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| MQGE0002-3 | Advanced Operations Research
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| Duration : | 30h Th |
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| Credits/ECTS : |
| Master in Business Engineering, didactic approach, 1st year | | Second semester | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en financial engineering, 1st year | | Second semester | | 5 |
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| Master in Management Engineering, professional Focus, 1st year | | Second semester | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en intrapreneuriat, 1st year | | Second semester | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en Modélisation et technologie, 1st year | | Second semester | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en Modélisation et technologie, 2nd year | | Second semester | | 4 |
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| Master en ingénieur de gestion, à finalité spécialisée en supply chain management, 1st year | | Second semester | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en performance management systems, 1st year | | Second semester | | 5 |
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| Holder(s) : | Yves Crama |
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| Language : | English language |
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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 and application of a mathematical programming modeling language, that is, 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 realistic, 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 (MathLab, SciLab, Pascal, C, Visual Basic,...) is an asset.
An introduction to SciLab will be provided for those students who wish to use it for the development of their projects. |
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| Workshops : | Group and individual projects: computer implementations, written reports and oral presentations. |
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| Organization : | 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. |
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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 (Building N1)
Phone. : 04 366 30 77
Email : Y.Crama@ulg.ac.be
Teaching assistant: R. SADRABADI
HEC-Management School
Building N1, Room 328 |
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| Remarks : | This course is taught in English.
See the Lola Web site
http://lola.hec.ulg.ac.be/index.php
for additional information. |
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