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Optimization and simulation

Spring 2022
Michel Bierlaire
Transport and Mobility Laboratory, ENAC
EPFL

The objectives of the course are:

Work involves:

Practical information
  • Time: every Tuesday, from 13:15 to 17:15, starting March 1, 2022
  • Exception: March 8: starts at 14:15.
  • No class on May 31. The date for the final presentation of the projects is May 30 at 13:15 h in CM 010
  • Location: GC D0 386
Lectures
Date Topic Slides Videos
01.03.2022 Introduction to simulation Video
Drawing from distributions
The Poisson process
08.03.2022 @ 14:15 Discrete events simulation Video
Statistical analysis and bootstrapping Video
15.03.2022 Variance reduction Video
Markov chain Monte Carlo methods Videos: [1][2][3][4][5][6][7]
22.03.2022 Simulation project
29.03.2022 Simulation project
05.04.2022 Simulation project
12.04.2022 Simulation project
19.04.2022 ~~ Spring break ~~
26.04.2022 Introduction to optimization Videos: [1][2][3][4][5][6]
Multi-objective optimization Videos: [1][2][3]
03.05.2022 Optimization exercises
10.05.2022 Optimization project
17.05.2022 Optimization project
24.05.2022 Optimization project
30.05.2022 Project presentations
The videos are also available on YouTube. Click here to access.
Readings
Laboratories
Date Topic Mode Material
01.03.2022 Overview Class
Random number generation, Poisson process
08.03.2022 Discrete event simulation Class
15.03.2022 Discrete event simulation Class
22.03.2022 Statistical analysis and bootstrapping Class
Variance reduction
Introduction to group project
29.03.2022 Markov chain Monte Carlo methods Class
Simulation project
05.04.2022 Simulation project Class
12.04.2022 Simulation project Class
19.04.2022 ~~ Spring break ~~
26.04.2022 Optimization exercises Class
03.05.2022 Optimization exercises Class
Introduction to optimization project Class
10.05.2022 Optimization project Class
17.05.2022 Optimization project Class
24.05.2022 Optimization project Class
30.05.2022 Project presentations Class
Evaluation

Student performance is evaluated based on the group work through an oral presentation and the class involvement throught exercise codes.

Oral presentation

Each student is assigned to a group that will work on a project and prepare a 30 minutes presentation in the end of the course.

  • Presentation date: 30.05.2022.
  • 20 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

Michel Bierlaire, EPFL. February 2022