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Course module: 201800004
201800004
Operations Research Techniques 2
Course info
Course module201800004
Credits (ECTS)5
Course typeCourse
Language of instructionEnglish
Contact persondr.ir. A.G. Leeftink
E-maila.g.leeftink@utwente.nl
Lecturer(s)
Lecturer
dr.ir. W.J.A. van Heeswijk
Lecturer
dr.ir. A.G. Leeftink
Contactperson for the course
dr.ir. A.G. Leeftink
Lecturer
dr. J.C.W. van Ommeren
Academic year2021
Starting block
2B
Application procedureYou apply via OSIRIS Student
Registration using OSIRISYes
Aims


The 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.
Content
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.
 
 
Assumed previous knowledge
This course should be followed after IEM RO and ORT1. Furthermore, the student should have a basic understanding of stochastic models, e.g., as taught in IEM Module 8 or SMOM.
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.
Previous knowledge can be gained by
ORT-1
IEM RO
IEM TEM M8 or SMOM
Participating study
Master Industrial Engineering and Management
Required materials
Reader
Reader / handouts
Recommended materials
-
Instructional modes
Lecture
Presence dutyYes

Practical
Presence dutyYes

Self study without assistance
Presence dutyYes

Tests
Assignments

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Kies de Nederlandse taal