Course - Mathematical Programming - IØ8400
IØ8400 - Mathematical Programming
About
Examination arrangement
Examination arrangement: Oral examination
Grade: Letters
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| Oral examination | 100/100 |
Course content
The course material will partly be decided based on the background, experience and research interest of the students. Examples of themes that may be included are:
- Advanced linear programming theory
- Mixed integer linear programming formulations and reformulations
- Valid inequalities and cuts
- Decomposition methods for linear and nonlinear optimization
- Heuristics
The course is given every other year, next time Spring 2018.
Learning outcome
The position and function of the course within the PhD program in Operations Research:
This course is meant to be a common course for all PhD students at IØT working with problems where knowledge about Operations Research is important. The course builds upon advanced operations research courses on master level and provides deepened knowledge about mathematical modeling and the formulation of optimization problems. It also provides knowledge about algorithms and solution methods.
The course will provide knowledge to understand advanced theory, models, methods, and concepts within optimization like:
- strengths and weaknesses with different ways of formulating technical and economical planning problems
- how different formulations and algorithms can be combined to efficient solution methods
- theory about linear programming, integer programming, and heuristics
- how to use commercial software to solve technical and economical planning problems
- knowledge about many different models and when they can be good starting points for modeling richer problems
By the end of the course, the students should be able to:
- understand how commercial software for solving optimization problems works
- understand how different ways to formulate optimization problems can affect the practical solvability of the problem
- assess when optimization models might be solved by exact methods and when heuristics are needed
- structure technical and economical planning problems so that they can be formulated as mathematical programs
- understand the pros and cons of different formulations and solution methods and the interaction between model and method
- implement and solve real technical and economical planning problems in commercial software and interpret the results
Besides this the course should give:
- advanced knowledge about how quantitative methods and models can provide decision support in technical and economical planning situations
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 | To |
|---|---|---|---|
| DIS1003 | 9.0 |
No
Version: 1
Credits:
10.0 SP
Study level: Doctoral degree level
Term no.: 1
Teaching semester: SPRING 2018
Language of instruction: English
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- Managerial Economics, Finance and Operations Research
- Industrial Economics and Technology Management
- Operations Research
- Henrik Andersson
- Henrik Andersson
- Kjetil Fagerholt
- Magnus Stålhane
- Marielle Christiansen
Department with academic responsibility
Department of Industrial Economics and Technology Management
Examination
Examination arrangement: Oral examination
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD Oral examination 100/100
-
Room Building Number of candidates - Spring ORD Oral examination 100/100
-
Room Building Number of candidates
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"