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Cursus: 201800004
201800004
Operations Research Techniques 2
Cursus informatie
Cursus201800004
Studiepunten (ECTS)5
CursustypeCursus
VoertaalEngels
Contactpersoondr.ir. M.R.K. Mes
E-mailm.r.k.mes@utwente.nl
Docenten
Docent
dr.ir. A.G. Leeftink
Docent
dr.ir. M.R.K. Mes
Contactpersoon van de cursus
dr.ir. M.R.K. Mes
Docent
dr. J.C.W. van Ommeren
Collegejaar2020
Aanvangsblok
2B
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa
Cursusdoelen


SThe aim of the course is to familiarize students with formulating and solving optimization problems with uncertainty. Students get acquainted with exact solutions methods as well as heuristics.
 
At the end of the course a student is able to formulate, implement and solve:
  • basic stochastic optimization and learning models, e.g., related to Approximate Dynamic Programming and Optimal Learning;
  • a stochastic programming model for a given problem context;
  • stochastic models for strategic capacity planning and performance analyses.
Inhoud
Many problems from the field of operations management can be modeled and solved as a combinatorial optimization problem. However, in practice, many of such problems involve some stochasticity. Solving such a problem while accounting for the uncertainty is often extremely hard, and an approximate solution might be favored. In this course we deal with problems that involve uncertainty and that arise from real world applications. We focus on how to formulate such problems, and how to solve them using exact and approximation methods and algorithms.
 
This course is given in Quartile 4, and should be followed after IEM RO (required to master the programming language Delphi) and ORT1 (required to understand deterministic OR techniques, in particular mathematical programming, dynamic programming, and the implementation of (I)LPs in AIMMS). Furthermore, the student should have a basic understanding of stochastic models, e.g., as taught in IEM Module 8 or SMOM.
Voorkennis
If a student has not taken the IEM RO course before starting this class, the student should contact Gréanne Maan-Leeftink (a.g.maan-leeftink@utwente.nl) before the course starts to check if he or she masters a programming language sufficiently to finish the course successfully.
Voorkennis kan worden opgedaan met
ORT-1
IEM RO
IEM TEM M8 or SMOM
Participating study
Master Industrial Engineering and Management
Verplicht materiaal
Reader
Reader / handouts
Aanbevolen materiaal
-
Werkvormen
Hoorcollege
AanwezigheidsplichtJa

Practicum
AanwezigheidsplichtJa

Zelfstudie geen begeleiding
AanwezigheidsplichtJa

Toetsen
Assignments

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