Statistics 310: Optimization and Simulation
Winter 2010


This course will consist of two five-week modules devoted to (1) stochastic simulation and (2) continuous optimization. Students will be expected to complete several substantial programming projects during the course. Following is a brief synopsis:

1. Stochastic Simulation:

Connections with some important problems of combinatorial optimization, including max-flow, graph-partitioning, and matching algorithms, will also be discussed. The utility of MCMC methods will be illustrated by a number of substantial examples, including

2. Continuous Optimization:


A. Stochastic Simulation



B. Continuous Optimization

Assignments (Stochastic Simulation):

Coded Text for Assignment 3.
TSP Itinerary for Assignment 4.

Darwin Finch Data