INTERMEDIATE OPTIMIZATION METHODS

Code Cours
2324-IÉSEG-BA3S1-QMS-B3-CE05UE
Langue d'enseignement
English
Matières
QUANTITATIVE METHODS
Responsable(s)
J.SIANI
Intervenant(s)
JOSEPH SIANI, BUISINE MATTHIEU, AMAR JENNIFER
Niveau
Bachelor
Année de formation
Période

Présentation

Prérequis
Strong background in applied mathematics including calculus and linear algebra.
Strong background in probability and statistics.
Knowledge in algorithms will be helpful
Objectifs
At the end of the course, the student should be able to:
- understand basic theoretical principles in optimization;
- understand formulation of optimization models;
- understand solution methods in optimization;
- understand methods of sensitivity analysis and post processing of results
- apply optimization techniques to a wide range of business problems
- implement practical cases, by using EXCEL SOLVER
Présentation
Linear Programming (LP) and allocation of resources
Maximization then Minimization problems
Graphical LP Minimization and Maximization solution
Linear Programming-Simplex Method for Maximizing
Linear Programming-Big-M Method for Optimizing
Sensitivity Analysis: Changes in Objective Function
Duality

Modalités

Organisation
Type Amount of time Comment
Présentiel
Cours magistral 16,00
Travail personnel
Charge de travail personnel indicative 32,00
Overall student workload 48,00
Évaluation
1. Presence/Participation
2. Final Exam
3. Final project (Project 1 = 15% and Project 2 = 25%)
Control type Duration Amount Weighting
Examen (final)
Examen écrit 2,00 1 50,00
Autres
Projet Collectif 0,00 2 40,00
Contrôle continu
Participation 0,00 0 10,00
TOTAL 100,00

Ressources

Bibliographie
Mayne Winston (2004) "Operations Research: Applications and Algorithms", 4th Edition, Brooks/Cole Cengage Learning -
Moore, J.H., L.R. Weatherford (2001) "Decision Modeling with Microsoft Excel", 6th Edition, Upper Saddle River, Prentice Hall -
Winston, W.L., S.C. Albright (2001) "Practical Management Science: Spreadsheet Modeling and Applications", 2nd Edition, Pacific Grove, Duxbury Press -
Taylor Bernard W. (2007) "Introduction to management Sicence", 9th Edition, Pearson Prentice hall -
Anderson, R.A., Sweeny, D.J. (2006) "Applied Production and Operations Management" -