Algemene informatie
Vakcode | E_EOR3_OR3 |
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Studiepunten | 6 EC |
Periode | P4 |
Vakniveau | 300 |
Onderwijstaal | Engels |
Faculteit | School of Business and Economics |
Vakcoördinator | dr. N.K. Olver |
Examinator | dr. N.K. Olver |
Docenten |
dr. N.K. Olver dr. ir. R.A. Sitters |
Praktische informatie
Voor dit vak moet je zelf intekenen.
Voor dit vak kun je last-minute intekenen.
Werkvormen | Werkcollege, Hoorcollege |
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Doelgroepen
Dit vak is ook toegankelijk als:
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.
Doel vak
A student who successfully completes the course will have anunderstanding of the techniques of combinatorial optimization and
integer programming, and be ready to apply them to problems encountered
in practice.
Inhoud vak
* The notion of efficiency in algorithms; distinguishing betweentractable and computationally "hard" problems.
* The correctness and efficiency of key algorithms in combinatorial
optimization will be shown rigorously. Problems studied will include:
minimum spanning tree, maximum flow, minimum cost flow, and matching.
* Formulation of problems as integer programs; the notion of the
strength of a formulation; the central role of integral formulations.
* The main techniques and theory used in commercial integer programming
solvers such as CPLEX and Gurobi will be investigated in detail. A main
focus will be on the powerful cutting-plane method.
* Column generation, Lagrangian relaxation, modelling of disjunctions,
and other problem-tailored techniques will be discussed.
* Experience in the use of integer programming solvers will be gained.
Onderwijsvorm
4 hours per week of lectures, 2 hours per week discussing theoreticalexercises, and 2 hours per week working on problems with the aid of
software tools in a computer lab.
Toetsvorm
Theory assignments - group assessmentProgramming assignments - group assessment
Final exam – individual assessment
Vereiste voorkennis
Linear AlgebraOperations Research I
Literatuur
Main book: Cook, Cunningham, Pulleyblank & Schrijver, CombinatorialOptimization (1997)
Additional reference: Conforti, Cornuejols & Zambelli, Integer
Programming (2014)
NB: Electronic access to both books is available through the library.
Overige informatie
The course is suitable to be taken in an exchange program.Aanbevolen voorkennis
It is expected that students are familiar with the contents ofOperations Research I - and in particular linear programming - at the
start of the course.
Some amount of programming experience, while not required, is helpful.