Ensimag Rubrique Formation 2022

Advanced Operation Research - Algorithms for Artificial Intelligence - 4MMROA6

  • Number of hours

    • Lectures 16.5
    • Projects -
    • Tutorials 16.5
    • Internship -
    • Laboratory works -
    • Written tests -

    ECTS

    ECTS 3.0

Goal(s)

Modelling and solving complex decision problems with advanced operations research methods

Responsible(s)

Moritz MUHLENTHALER

Content(s)

Foundations:
• Integer Linear Programming
• Dynamic Programming
• Stochastic Dynamic Programming, MDP
• Stochastic shortest path

Applications (a subset of the following)

• Facility location problems
• Inventory management
• Scheduling
• Vehicle routing problems
• Robot motion planing
• Optimization in Finance
• Network Design
• Manufacturing of circuits
• etc..

Prerequisites

First year Operations Research course.

Test

final exam

  • 3h written exam
  • no calculator
  • allowed documents : handwritten A4 page (2-sided)

N1=E1
N2=E2

Calendar

The course exists in the following branches:

  • Curriculum - Math. Modelling, Image & Simulation - Semester 8
see the course schedule for 2023-2024

Additional Information

Course ID : 4MMROA6
Course language(s): FR

The course is attached to the following structures:

You can find this course among all other courses.

Bibliography

Integer Programming, L. Wolsey
Theory of Linear and Integer Programming, A. Schrijver
Dynamic programming and optimal control (vol. I et II), D. Bertsekas
Optimisation Methods in Finance, G. Cornuejols and R. Tütüncü
Combinatorial Optimization: Algorithms and Complexity Christos H. Papadimitriou,Kenneth Steiglitz Dover Publications,Inc
Iterative Methods in Combinatorial Optimization Lap Chi Lau Cambridge

Recherche opérationnelle et réseaux Gerd Finke, Lavoisier.