Quantitative Decision Making

Teacher(s)

Catanzaro Daniele;

Language

English

Prerequisites

• MQANT1110 - Mathématiques de gestion 1
• MQANT1227 - Mathématiques de gestion 2
• MQANT1329 - Optimisation
• MQANT1223 - Informatique et algorithmique
• MINFO1302 - Projet de Programmation

Main themes

This course is designed to develop in the student both the ability to quantitatively analyze practical problems and to interpret and understand quantitative results in order to perform a more informed decision-making. Its aim is to introduce a broad range of optimization concepts and associated quantitative techniques with a view to helping the student appreciate the merits and limitations of these techniques as well as the data and technical requirements involved with their use. 

Aims

At the end of this learning unit, the student is able to :
1	This course contributes to develop the following competencies. Knowledge Scientific reasoning and systematic approach Communication and interpersonal skills Project management Leadership At the end of this course, students will: Improve their strategical thinking skills Acquire fundamental knowledge on the modeling of practical problems Apply the appropriate techniques to propose a useful solution.

The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.

Content

1. Introduction to Quantitative Decision Making Tools
2. Large Scale Optimization: From Theory to Solutions
3. Projection methods: benders decomposition
4. Inverse projection methods: dantzig-wolfe decomposition
5. Case studies
6. introduction to integer optimization methods for machine learning 

Teaching methods

Blackboard lectures.

Evaluation methods

Individual project with final report and oral presentation.

Faculty or entity

CLSM