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| GEST0366-1

 | Advanced Operations Research

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| Duration : | 45h Th | |
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| Holder(s) : | Yves Crama | |
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| Course contents :
| The course contains several independent parts: - General-purpose heuristic strategies for the solution of combinatorial optimization problems, such as simulated annealing, tabu search or genetic algorithms; the practical implementation of such methods is illustrated on various decision problems; - Learning of a mathematical programming modeling language, i.e. a computer language specially devoted to the formulation, the solution and the analysis of large-scale optimization models (linear or nonlinear programming problems); - Other numerical methods (as time allows): simulation, neural networks, ... | |
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| Course objective :
| The aim of this course is to present various aspects of mathematical modeling and of problem-solving strategies as they are used in operations research for the solution of large-scale, complex problems. | |
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| Prerequisites :
| Mathematics (calculus and matrix algebra). Operations research (introductory course). Good command of a computer programming language (Pascal, C, Visual Basic,...) and general proficiency with personal computers. | |
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| Workshops :
| Group and individual projects: computer implementations, reports and presentations. | |
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| Organization :
| Lectures and computer labs. Group and individual projects: computer implementations, reports and presentations. Attendance is mandatory. First semester, Tuesday from 8.30 to 10.00 and Thursday from 13.30 to 15.30. (Schedule to be confirmed.) | |
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| Written notes :
| Texbook: Y. Crama, Advanced Operations Research, ULg, 2004. | |
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| Assessment :
| The final note will be based on the evaluation of the projects (written reports and oral presentations). | |
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| Contacts :
| Instructor: Y. CRAMA HEC-Management School (Bât. B31) Phone. : 04 366 30 77 Email : Y.Crama@ulg.ac.be
Teaching assistant: M. BAY HEC-Management School (Bât. B31) Phone : 04 366 31 05 Email : Maud.Bay@ulg.ac.be
Secretary: C. BROSE-VODON, Bât. B31, Local II/54 Phone : 04 366.27.21 Email: Claude.Vodon@ulg.ac.be | |
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| Remarks :
| This course is only taught in English. | |
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