University of Liege | Version française
Study programmes 2012-2013Last update : 18/06/2013
MQGE0002-3  Advanced Operations Research

Duration :  30h Th
Number of credits :  
Master degree in Business Engineering, professional focus in Performance Management and Control, 1st year5
Master degree in Business Engineering, professional focus in Financial Engineering, 1st year5
Master in Management Engineering, professional Focus, 1st year5
Master degree in Business Engineering, professional focus in Intrapreneurship, 1st year5
Master degree in Business Engineering, professional focus in Modelisation and Technologies, 1st year5
Master degree in Business Engineering, professional focus in Supply Chain Management, 1st year5
Master degree in Business Engineering, professional focusin Performance Management Systems, 1st year5
Lecturer :  Yves Crama
Substitute(s) :  Yasemin Arda
Language(s) of instruction :  
English language
Organisation and examination :  
Teaching in the second semester
Course contents :  
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.
The course contains several independent parts:
- Integer programming and network problems. Branch-and-bound method. Modeling and solution of large-scale models.
- General-purpose heuristic strategies for the solution of combinatorial optimization problems, such as Lagrangean relaxation, tabu search or variable neigborhood search; the practical implementation of such methods is illustrated on a variety of optimization problems.
- As time allows: other numerical methods, such as Newton's method, gradient methods, neural networks etc.
Learning outcomes of the course :  
By the end of this course, the students will be able to model complex decision-making problems and to implement appropriate methods for their solution. They will better understand the opportunities offered by optimization methods, as well as their intrinsic limitations.
As a side-benefit, they will also develop advanced computer programming skills that are transferable to different business contexts.

Intended Learning Outcomes addressed by the courses :
  • Strengthening knowledge and understanding of basic management disciplines in order to use them to perform a rigorous analysis of a management situation and provide pertinent solutions
  • Ability to speak 2 foreign languages: C1 in English and B2 in one other language
  • Understanding and being capable of using modelization methods when seeking a solution for a concrete management problem
  • Providing concrete solutions to a management problem, integrating a dimension of technology, innovation or production
  • Being capable of professional team work
  • Creative conception of solutions
  • Professional capacity for oral communication
  • Professional capacity for written communication
Prerequisites and co-requisites/ Recommended optional programme components :  
Prerequisites:
- Mathematics: calculus and matrix algebra.
- Operations research: an introductory course covering linear programming models and methods.
- General proficiency with personal computers.
- Command of a computer programming language (MathLab, SciLab, Pascal, C, Visual Basic,...).
Planned learning activities and teaching methods :  
Group and individual projects: computer implementations and written reports.
Mode of delivery (face-to-face ; distance-learning) :  
Lectures and computer labs. Group and individual projects: computer implementations and reports. Attendance is mandatory.
Recommended or required readings :  
Lecture notes: Y. Crama, Advanced Operations Research, ULg.
Assessment methods and criteria :  
The final note will be based on:
  • the evaluation of projects (written reports), 90%,
  • and the written exam, 10%.
Relative weighting of the individual assessment : 10%
Work placement(s) :  
Organizational remarks :  
This course is taught in English.
See the Lola Web site
http://lola.hec.ulg.ac.be/index.php
for additional information.
Contacts :  
Y.ARDA (yasemin.arda@ulg.ac.be)
H. KUCUKAYDIN (hkucukaydin@ulg.ac.be)
Assistant:
R. SADRABADI (M.Rezaei@ulg.ac.be)


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