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Optimization and simulation

Michel Bierlaire
Transport and Mobility Laboratory, ENAC
EPFL

The objectives of the course are:

Work involves:

Schedule
Date Topic Room Slides
18.02.2020 Introduction to simulation BS 260
Drawing from distributions
the Poisson process
25.02.2020 Discrete events simulation BS 260
Statistical analysis and bootstrapping
03.03.2020 Variance reduction GC B1 10
Markov chain Monte Carlo methods GC B1 10
10.03.2020 Simulation project
17.03.2020 Simulation project GC B1 10
24.03.2020 Simulation project BS 260
31.03.2020 Simulation project GC B1 10
07.04.2020 Introduction to optimization GC B1 10
Multi-objective optimization
14.04.2020 ~~ Spring break ~~
21.04.2020 Optimization exercises GC B1 10
28.04.2020 Optimization exercises BS 260
05.05.2020 Optimization project GC B1 10
12.05.2020 Optimization project GC B1 10
19.05.2020 Written exam GC B1 10
Optimization project
26.05.2020 Project Presentations GC B1 10
Readings
Laboratories
Date Topic Room Material
18.02.2020 Overview BS 260
Random number generation, Poisson process
25.02.2020 Discrete event simulation BS 260
Statistical analysis and bootstrapping
03.03.2020 Introduction to group project GC B1 10
10.03.2020 Variance reduction GC B1 10
Simulation project
17.03.2020 Markov chain Monte Carlo methods GC B1 10
Simulation project
24.03.2020 Simulation project BS 260
31.03.2020 Simulation project GC B1 10
07.04.2020 Optimization exercises GC B1 10
14.04.2020 ~~ Spring break ~~
21.04.2020 Optimization exercises GC B1 10
28.04.2020 Optimization exercises BS 260
Introduction to optimization project GC B1 10
05.05.2020 Optimization project GC B1 10
12.05.2020 Optimization project GC B1 10
19.05.2020 Written exam GC B1 10
Optimization project
26.05.2020 Project presentations GC B1 10
Exam

Student performance is evaluated based on the group work through an oral presentation, the understanding of methods through a theoretical quiz, and the class involvement throught exercise codes.

Theoretical quiz

A written exam is organized to evaluate individual student performance.

  • Written exam date: 19.05.2020.
  • The written exam accounts for 25% of the final grade.
  • It consists of both simulation and optimization questions.
  • It includes theoretical questions from the lectures, and is mainly designed to check if each student understands the theory behind the project on which s/he is working.
  • Students are not allowed to bring any materials during the exam.
  • The exam is in English.

Oral presentation

Each student is assigned to a group that will work on a project and prepare a 35 minutes presentation in the end of the course.

  • Presentation exam date: 26.05.2020.
  • The group project accounts for 75% of the final grade.
  • 25 minutes presentation + 10 minutes Q&A.
  • Both simulation and optimization projects must be presented.

Submissions

Each group should submit a zip file named "GroupX.zip" (X is your group number) including

  • 1) PDF file for the presentation, and
  • 2) Jupyter Notebooks for the project and exercises.
  • Deadline: Noon on 25.05.2020.
  • Via email to Rico Krueger and Melvin Wong.
  • Subject: "OptSim20 project: Group X"

Grade

The final grade (100%) will be converted to a scale from 1 to 6 as follows:

From (included) To (excluded) Grade
0% 3.75% 1.00/6
3.75% 7.5% 1.25/6
7.5% 11.25% 1.50/6
11.25% 15% 1.75/6
15% 21.25% 2.00/6
21.25% 27.5% 2.25/6
27.5% 33.75% 2.50/6
33.75% 40% 2.75/6
40% 45% 3.00/6
45% 50% 3.25/6
50% 55% 3.50/6
55% 60% 3.75/6
60% 63.75% 4.00/6
63.75% 67.5% 4.25/6
67.5% 71.25% 4.50/6
71.25% 75% 4.75/6
75% 78.75% 5.00/6
78.75% 82.5% 5.25/6
82.5% 86.25% 5.50/6
86.25% 90% 5.75/6
90% 100% 6.00/6