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Optimization and Simulation
Lectures
| Date | Topic | Room |
|---|---|---|
| 20.02.2018 | Introduction to simulation Random number generation Poisson process |
GC B1 10 |
| 27.02.2018 | Discrete event simulation Statistical analysis and bootstrapping Variance reduction techniques |
GC B1 10 |
| 06.03.2018 | Markov Chain Monte Carlo method | GC B1 10 |
| 13.03.2018 | Simulation project lab | GC B1 10 |
| 20.03.2018 | Simulation project lab | GC B1 10 |
| 27.03.2018 | Simulation project lab | GC B1 10 |
| 03.04.2018 | No lecture - Spring break | - |
| 10.04.2018 | Presentation of simulation project | GC B1 10 |
| 17.04.2018 | Optimization lecture | GC B1 10 |
| 24.04.2018 | Optimization exercise | GC B1 10 |
| 01.05.2018 | Optimization exercise | GC B1 10 |
| 08.05.2018 | Optimization project lab | GC B1 10 |
| 15.05.2018 | Optimization project lab | GC B1 10 |
| 22.05.2018 | Optimization project lab | GC B1 10 |
| 29.05.2018 | 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
10.10.2018, 13:15-17:00
Simulation Exam
29.05.2018, 13:15-17:00
Optimization Exam
Rooms
GC B1 10 every week