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| MQGE0002-3 | Advanced Operations Research
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| Durée : | 30h Th |
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| Nombre de crédits : |
| Master en ingénieur de gestion, à finalité spécialisée en Performance Management and Control, 1re année | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en Financial Engineering, 1re année | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée, 1re année | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en intrapreneuriat, 1re année | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en Modélisation et technologie, 1re année | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en Supply Chain Management, 1re année | | 5 |
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| Master en ingénieur de gestion, à finalité spécialisée en Performance Management Systems, 1re année | | 5 |
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| Nom du professeur : | Yves Crama |
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Langue(s) du cours :
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| Langue anglaise |
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Organisation et évaluation :
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| Enseignement au deuxième quadrimestre |
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Contenus du cours :
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| 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:
- 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 a variety of optimization problems.
- Integer programming and network problems. Branch-and-bound method. Modeling and solution of large-scale models.
- As time allows: other numerical methods, such as Newton's method, gradient methods, neural networks, simulation, etc. |
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Acquis d'apprentissage (objectifs d'apprentissage) du cours :
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| 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 course:
- 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
- Understanding and being capable of using modeling 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 design of solutions
- Ability to speak foreign languages: C1 in English
- Professional capacity for oral communication
- Professional capacity for written communication
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Prérequis et corequis / Modules de cours optionnels recommandés :
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| 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,...) will help, but is not a strict prerequisite. An introduction to SciLab will be provided for those students who choose to use this language for the development of their projects. |
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Activités d'apprentissage prévues et méthodes d'enseignement :
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| Group and individual projects: computer implementations, written reports and oral presentations. |
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Mode d'enseignement (présentiel ; enseignement à distance) :
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| Lectures and computer labs. Group and individual projects: computer implementations, reports and presentations. Attendance is mandatory. |
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Lectures recommandées ou obligatoires et notes de cours :
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| Syllabus:
Y. Crama, Advanced Operations Research, ULg, 2013. |
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Modalités d'évaluation et critères :
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| The final note will be based on:
- the evaluation of group projects (written reports and oral presentations): 75% of the final note
- individual assessment (homework and oral exam in May-June): 25%
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Stage(s) :
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Remarques organisationnelles :
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| 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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Contacts :
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| Y. CRAMA
(y.crama@ulg.ac.be(yasemin.arda@ulg.ac.be)
)
Teaching assistant:
R. SADRABADI
(M.Rezaei@ulg.ac.be) |
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