Introduction to Optimization and Operations Research

Description

This lecture introduces the fundamental concepts of optimization and operations research, focusing on modeling complex decision-making problems in engineering, business, analytics, and mathematical sciences. It covers key topics such as mathematical optimization, simulation, queuing theory, and data analysis. The lecture explores real-world examples like cargo loading, train timetabling, and network design for battery electric buses. The course structure includes self-learning, interactive sessions, and exercise sessions, organized around six topics over a semester. Students will delve into linear optimization, simplex algorithm, networks, transshipment, discrete optimization, and nonlinear optimization, with a final exam to assess their understanding.

Official source

https://mediaspace.epfl.ch/media/0_xtavn1a6

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Mathematical optimization

Mathematical optimization (alternatively spelled optimisation) or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries.

Convex optimization

Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard.

Interprocedural optimization

Interprocedural optimization (IPO) is a collection of compiler techniques used in computer programming to improve performance in programs containing many frequently used functions of small or medium length. IPO differs from other compiler optimizations by analyzing the entire program as opposed to a single function or block of code. IPO seeks to reduce or eliminate duplicate calculations and inefficient use of memory and to simplify iterative sequences such as loops.

Particle swarm optimization

In computational science, particle swarm optimization (PSO) is a computational method that optimizes a problem by iteratively trying to improve a candidate solution with regard to a given measure of quality. It solves a problem by having a population of candidate solutions, here dubbed particles, and moving these particles around in the search-space according to simple mathematical formula over the particle's position and velocity.

Constrained optimization

In mathematical optimization, constrained optimization (in some contexts called constraint optimization) is the process of optimizing an objective function with respect to some variables in the presence of constraints on those variables. The objective function is either a cost function or energy function, which is to be minimized, or a reward function or utility function, which is to be maximized.