MQGE0002-3 : Computational Optimization

Study Programmes 2016-2017

MQGE0002-3

Computational Optimization

Duration :

30h Th

Number of credits :

Master in business engineering (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

Learning unit 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.

Learning outcomes of the learning unit :

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:

Establish a strategy in order to optimize the value chain of an organization, taking into account its scientific and technological context, and demonstrating a critical mind and scientific precision.
Take charge of the everyday management of a company, an organization or a project, taking into account its scientific, technological and entrepreneurial dimensions, ensuring a good interface between its technological and managerial aspects, and capitalizing on the characteristics of a digitalized world.
Plan and implement the performance and quality control in a company, an organization or a project, using the appropriate analytical tools.
Communicate efficiently in English, internally and externally, about a company, organization or project.
Adapt his/her managerial practice to the needs of a fast-evolving world, showing curiosity, scientific precision, creativity, and autonomy.

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,...) is an asset, but is not a strict prerequisite. An introduction to the language "Julia" will be provided, and the students are encouraged to use it 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.