- English only
Optimization and Simulation
Lectures
| Date | Room | Topic |
|---|---|---|
| February 18 | GC A3 30 | Unconstrained Optimization |
| February 25 | GC A3 30 | Constrained Optimization |
| March 04 | GC A3 30 | Optimization Project Lab |
| March 11 | GC A3 30 | Optimization Project Lab |
| March 18 | GC A3 30 | Presentation of Optimization Project |
| March 25 | GC A3 30 | Random Number Generation |
| April 01 | GC A3 30 | Discrete Event Simulation Statistical Analysis and Bootstrapping |
| April 08 | GC A3 30 | Simulation Project Lab |
| April 15 | GC A3 30 | Presentation of Simulation Project |
| April 22 | GC A3 30 | No lecture - Spring break |
| April 29 | GC A3 30 | Variance Reduction Techniques Markov Chain Monte Carlo Method |
| May 06 | GC A3 30 | Simulation Project Lab |
| May 13 | GC A3 30 | Simulation Project Lab |
| May 20 | GC A3 30 | Simulation Project Lab |
| May 27 | GC A3 30 | Presentation of Simulation Project |
Slides
A copy of the slides is available here.
Bibliography
Readings
- Bierlaire (2013). Introduction à l'optimisation différentiable
- Bertsekas (2004). Nonlinear Programming: 2nd Edition. Athena Scientific.
- Ross (2012). Simulation. Fifth Edition. Academic Press
Contacts
Lecturers:
Teaching assistants:
Schedule
Tuesday 13:15-17:00