- English only
Optimization and Simulation
Lectures
| Date | Topic | Room |
|---|---|---|
| 19.02.2019 | Introduction to simulation Random number generation Poisson process |
MED 2 1124 |
| 26.02.2019 | Discrete event simulation Statistical analysis and bootstrapping |
MED 2 1124 |
| 05.03.2019 | Variance reduction techniques Markov Chain Monte Carlo method |
MED 2 1124 |
| 12.03.2019 | Simulation project lab | GR C0 01 |
| 19.03.2019 | Simulation project lab | GR C0 01 |
| 26.03.2019 | Simulation project lab | GR C0 01 |
| 02.04.2019 | Optimization lecture | MED 2 1124 |
| 09.04.2019 | Simulation project lab | GR C0 01 |
| 16.04.2019 | Optimization exercise | GR C0 01 |
| 23.04.2019 | No lecture - Spring break | - |
| 30.04.2019 | Optimization exercise | GR C0 01 |
| 07.05.2019 | Optimization project lab | GR C0 01 |
| 14.05.2019 | Optimization project lab | GR C0 01 |
| 21.05.2019 |
Theoretical quiz Optimization project lab |
GR C0 01 |
| 28.05.2019 | Presentation of project | GR C0 01 |
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.