OPTIMIZATION TECHNIQUES

Code Cours
2324-IÉSEG-MBD1S2-QMS-MBDCI04UE
Langue d'enseignement
English
Matières
QUANTITATIVE METHODS
Responsable(s)
J.SIANI
Intervenant(s)

Stefano NASINI
Niveau
-
Année de formation
Période

Présentation

Prérequis
This is a mathematically and computationally oriented course, where students are expected to have previously completed basic courses in Differential and Integral Calculus, Linear Algebra, and Computer Programming.
Objectifs
At the end of the course, the student should be able to:
- understand the different mathematical programming modeling strategies (linear, nonlinear, integer)
- design mathematical programming models for supply chain management, logistic, transportation, portfolio selection and pricing
- understand the different algorithmic methods for linear, nonlinear and integer optimization
- solve optimization problems using specialized softwares

These competencies and/or skills contribute to the following learning objectives
- 3.A Breakdown complex organizational problems using the appropriate methodology
- 5.B Construct expert knowledge from cutting-edge information
- 5.D. Make effectual organizational decisions
- 7.B Formulate strategically-appropriate solutions to complex and unfamiliar challenges in their professional field
Présentation
This is a graduate course in Optimization, which is designed to enable students to correctly model and solve linear, nonlinear and integer optimization problems. The first part of the course is oriented to the analysis of the different mathematical programming modeling strategies. The second part of the course focuses on algorithms and provides students with a collection of computational tools to correctly solve the designed models. The course is based on the use of several computational methods. Optimization software, such as AMPL, R and MINOS are presented.

Modalités

Organisation
Type Amount of time Comment
Présentiel
Cours magistral 10,00
Cours interactif 6,00
Travail personnel
Charge de travail personnel indicative 10,00
Group Project 6,00 Students are assigned to small groups
Individual Project 2,00
Autoformation
Lecture du manuel de référence 8,00 From the list of recomended reading
E-Learning 8,00
Overall student workload 50,00
Évaluation
The students evaluation is based on an individual assignment, a group project and the participation.
Control type Duration Amount Weighting
Contrôle continu
Participation 16,00 1 20,00
Autres
Projet Collectif 8,00 1 40,00
Projet Individuel 8,00 1 40,00
TOTAL 100,00

Ressources