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| MQGE0002-1 | Advanced Operations Research
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| Duration : | 24h Th |
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| Credits/ECTS : |
| Master in Business Engineering, didactic approach, 1st year | | Deuxième quadrimestre | | 4 |
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| Master en ingénieur de gestion, à finalité spécialisée en financial engineering, 1st year | | Deuxième quadrimestre | | 4 |
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| Master in Management Engineering, professional Focus, 1st year | | Deuxième quadrimestre | | 4 |
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| Master in Management Engineering, professional Focus, 2nd year | | Deuxième quadrimestre | | 4 |
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| Master en ingénieur de gestion, à finalité spécialisée en intrapreneuriat, 1st year | | Deuxième quadrimestre | | 4 |
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| Master en ingénieur de gestion, à finalité spécialisée en supply chain management, 1st year | | Deuxième quadrimestre | | 4 |
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| Master en ingénieur de gestion, à finalité spécialisée en performance management systems, 1st year | | Deuxième quadrimestre | | 4 |
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| Holder(s) : | Yves Crama |
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| Language : | Langue anglaise |
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| Course contents : | This course is organized every other academic year: it will be organized in 2009-2010, but not in 2010-2011.
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, constraint programming, ... |
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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 : | Students who followed the bachelor's and first year master's curriculum at HEC-ULg are adequately prepared for this course.
Students from other origins should make sure that they have had the following prerequisites:
- Mathematics (calculus and matrix algebra).
- Operations research (introductory course).
- General proficiency with personal computers.
- Command of a computer programming language (Pascal, C, Visual Basic,...) is an asset. |
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| Workshops : | Group and individual projects: computer implementations, reports and presentations. |
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| Organization : | This course is organized every other academic year: it will be organized in 2009-2010, but not in 2010-2011.
Lectures and computer labs. Group and individual projects: computer implementations, reports and presentations. Attendance is mandatory. |
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| Written notes : | Lecture notes:
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 |
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| Remarks : | This course is taught in English. |
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