Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.
Doel vakAcquaint the student with the use of mathematical techniques for solving
deterministic optimization problems. Subjects studied are:
- Modelling with linear and integer linear optimization
- Solution methods (algorithms) for solving these problems
- Fundamental problems in network optimization
- Dynamic programming
Inhoud vakThe course is a first introduction to optimization. Given a large number
of decisions to be made, subject to certain constraints on what
combination of these decisions are allowed, what choices will lead to
the best possible outcome (such as maximum profit)?
We will discuss the modelling of verbally-described practical problems
using appropriate mathematical formulations - in particular, linear
optimization and integer linear optimization models. Extremely powerful
software tools for solving such models, and they are widely used in
industry. We will see the basic algorithmic principles upon which these
software tools are based: in particular, the simplex method for linear
optimization, and building on this, the branch-and-bound method for
integer linear optimization.
Many problems have specific structure that can be exploited to obtain
much faster algorithms. We will see this in two contexts:
- Network optimization problems. What is the shortest way to get between
two nodes in a network? Or the cheapest way to build a road network
between a given collection of cities so that all cities are connected?
We will develop efficient algorithms for these (and similar) problems.
- Dynamic programming. This is a fundamental technique in computer
science. Determining whether and in which way this technique can be
applied to a given problem is challenging, but it can provide extremely
OnderwijsvormLectures: 4 hours per week. Tutorials: 3 hours per week.
During lectures the material will be presented based on the book and
supplementary lecture notes.
In the tutorials, students will work on the exercises themselves and
have the opportunity to get help from the teaching assistants. The last
part of every tutorials is devoted to a small selection of exercises
that students complete in groups of 2 or 3 and hand in for grading.
Toetsvorm- Exercises to be made weekly during the tutorials comprise
10% of the final grade.
- A written exam will constitute the remaining 90% of the final grade.
LiteratuurH. Taha. Operations Research: An Introduction (9th or 10th
Provided lecture notes
|Faculteit||Faculteit der Bètawetenschappen|
|Vakcoördinator||dr. D.A. van der Laan|
|Examinator||dr. D.A. van der Laan|
dr. D.A. van der Laan
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