- English only
Optimization and Simulation
Lectures
| Date | Topic |
|---|---|
| February 17 | Unconstrained Optimization |
| February 24 | Constrained Optimization |
| March 03 | Optimization Project Lab |
| March 10 | Optimization Project Lab |
| March 17 | Presentation of Optimization Project |
| March 24 | Random Number Generation Poisson process |
| March 31 | Discrete Event Simulation Statistical Analysis and Bootstrapping |
| April 07 | No lecture - Spring break |
| April 14 | Simulation Project Lab |
| April 21 | Simulation Project Lab |
| April 28 | Presentation of Simulation Project |
| May 05 | Variance Reduction Techniques Markov Chain Monte Carlo Method |
| May 12 | Simulation Project Lab |
| May 19 | Simulation Project Lab |
| May 26 | 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 09:15-13:00