Practical information
- Time: Every Wednesday, from 09:15 to 13:00, starting February 19, 2025.
- Location: GC D0 386
- EPFL Coursebook of the course
- The final presentations of the projects will be held on the last day of the course (May 28, 2025) starting at 09:15 in the regular room GC D0 386.
The team:
Lectures
The schedule below is tentative.
| Date | Topic | Slides |
|---|---|---|
| 19.02.2025 | Introduction to simulation | Slides |
| Drawing from distributions | Slides | |
| 26.02.2025 | The Poisson process | Slides |
| Discrete event simulation | Slides | |
| 05.03.2025 | Statistical analysis and bootstrapping | Slides |
| Variance reduction | Slides | |
| 12.03.2025 | Markov chain Monte Carlo methods | Slides |
| 19.03.2025 | Simulation project | |
| 26.03.2025 | Simulation project | |
| 02.04.2025 | Simulation project | |
| 09.04.2025 | Introduction to optimization | Slides |
| 16.04.2025 | Multi-objective optimization | Slides |
| 23.04.2025 | ~~ Spring break ~~ | |
| 30.04.2025 | Optimization project | |
| 07.05.2025 | Optimization project | |
| 14.05.2025 | ~~ No in-class lecture and lab ~~ | |
| 21.05.2025 | Optimization project | |
| 28.05.2025 | Project presentations |
Readings
Laboratories
| Date | Lab Session | Material |
|---|---|---|
| 19.02.2025 | Overview | Download Material |
| 26.02.2025 | Random number generation and Poisson process | Download Material |
| Discrete events simulation | Download Material | |
| 05.03.2025 | Statistical analysis and bootstrapping | Download Material |
| Variance reduction Introduction to simulation project | Download Material | |
| 12.03.2025 | Markov chain Monte Carlo method | Download Material |
| Introduction to projects | Download Material | |
| 09.04.2025 | Optimization | Download Material |
| 16.04.2025 | Multi-objective optimization | Download Material |
Evaluation
Student performance is evaluated based on the group work through an oral presentation and the class involvement through exercise codes.
Submissions
Each group should follow the guidelines below:
- Create a zip file named "GroupX.zip" (where X is your group number) including:
- PDF file for the presentation, and
- Jupyter Notebooks for both the project and exercises.
- Send the zip file
- Via email to Pavel Ilinov, Léa Ricard,
- With the subject: "OptSim25 project: Group X".
- The deadline is: 27.05.2025 at 17:00.
Oral presentation
Each student is assigned to a group that will work on a project and prepare a 25 minutes presentation in the end of the course.
- Final presentations date: 28.05.2025 starting at 09:15 (please see the schedule below).
- 25 minutes presentation + 10 minutes Q&A.
- Both simulation and optimization projects must be presented.
- Each student of the group is supposed to present approximately the same time during the final presentation.
| Group | Project | Title | Time | Review |
|---|---|---|---|---|
| 1 | 1 | ??? | 09:15-09:50 | 2 |
| 2 | 2 | ??? | 09:50-10:25 | 4 |
| 15 minutes break | ||||
| 4 | 4 | ???? | 10:40-11:15 | 1 |
Michel Bierlaire, EPFL. February 2025