Optimization and Simulation

Lectures

Date Room Topic
February 24 GR A3 32 Introduction
Unconstrained Optimization I
MATLAB Tutorial
March 2 CE 1 103 Unconstrained Optimization II
Constrained Optimization
Optimization Project Lab I
March 9 CE 1 104 Optimization Project Lab II
March 16 CE 1 104 Optimization Project Lab III
March 23 CM 1 106 Presentation of Optimization Project
March 30 CE 1 103 Introduction to Simulation
Random Number Generation
Discrete Event Simulation
No lecture (Spring break)
April 20 CE 1 103 Simulation Project Lab I
April 27 CE 1 103 Statistical Analysis and Bootstrapping
Simulation Project Lab II
May 01
(Rescheduled to Tuesday)
CE 1 103 Presentation of 1st Simulation Project
May 11 CE 1 103 Variance Reduction Techniques
Simulation Project Lab III
May 14
(Rescheduled to Monday)
CE 1 105 Markov Chain Monte Carlo Methods
May 25 CE 1 103 Simulation Project Lab IV
June 01 CE 1 103 Presentation of 2nd Simulation Project

Slides

A copy of the slides is available here.

Bibliography

Readings

Additional material

Contacts

Lecturers:


Teaching assistants:

Schedule

Friday 08:15-12:00
Except Tue May 1 and Mon May 14.