Programme des cours 2015-2016
MQGE0002-3  
Computational Optimization
Durée :
30h Th
Nombre de crédits :
Master en ingénieur de gestion, à finalité5
Master en sciences mathématiques, à finalité5
Master en sciences mathématiques, à finalité5
Nom du professeur :
Yves Crama
Langue(s) du cours :
Langue anglaise
Organisation et évaluation :
Enseignement au deuxième quadrimestre
Unités d'enseignement prérequises et corequises :
Les unités prérequises ou corequises sont présentées au sein de chaque programme
Contenus du cours :
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.
Acquis d'apprentissage (objectifs d'apprentissage) du cours :
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
Savoirs et compétences prérequis :
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.
Activités d'apprentissage prévues et méthodes d'enseignement :
Group and individual projects: computer implementations, written reports and oral presentations.
Mode d'enseignement (présentiel ; enseignement à distance) :
Lectures and computer labs. Group and individual projects: computer implementations, reports and presentations. Attendance is mandatory.
Lectures recommandées ou obligatoires et notes de cours :
Syllabus: Y. Crama, Advanced Operations Research, ULg, 2013.
Modalités d'évaluation et critères :
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%
Stage(s) :
Remarques organisationnelles :
This course is taught in English.
See the Lola Web site
http://lola.hec.ulg.ac.be/index.php
for additional information.
Contacts :
Y. CRAMA (y.crama@ulg.ac.be(yasemin.arda@ulg.ac.be) )

Teaching assistant:
R. SADRABADI (M.Rezaei@ulg.ac.be)