- English only
Optimization and Simulation
Lectures
| Date | Topic |
|---|---|
| February 23 | Introduction to simulation Random number generation Poisson process |
| March 01 | Discrete event simulation Statistical analysis and bootstrapping Variance reduction techniques |
| March 08 | Simulation project lab |
| March 15 | Simulation project lab |
| March 22 | Simulation project lab |
| March 29 | No lecture - Spring break |
| April 05 | Presentation of simulation project |
| April 12 | Optimization lecture |
| April 19 | Optimization exercise |
| April 26 | Optimization exercise |
| May 03 | Optimization project lab |
| May 10 | Markov Chain Monte Carlo method |
| May 17 | Optimization project lab |
| May 24 | Optimization project lab |
| June 01 | Presentation of optimization project Room GC D0 386 |
Slides
A copy of the slides is available here.
Bibliography
Readings
- Bierlaire (2015). Optimization: Principles and Algorithms . EPFL Press.
- 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