Optimization and Simulation

Lectures

Date Room Topic
March 01 GR C0 01 Introduction
Introduction to Simulation
Random Number Generation
Simulation Project Lab I
March 8 GR A3 31 Discrete Event Simulation
Simulation Project Lab II
March 15 GR A3 31 Statistical Analysis and Bootstrapping
Simulation Project Lab III
March 22 GR C0 01 Presentation of 1st Simulation Project
No lecture (Spring break)
April 12 GR C0 01 Variance Reduction Techniques
Simulation Project Lab IV
April 19 GR C0 01 Markov Chain Monte Carlo Method I
Simulation Project Lab V
April 26
(to be rescheduled)
GR C0 01 Markov Chain Monte Carlo Method II
Simulation Project Lab VI
May 3 GR C0 01 Presentation of 2nd Simulation Project
May 10
(to be rescheduled)
GR C0 01 Introduction to Optimization
Unconstrained Optimization I
May 17 GR C0 01 Unconstrained Optimization II
Constrained Optimization
Optimization Project Lab I
May 24 GR C0 01 Optimization Project Lab II
May 31 GR C0 01 Optimization Project Lab III
June 7 GR C0 01 Presentation of Optimization Project

Slides

A copy of the slides is available here.

Bibliography

Readings

Additional material

Schedule

Friday 08:15-12:00

Rooms

GR C0 01
Except March 8 and 15: GR A3 31