Online Education for OR and Developing Decision Support Systems

Question

I am looking for educational programmes which can be conducted online, such as

• full MSc., degree certificates,

• postgraduate courses/modules,

• MOOCs.

Topics I am looking for are on advanced optimization such as

• column generation,

• (meta)heuristics,

• reinforcement learning.

Any recommendations? Feel free to share experiences!

Longer background: I have an MSc. in Engineering during which I focussed on optimization methods (MILP, heuristics, queuing models etc.) in a specific sector. At my work, I get the freedom to develop myself further into the field with the goal of being able to develop (prototype) tooling for decision support at our clients.

Answer 1

Check Coursera, edX, Udemy, or any other online courses (such as those of Stanford). For example:

• Free: Discrete Optimization course on Coursera, covers column generation and an introduction to (meta)heuristic
• Optimization with Metaheuristics in Python on Udemy
• Lectures of Introduction to Meta-heuristics
• Artificial Intelligence: Reinforcement Learning in Python and Advanced AI: Deep Reinforcement Learning in Python are intermediate and advanced courses on Udemy (by the same instructor.)
• Also, check the great answers already provided in other questions on the site. For example, Good resources for solving techniques (Metaheuristics, MILP, CP etc) and Linear and Integer programming materials.

Answer 2

For heuristics you can take a look at this course. Also the book "How to solve it : Modern heuristics" by Zbigniew Michalewicz and David B. Fogel.

Reinforcement Learning has similiarities with approximate dynamic programming, these video lectures by D. P. Bertsekas may be useful.

Answer 3

Institute of Applied Optimization

Metaheuristic Optimization - prerequisite: Java programming

Coursera

Practical Reinforcement Learning - related

Answer 4

For Reinforcement learning and Deep Reinforcement learning, a wonderful online free course on RL by David Silver (the first author of the AlphaZero, AlphaGo algorithms) exists: YouTube links

A more advanced course by Sergey Levine exists for free at: YouTube link

For both course the link to the material of the course is available too.