/OAP

Labs for the "Optimization and Prescriptive analysis" elective I was enrolled in in Ecole Centrale de Lille in 2022-2023.

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OAP

Labs for the "Optimization and Prescriptive analysis" elective I was enrolled in in Ecole Centrale de Lille in 2022-2023.

TPs (labs)

The labs were conceived by the elective's teacher : Frédéric Semet. The notebooks in each folder are my personal work. Sometimes, hints were given.
The solutions to the labs were implemented using IBM ILOG CPLEX Optimization Studio.

TP1 - Introduction

  • Linear modeling
  • Mixed integer programming

TP2 - Beer in the Classroom: A Case Study of Location and Distribution Decisions 1

please see pdf report

  • Linear modeling
  • Mixed integer programming
  • Sensitivity analysis
  • What-if analysis

TP3 - Column generation algorithm

please see pdf report

  • Some linear programs are too large to consider all the variables explicitly
  • Start by solving the considered program with only a subset of its variables
  • Iteratively, variables that have the potential to improve the objective function are added to the program
  • The potential is calculated as the marginal cost of relevant products
  • Once it is possible to demonstrate that adding new variables would no longer improve the value of the objective function, the procedure stops.

TP4 - Pediatrician Scheduling at British Columbia Women’s Hospital 2

please see pdf report

  • Large and real-world problem modeling
  • Scheduling, mixed/binary integer programming, big-M method, soft/hard constraints, multiobjective optimization
  • CPLEX to excel data pipeline construction

Footnotes

  1. Murat Köksalan, F. Sibel Salman, (2003) Beer in the Classroom: A Case Study of Location and Distribution Decisions. INFORMS Transactions on Education 4(1):65-77. https://doi.org/10.1287/ited.4.1.65

  2. Steven Shechter (2022) Case—Pediatrician Scheduling at British Columbia Women’s Hospital. INFORMS Transactions on Education 24(1):40-42. https://doi.org/10.1287/ited.2021.0266cs