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ADVANCED OPTIMIZATION METHODS

2017-2018

IESEG School of Management ( IÉSEG )

Code Cours :

1718-IÉSEG-BA3S2-QMS-B3-CE09UE

QUANTITATIVE METHODS


Niveau Année de formation Période Langue d'enseignement 
Bachelor3S2English
Professeur(s) responsable(s)A.DUENAS
Intervenant(s)Matthieu Buisine , Joseph Sian


Pré requis

- Being able to model single objective problems
- Mastering the solving methods (graphical, spreadsheet, simplex, Big M…)
- Being able to conduct a sensibility analysis.

Objectifs du cours

At the end of the course, the student should be able to:
- Take optimal decisions in the presence of trade-offs between two or more conflicting objectives.
- Be able to solve a transportation problem
- maximize performance whilst minimizing other counstaints at the same time.
- Find a representative set of Pareto optimal solutions, and/or quantify the trade-offs in satisfying the different objectives and/or finding a single solution that satisfies the subjective preferences of a human decision maker.

Contenu du cours

- Mathematical foundations of optimization, modeling and solution techniques for very large and/or complex problems, algorithmic solution methods.
- Duality and transportation problem
- Network optimisation
- Integer programming
- Decision under risk and uncertainty
- Markov chains and Monte Carlo simulation


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Face to face
Interactive class16,00  
Independent work
Research2,00  
Independent study
Group Project10,00  
Estimated personal workload10,00  
Charge de travail globale de l'étudiant38,00  

Méthodes pédagogiques

  • Presentation
  • Project work
  • Interactive class
  • Case study


Évaluation

In this course, the student will be evaluated by:
• a classical final exam
• involvement in the final project (individual work)
• project results (collective work)
Respectively 30%, 35% and 35% of the final mark

Type de ContrôleDuréeNombrePondération
Continuous assessment
Participation16,00125,00
Final Exam
Written exam2,00140,00
Others
Group Project10,00135,00
TOTAL     100,00

Bibliographie

  • Operations Research, Applications and Algorithms (2004) Winston, Brooks/Cole -


Ressources internet



 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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