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Advanced linear programming

Vakcode:WISL105
Studiepunten:7.5 ECTS
Periode:periode 34 (week 6 t/m 26, d.w.z. 6-2-2017 t/m 30-6-2017; herkansing week 28)
Timeslot:?
Deelnemers:tot nu toe 0 inschrijvingen
Rooster:De officiële roosters staan ook in Osiris
Docenten:Dit is een oud rooster!
vormgroeptijdweekzaaldocent
college   ma 13.15-15.006-15 BBG-161 Marjan van den Akker
 
17-21 BBG-161
Tentamen:
week: 23ma 4-6-201813.30-16.30 uurzaal: -
Inhoud:The purpose of the course is to provide insight in theory and development of practical methods for basic and advanced linear programming.
If you are interested in Linear Programming and like mathematics, this course is interesting for you. This course is part of the master courses offered by the LNMB within the Mastermath program (see link).

Contents:

  • Part 1: Basic theory and algorithms of linear optimization (lecturer: Leen Stougie, VU)
    • Linear optimization
    • Polyhedra and polytopes
    • The simplex algorithm
    • Duality
    • Linear inequalities and Farkas' lemma
    • sensitivity analysis
    • network flow problems
    • the ellipsoid method
  • Part 2: Advanced linear optimization methods (lecturer: Marjan van den Akker, UU)
    • the revised simplex method and column generation
    • Dantzig-Wolfe and Benders' decomposition
    • Integer programming formulations and solution methods
    • Totally unimodular matrices
    • Valid inequalities and branch-and-cut
    • Lagrangean relaxation
Prerequisites:
Basic knowledge (bachelor level) of linear algebra and basic graph theory.

Literatuur:D. Bertsimas and J.N. Tsitsiklis: Introduction to linear optimisation, Athena Scientific, 1997.
Werkvorm:Lectures
Toetsvorm:Written exam
Inspanningsverplichting voor aanvullende toets:n.a.
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