Operations Research 2: Advanced Operations Research (OR2)

Course content

This course gives an introduction to Integer Programming, which is a widely used methodology for discretely constrained optimization and decision-making.

As a decision support tool, Integer Programming is of vital importance to the industry, with applications in a variety of fields, including finance, logistics, production planning and emerging areas such as the green transition.

The course provides a theoretical foundation to Integer Programming and an overview of well-known solution methods. Moreover, it involves hands-on experience with modeling and implementation, many examples and real-world applications (from industry and/or academic research).

 

The contents of the course are as follows:

 

A. Problem formulation and modeling:

  • A1. Formulate mathematical optimization models for classical OR problems.
  • A2. Linearization of non-linear constraints.
  • A3. Quality of different model formulations.
  • A4. Modeling practical OR problems.

 

B. Integer Programming:

  • B1. Integer Programs (IP), Binary Integer Programs (BIP), and Mixed-Integer Programs (MIP).
  • B2. Properties of Integer Programs.
  • B3. Examples of Integer and Mixed-Integer Programs.

 

C. Solution methods for Integer Programming Problems:

  • C1. Relaxation and duality.
  • C2. Decomposition.
  • C3. Branch and bound.
  • C4. Dynamic programming.
  • C5. Cutting planes.
  • C6. Column generation.

 

D. Practical aspects:

  • D1. External talks: Relation between academia and practice.
  • D2. Case studies: Energy planning/Vehicle routing/Travelling salesman.
  • D3. Implementation of a given problem using an appropriate software package.
  • D4. Implementation of a solution method for a given problem.
Education

MSc Programme in Mathematic-Economics

Learning outcome

Knowledge:

  • Mathematical optimization problems, including LP, IP, BIP and MIP; classical problems such as Travelling Salesman, Knapsack and Network Flow problems.
  • Properties of Integer Programming problems
  • Solution methods for Integer Programming Problems

 

Skills:

  • Characterize different classes of mathematical optimization problems, including LP, IP, BIP and MIP problems
  • Formulate models for LP, IP, BIP and MIP problems
  • Implement a given problem using appropriate software
  • Apply the solutions methods presented in the course
  • Implement a solution method for a given problem (in a simplified fashion)
  • Understand and reproduce the proofs presented in the course

 

Competences:

  • Evaluate the quality of different model formulations
  • Discuss the challenges of solving IP problems
  • Explain how to exploit the properties of a given class of IP problems in the design of a solution method
  • Adapt a solution method to a given class of IP problems
  • Describe similarities and differences between solution methods
  • Discuss the challenges of modeling and solving practical problems
  • Formulate, implement and solve a practical problem and justify the choice of model formulation and solution method

2 x 2 hours of lectures and 2 x 2 hours exercises/project work per week for 7 weeks

Previous years, the textbook L. A. Wolsey: Integer Programming, 1998, John Wiley & Sons, Inc. was used.

Operations Research 1 (OR1) or similar is required.

Academic qualifications equivalent to a BSc degree is recommended.

Written
Oral
Individual
Collective

Individual written feedback will be given on mandatory assignments in order for students to improve subsequent submissions and resubmissions of assignments.

Collective oral feedback will be given on students’ presentations in class.

ECTS
7,5 ECTS
Type of assessment
Oral examination, 30 minutes
Type of assessment details
30 minutes oral examination with 30 minutes preparation time.
Aid
Written aids allowed
Marking scale
7-point grading scale
Censorship form
No external censorship
Several internal examiners
Criteria for exam assessment

The student must in a satisfactory way demonstrate that he/she has mastered the learning outcomes.

 

Single subject courses (day)

  • Category
  • Hours
  • Lectures
  • 28
  • Preparation
  • 70
  • Theory exercises
  • 28
  • Project work
  • 30
  • Exam
  • 50
  • English
  • 206

Kursusinformation

Language
English
Course number
NMAA09044U
ECTS
7,5 ECTS
Programme level
Full Degree Master
Duration

1 block

Placement
Block 2
Schedulegroup
C
Capacity
No limit
The number of seats may be reduced in the late registration period
Studyboard
Study Board of Mathematics and Computer Science
Contracting department
  • Department of Mathematical Sciences
Contracting faculty
  • Faculty of Science
Course Coordinator
  • Trine Krogh Boomsma   (5-7b7970756c4774687b6f35727c356b72)
Office 04.3.02, Email trine@math.ku.dk
Teacher

Trine Krogh Boomsma

Saved on the 27-04-2022

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