Optimization and Simulation

Laboratories

Date Topic Files
19.02.2019 Random number generation
Poisson process
Material for simulation lab 1
26.02.2019 Discrete event simulation
Statistical analysis and bootstrapping
Material for simulation lab 2
05.03.2019 Variance reduction techniques
MCMC
Group project introduction
Material for simulation lab 3

Project introduction
Group 1
Group 2
Group 3
Group 4
Group 5
Group 6
12.03.2019 Preparation of simulation project
19.03.2019 Preparation of simulation project -
26.03.2019 Preparation of simulation project -
02.04.2019 Optimization exercise Material for lab 6
09.04.2019 Mid-term feedback session -
16.04.2019 Optimization exercise -
23.04.2019 No lecture - Spring break -
30.04.2019 Introduction of the optimization project Slides
07.05.2019 Preparation of optimization project -
14.05.2019 Preparation of optimization project -
21.05.2019 Theoretical quiz
Preparation of optimization project
-
28.05.2019 Presentation of project -

Assignments

Announced in the labs.

Work Groups

Announced in the third lab.

Material

At least one computer with MATLAB is necessary for each group for every laboratory.

Schedule

Written Exam

Presentation Exam

21.05.2019, 13:30-

28.05.2019, 13:15-17:00

Rooms

every week, except
19/02, 26/02, 05/03 and 02/04 (lecture dates)