- English only
Optimization and Simulation
Lectures
| Date | Topic | Room |
|---|---|---|
| 21.02.2017 | Introduction to simulation Random number generation Poisson process |
GC B1 10 |
| 28.02.2017 | Discrete event simulation Statistical analysis and bootstrapping Variance reduction techniques |
GC B1 10 |
| 07.03.2017 | Simulation project lab | GC B1 10 |
| 14.03.2017 | Simulation project lab | GC B1 10 |
| 21.03.2017 | Simulation project lab | GC B1 10 |
| 28.03.2017 | Presentation of simulation project | MA A1 12 |
| 04.04.2017 | Optimization lecture | MA A1 12 |
| 11.04.2017 | Optimization exercise | GC B1 10 |
| 18.04.2017 | No lecture - Spring break | - |
| 25.04.2017 | Markov Chain Monte Carlo method | GC B1 10 |
| 02.05.2017 | Optimization exercise | GC B1 10 |
| 09.05.2017 | Optimization project lab | GC B1 10 |
| 16.05.2017 | Optimization project lab | GC B1 10 |
| 23.05.2017 | Optimization project lab | GC B1 10 |
| 30.05.2017 | Presentation of optimization project | GC B1 10 |
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