MQGE0002-3 : Computational Optimization

Study Programmes 2015-2016

MQGE0002-3

Computational Optimization

Duration :

30h Th

Number of credits :

Master in business engineering (120 ECTS)		5
Master in mathematics (120 ECTS)		5
Master in mathematics (120 ECTS)		5

Lecturer :

Yves Crama

Language(s) of instruction :

English language

Organisation and examination :

Teaching in the second semester

Units courses prerequisite and corequisite :

Prerequisite or corequisite units are presented within each program

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:
- 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.

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 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

Prerequisite knowledge and skills :

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.

Planned learning activities and teaching methods :

Group and individual projects: computer implementations, written reports and oral presentations.

Mode of delivery (face-to-face ; distance-learning) :

Lectures and computer labs. Group and individual projects: computer implementations, reports and presentations. Attendance is mandatory.