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OPTIMIZATION
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FINAL PROJECT
Each student must realize a
project that includes the modeling and the solution of a real problem based on optimization under uncertainty. Other
student (and the professors) will evaluate each project. The evaluator must
consider: originality of contributions (they can or cannot be research
contributions), capacity of modeling and solving, and presented documentation.
The model of the project
can be solved with any software (Matlab with the
Optimization toolbox, Matlab with CVX, GAMS, AMPL,
EXCEL, XPRESS, etc.).
If a license is not
available, the NEOS server can be used: http://www-neos.mcs.anl.gov/ Through the Internet, this server allows the
solution of almost any optimization problem with the best
optimization solvers. Moreover, you can use the open-source solvers in COIN-OR, a repository of
source code, models, data and examples.
The project report will
consist of a maximum of 15 pages (preferably generated with LaTeX
or Scientific Workplace).
Moreover, the student must provide the necessary files used in the project
(codes, data, etc.).
Content:
Introduction and motivation: problem
description, objectives to obtain, how the problem is solved nowadays, etc.
Formulation: description of an optimization
model (details about variables, constraints, objective, etc.).
Solution: used software and algorithm, is the
obtained solution a reasonable solution? Can it be compared with other existing
solutions? , etc.
Conclusions: including criticism and future research
lines.
References.
The report must be provided
5 days before the presentation: one copy to the evaluator (one student) and
another one to the professor and the teaching assistant.
After that, each project will be presented to all the students. The speaker
will have a maximum of 15 minutes
for the presentation.
The evaluator (one student) will have a maximum of 5 minutes for discussions/questions.
Two days after the
presentation, the evaluators must provide a report (maximum one page)
indicating and justifying the final grade (over 10 points):
Originality (motivation, contributions,
conclusions, etc.): up to 4 points;
Capacity for modeling and solving the problem
(complexity and precision of the model, clarity, solution viability, etc.): up
to 4 points;
Documentation and presentation (style, clarity,
graphs, etc.): up to 2 points.