Laboratory, ENAC
EPFL

The objectives of the course are:

Work involves:

Practical information
  • Time: Every Thursday, from 09:15 to 13:15, starting February 22, 2024.
  • Location: MED01418
  • Exception:Thursday, March 14: CM14. No class on April 4 (spring break), and May 16.
  • EPFL Coursebook of the course
  • The final presentations of the projects will be held on the last day of the course (May 30, 2024) starting at 09:15 in the regular room MED01418.

The team:

Lectures
Date Topic Slides Material
22.02.2024 Introduction to simulation Slides Video [1]
29.02.2024 Drawing from distributions Slides
07.03.2024 The Poisson process Slides
14.03.2024 Simulation project
21.03.2024 Variance reduction Slides Video [1]
Statistical analysis and bootstrapping Slides Video [1]
28.03.2024 Markov chain Monte Carlo methods Slides Videos: [1], [2], ...
04.04.2024 ~~ Spring break ~~
11.04.2024 Simulation project
18.04.2024 Introduction to optimization Slides Videos: [1], [2], ...
25.04.2024 Multi-objective optimization Slides Videos: [1], [2], ...
02.05.2024 Optimization project
09.05.2024 ~~ Bank holiday ~~
16.05.2024 ~~ No in-class lecture and lab ~~
23.05.2024 Optimization project
30.05.2024 Project presentations
Laboratories
Date Lab Session Material
22.02.2024 Overview Download Material
29.02.2024 Random number generation and Poisson process Download Material
07.03.2024 Discrete events simulation Download Material
Introduction to simulation project Download Material
21.03.2024 Statistical analysis and bootstrapping Download Material
Variance reduction Download Material
28.03.2024 Markov chain Monte Carlo methods Download Material
18.04.2024 Optimization Download Material
25.04.2024 Multi-objective optimization Download Material
Evaluation

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