In data science we distinguish:

• Descriptive analysis: what is the current situation?
• Predictive analysis: what is going to happen in the future?
• Prescriptive analysis: which decision should I make?

This course and other courses in the field of algorithms focus on prescriptive analysis .

The purpose of is to teach topics that:

• are important for the working area of algorithms (in practice and theory)
• are prerequisites for other courses in the COSC program
• that are not encountered by all students in the bachelor.

In many real-life decision problems in e.g. (public) transportation, logistics, energy networks, healthcare, computer networks and education we want to select a very good solution from a large set of possible solutions. In the course you learn how to model such problems and how to solve them by simulation and/or optimization algorithms. We focus on discrete models. You learn about computational complexity and about meaning of exact optimization algorithms, heuristics and what-if analysis. For deterministic problems, we study well-known algorithms from combinatorial optimization. In particular, we study integer linear programming, since it is one of the most frequently applied techniques in practice. For stochastic problems, we study discrete-event simulation . As assignment you have to perform a simulation study of the Uithoflijn, the new tram line that will connect Utrecht CS and the Uithof.

The learning outcomes of the course are

• Knowledge of discrete-event simulation models and combinatorial optimization models
• Knowledge of methods for experimental research with discrete-event simulation including statistical methods
• Insight in the complexity of combinatorial optimization problems
• Knowledge of well-known types of combinatorial optimization algorithms
• Ability to model problems from applications as a discrete-event simulation problem and as a combinatorial optimization problem
• Ability to perform a scientific sound simulation study including statistical analysis
• Ability to apply the algorithms from the course to combinatorial optimization problems

• Simulation : slides, references to sections of the book by Law (copies of the most important section are available), exercises, and some solutions. There is also background material on statistics.
• Integer linear programming : slides, lecture notes, exercises, and solutions.
• Complexity: slides, exercises, and solutions.

Since there will be a lot of examples on the blackboard (especially on integer linear programming) it is strongly recommended that you make your own lecture notes .
For your learning experience, solutions to exercises will always be published some time later than the exercises. There will be solutions for a major part of (but not all) exercises.
The following books are not mandatory but interesting for further reading:

• The lectures on simulation are based on Simulation modeling and analysis, A.M. Law, McGraw-Hill Higher Education, 2015, ISBN 978-1-259-25438-3 (fifth edition) (you can also use an older edition).
• Integer Programming, Laurence A. Wolsey, Wiley-Interscience publication, 1998, ISBN 0-471-28366-5.
• Computers and Intractability: A Guide to the Theory of NP-Completeness. M.R. Garey and D.S. Johnson, W.H. Freeman and Company, New York, 1979, ISBN 0-7167-1044-7.
• Algorithm Design. John Kleinberg, Eva Tardos, Pearson/Addision Wesley, 2005. ISBN 0-321-29535-8.

• Simulation assignment:
  • completeness of the report, this means that it has to contain all the parts given in the workplan
  • You attended the final feedback discussion in person. It is not sufficient if other members of your group attended.
• Final written exam: minimal required grade: unrounded 5.

• Minimum required effort:
  • Your final grade is at least 4
  • You received a pass for the milestones of the simulation assignment
  • You attended every milestone meeting in person. It is not sufficient if other members of your group attended.
• Retake for at most one part (out of simulation assignment and exam):
  • If exam < 5, then retake exam
  • If exam < 6 and retake exam >= 6 would be sufficient, then retake exam
  • Otherwise, either retake exam or repair assignment
  • For repair assignment, permission of teacher required
  • Maximum grade for repair assignment is 7
• If there are unforeseen extreme circumstances because of which you cannot make a milestone or a meeting, you have to notify the teacher beforehand by e-mail.