NEWS!!!!

For the students who havemet all initial deadlines and wish to attempt a higher grade, the take home exam is now available here. Note that the deadline for the exam to be handed into Moodle is September 1 and the exam has to be done individually.
Questions and Answers session is shifted from 16th of May (1315 PM) to 18th of May (1315 PM). It will be in my room (E:3129A).
Slides for lecture 4 available.
Example solutions are avaiable to the second task in Lab1
It is now possible to sign up for lab sessions (lab 1). see menu on the left. Labs are done in groups of two on level 4 in the Ebuilding.
The specification for assignment 1 has been updated with correct submission procedure through moodle.

The course consists of two parts:
 discrete event simulation
 heuristic methods (with optimization)
Teachers and administrators
Björn Landfeldt, Bjorn.landfeldt@eit.lth.se (course coordinator, teacher)
Saeed Bastani, Saeed.Bastani@eit.lth.se (teacher)
Marianne GreiffSvensson, marianne.greiff_svensson@eit.lth.se (course administrator)
Lectures and exercise classes
Day and time 
Type 
Contents 
Tue 21 March, 1315 
Lecture S1 

Thu 23 March, 810 
Lecture S2 

Tue 28 March, 1315 
Lecture S3 
random number generation, validation and verification, error propagation 
ThuFri 3031 March, 810, 1315 (Thu) 
Lab Exercise 1 
discrete event simulation (problems to be solved during exercise) Event scheduling (program for exercise and home assignment) Process interaction (program for exercise and home assignment) 
Tue 4 April 1315 
Lecture S4 

Thu 6 April 810 
Lecture O1 
introduction to optimization, linear programming, duality, simplex method, examples (lecture notes) 
Tue 25 April 1315 
Lecture O2 
introduction to optimization, mixed integer programming, branch and bound method, examples (lecture notes) 
WedThu 2728 April 810, 1315 (27/4) 
Lab Exercise 2 
solving optimization problems in MATLAB A brief introduction to MATLAB solvers for Linear and Integer programs Example 1: linear program (MATLAB file) Example 2: integer program (MATLAB file) Example 3: linear program and sensitivity analysis (Excel file) Lab Exercise: Solving Linear and Integer Programs using MATLAB (download pdf) 
Tue 2 May 1012 
Lecture H1 
Introduction to heuristic methods, Local Search (LS) (lecture notes) 
Thu 4 May 1012 
Lecture H2 
Simulated Annealing (SA), Tabu Search (TS), and Iterated Local Search (ILS) (lecture notes) 
Tue 9 May 1315 
Lecture H3 
Genetic Algorithms (GA) (lecture notes) 
ThuFri 1112 May 810, 1315 (11/5) 
Lab Exercise 3 
Heuristic methods: simulated annealing, genetic algorithms, and Tabu search Lab Exercise: Metaheuristic simulations (code and instructions) 
The times and places can be found by using LTH’s schedule generator.
Take Home assignments
The take home assignments can be done in groups of two students or individually.
If you need help with take home assignment 1, you can come to Björn's office (room E:3145) at the following times:
 Wednesday 3 May 10.0012.00
 Thursday 4 May 13.0015.00
If you need help with take home assignments 2 and 3, you can come to Saeed's office (room E:3129A) at the following times:
 Thursday 18 May 8.0010.00
 Thursday 18 May 13.0015.00
There are tree takehome assignments that you must complete to pass the course. There will be one on discrete event simulation and two on heuristic methods. The deadlines for the assignments can be found below. If a takehome assignment is not approved in the due time, you will get a second chance to hand it in, but not later than one week after when you got it back. If you miss any such deadline, you cannot get a grade higher than 3.
The deadlines for the takehome assignments:
 Discrete Event Simulatioin: 5 May
 Heuristic Methods I: 26 May
 Heuristic Methods II: 9 June
The takehome assignments:
Material for take home assignment 1
For takehome assignment 1 you need a matlab program that calculates confidence intervals by estimating the correlation between samples:
Link to a program for calculating the confidence intervals of your resutls.
Link to a description to the output of the program above.
If you want to write to a file that can be used as input to matlab, you can do it as in this example. The example is almost the same as "Event scheduling approach" above. One class is added (SimpleFileWriter). An instance is created and used in State, and the file is closed in Template2006.
TakeHome exam
To get a higher grade than 3, you must pass the takehome exam. From the takehome exam you can get the grades not passed, passed and passed with distinction. Observe that the takehome exam is to be done individually, that is, you may not do it in cooperation with other students.
Final grade
Your final grade will be determined by the table below.
Home assignments and project 
Home exam 
Final grade 
Passed 
Not done or not passed 
3 
Passed within deadline 
Passed 
4 
Passed within deadline 
Passed with distinction 
5 
Literature
For the discrete event simulation part of the course the following book can be used:
 C.A. Chung, Simulation Modeling Handbook – A Practical Approach, CRC Press (the book can be found as a free ebook in the univeristy library, see http://www.crcnetbase.com/ISBN/9780203496466 should be free for computers connected to the university's network)
Another good book that deals much more with the statistical side of discrete event simulation is:
 S. M. Ross, Simulation 4th ed., Academic Press 2006
For more exensive analysis of time series from a statistical POV.
Andreas Jakobsson, An Introduction to Time Series Modeling 2nd ed., Studentlitteratur 2015