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OPTIMIZATION TECHNIQUES

2016-2017

IESEG School of Management ( IÉSEG )

Code Cours :

1617-IÉSEG-MBD1S2-QMS-MBDCI04UE

QUANTITATIVE METHODS


Niveau Année de formation Période Langue d'enseignement 
MSc in Big Data Analytics for Business1S2English
Professeur(s) responsable(s)S.NASINI
Intervenant(s)S.NASINI


Pré requis

This is a mathematically and computationally oriented course, where students are expected to have previously completed basic courses in Differential and Integral Calculus, Linear Algebra, and Computer Programming.

Objectifs du cours

At the end of the course, the student should be able to:
1) Understand the different mathematical programming modeling strategies (linear, nonlinear, integer);
2) Design a mathematical programming model;
3) Understand the different algorithmic methods for linear, nonlinear and integer optimization;
4) Solve linear, nonlinear and integer optimization using specialized softwares

Contenu du cours

This is a graduate course in Optimization, which is designed to enable students to correctly model and solve linear, nonlinear and integer optimization problems. The first part of the course is oriented to the analysis of the different mathematical programming modeling strategies. The second part of the course focuses on algorithms and provides students with a collection of computational tools to correctly solve the designed models. The course is based on the use of several computational methods. Optimization software, such as AMPL, R and MINOS are presented.


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Face to face
lecture16,00  
Independent study
Estimated personal workload6,00  
Group Project8,00  
Individual Project8,00  
Independent work
Reference manual 's readings8,00  
E-Learning4,00  
Charge de travail globale de l'étudiant50,00  

Méthodes pédagogiques

  • E-learning
  • Interactive class
  • Coaching


Évaluation

The students evaluation is based on a group project and an individual project

Type de ContrôleDuréeNombrePondération
Others
Group Project5,00130,00
Individual Project5,00160,00
presentation
statement0,50110,00
TOTAL     100,00

Bibliographie

  • D. G. Luenberger and Y. Ye, LINEAR AND NONLINEAR PROGRAMMING -




 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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