Optimization and Simulation


Date Topic Files
February 18 Matlab tutorial Matlab tutorial.pdf
February 18 Groups and Project assignment First Lab_Optimization.pdf
February 25 Projects description Projected Gradient Method
Interior Point Method
Augmented Lagrangian Method
Sequential Quadratic Programming Method
March 04 Optimization Project Lab Null
March 11 Optimization Project Lab Null
March 18 Presentation of Optimization Project Null
March 25 Poisson Process Introduction to Simulation lab
Ex 1 Poisson Process
April 01 Discrete Event Simulation
Statistical Analysis and Bootstrapping
Ex 2 Discrete Event Simulation
Ex 3 Statistical Analysis and Bootstrapping
April 08 Preparation of Simulation Project I Simulation Project I
April 15 Presentation of Simulation Project I -
April 22 No lecture - Spring break -
April 29 Variance Reduction Techniques Ex 4 Variance Reduction Techniques
May 06 Simulated Annealing
Introduction of Simulation Project II
Ex 5 Simulated Annealing
Simulation Project 2
Simulation Project 2 Group question
May 13 Preparation of Simulation Project II TBD
May 20 Preparation of Simulation Project II TBD
May 27 Presentation of Simulation Project II TBD


Announced in the labs

Work Groups

The exercises and the exam are organized in the following groups: TBD


Tuesday 13:15-17:00