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Optimization and simulation

Spring 2023
Michel Bierlaire
Transport and Mobility Laboratory, ENAC
EPFL

The objectives of the course are:

Work involves:

Practical information
  • Time: Every Thursday, from 09:15 to 13:15, starting February 23, 2023.
  • Location: GC D0 386
  • Exception: No class on May 11 and May 18.
  • EPFL Coursebook of the course
  • The final presentations of the projects will be held on the last day of the courses (June 01, 2023) starting at 09:15 in the regular room GC D0 386.
Lectures
Date Topic Slides Material
23.02.2023 Introduction to simulation Video: [1]
Drawing from distributions
The Poisson process
02.03.2023 Discrete events simulation Video: [1]
Statistical analysis and bootstrapping Video: [1]
09.03.2023 Variance reduction Video: [1]
Markov chain Monte Carlo methods Videos: [1][2][3][4][5][6][7]
16.03.2023 Simulation project
23.03.2023 Simulation project
30.03.2023 Simulation project
06.04.2023 Simulation project
13.04.2023 ~~ Spring break ~~
20.04.2023 Introduction to optimization Videos: [1][2][3][4][5][6]
27.04.2023 Multi-objective optimization Videos: [1][2][3]
04.05.2023 Optimization project
11.05.2023 ~~ No in-class lecture and lab ~~
18.05.2023 ~~ Bank holiday ~~
25.05.2023 Optimization project
01.06.2023 Project presentations
The videos are also available on YouTube. Click here to access.
Readings
Laboratories
Date Topic Material
23.02.2023 Overview
02.03.2023 Random number generation
The Poisson process
Discrete events simulation
09.03.2023 Statistical analysis and bootstrapping
Introduction to simulation project
16.03.2023 Variance reduction
Simulation project
23.03.2023 Markov chain Monte Carlo methods
Simulation project
30.03.2023 Simulation project
06.04.2023 Simulation project
13.04.2023 ~~ Spring break ~~
20.04.2023 Optimization exercises
27.04.2023 Multi-objective optimization exercises
Introduction to optimization project
04.05.2023 Optimization project
11.05.2023 ~~ No in-class lecture and lab ~~
18.05.2023 ~~ Bank holiday ~~
25.05.2023 Optimization project
01.06.2023 Project presentations
Evaluation

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

Submissions

Each group should follow the guidelines below:

  • Create a zip file named "GroupX.zip" (where X is your group number) including:
    • PDF file for the presentation, and
    • Jupyter Notebooks for both the project and exercises.
  • Send the zip file
  • The deadline is: 31.05.2023 at 17:00.

Oral presentation

Each student is assigned to a group that will work on a project and prepare a 25 minutes presentation in the end of the course.

  • Final presentations date: 01.06.2023 starting at 09:15 (please see the schedule below).
  • 25 minutes presentation + 10 minutes Q&A.
  • Both simulation and optimization projects must be presented.
  • Each student of the group is supposed to present approximately the same time during the final presentation.
Group Project Title Time Review
2 2 Online movie streaming 09:15-09:50 4
1 1 Train service 09:50-10:25 3
15 minutes break
3 3 Drone delivery service 10:40-11:15 2
4 4 Vaccination strategy 11:15-11:50 1

Michel Bierlaire, EPFL. February 2023