Course - Mathematical Programming - IØ8400
Mathematical Programming
About
About the course
Course content
Major topics in the course are:
- Different languages for formulation of mathematical programs (MP)
- Different software for solving MP problems
- Decomposition methods and utilization of the matrix structure in variants of the simplex method
- Discussion of different ways to specify discrete structure in MP and how utilize these structures in branch and bound algorithms
- Valid inequalities and generation of cuts in discrete MP problems
- Presolve and automatic reformulation of MP problems
Learning outcome
The course covers the methodological foundation for the use of mathematical optimization models for planning purposes in industry. The goal of the course is to make the students able to use the mot advanced options in commercial software for mathematical programming. The use of these options is often essential to solve large practical problems.
Learning methods and activities
Lectures, seminars and exercises.
Compulsory assignments
- Exercises
Recommended previous knowledge
Master of Science, Industrial Economics and Technology Management with specialization in optimization, or similar.
Required previous knowledge
TIØ4130 Optimization Methods
Course materials
Syllabus literature will be given when the course starts.
Credit reductions
| Course code | Reduction | From |
|---|---|---|
| DIS1003 | 9 sp |
Subject areas
- Managerial Economics, Finance and Operations Research
- Industrial Economics and Technology Management
- Operations Research
Contact information
Course coordinator
Lecturers
Department with academic responsibility
Department of Industrial Economics and Technology Management