Overview

Utrecht University, WISM454

Each week consists of two hours of lectures (theory, C++), followed by two hours for working on exercises.

Schedule

Date Topic

07-02-2018

  • Course overview, topics, grading etc.
  • Random number generation (I), LCRNG
  • C++: Basic introduction.
  • Setting up a development environment
  • Exs.: set up system, 2.1, 2.2 and 2.6
  • Read: [LN] 2.1 - 2.3, [BS] 2.1 - 2.2

14-02-2018

  • Random number generation (II): Non-uniform distributions, statistical tests,
  • C++: arrays, pointers, classes.
  • Exs.: UNIX intro, 2.9, 2.10
  • Hand-in: 2.7, 2.8
  • Read: [LN] 2.4 - 2.5, [BS] 2.3 - 3.2
  • Slides: Theory, C++

21-02-2018

  • Random number generation (III): Advanced RNGs, Xorshift, Mersenne Twister
  • C++: polymorphism (II), templates
  • Exs.: 2.12, 2.13
  • Read: [LN] 2.6, [BS] 3.3 - 3.4
  • Slides: Theory, C++

28-02-2018

  • C++: the standard library
  • Read: [BS] Chapter 4
  • Slides: C++

07-03-2018

  • JB away (SIAM PP18, Tokyo)
  • Extra tutorial: finish RNG library
  • Bart de Leeuw (UU)

14-03-2018

  • JB away (SIAM PP18, Tokyo)
  • Monte Carlo methods (I)
  • C++: std::function, anonymous functions, smart pointers
  • Exs.: 3.4
  • Read: [LN] 3.1 - 3.2
  • Hand-in: 3.1, 3.2, 3.3
  • Tom Bannink (CWI)
  • Slides: Theory, C++

21-03-2018

  • Monte Carlo methods (II)
  • C++: Copy/move, overloading, operators
  • Exs.: 3.8
  • Read: [LN] 3.3, [BS] 17, 18, 19
  • Slides: Theory, C++

28-03-2018

  • C++: <chrono>, TestU01
  • Work on RNG / MC and Report I
  • Slides: C++

04-04-2018

  • C++: <random> overview
  • Work on RNG / MC and Report I
  • Slides: C++

11-04-2018

No lecture

16-04-2018

Deadline: Report I

18-04-2018

  • Genetic Algorithms (I)
  • Slides: Theory

25-04-2018

02-05-2018

  • Other optimization methods
  • Slides: Theory

09-05-2018

  • Travelling salesman and variants
  • Slides: Theory

16-05-2018

  • Knapsack and variants
  • Slides: Theory

23-05-2018

  • (Tutorial)

30-05-2018

  • (Tutorial)

06-06-2018

  • No class
  • JB away (SIAM IS18, Bologna)

13-06-2018

  • (Tutorial)

20-06-2018

Deadline: Report II

Exercises and reports

Your reports should contain:

In addition, all exercises listed in the schedule, except those marked hand-in or optional, are expected to be treated in your reports. Do not refer to them explicitely, but rather make them part of the story.

Solutions to hand-in exercises should be handed in on paper one week after they have been distributed, and are expected to be typeset using LaTeX.

The following table shows how the final grade will be computed.

Hand-in Assignments Report I Report II

20%

40%

40%

Literature

Example code can be found at: http://www.github.com/jwbuurlage/lcsc-code/