DM872 (S24)

Mathematical Optimization at Work

General information

Schedule

Odin

Contents

Week Topics and Slides Teach Resources
6 Introduction, Farkas, Interior Point Methods MC [GRB], [HL, sc 8.4], [MG, sc 7.2], [V, ch 21]; [NW]
  LP Practical Guidelines, Sifting MC [KN1], [BGLMS, sc 3]
7 Practice MC Sheet 1; sol
  MILP Practical Guidelines; Presolving; Modeling MC [KN2], [ABGRW], [Wi, ch7,9,10] or [GRB, modeling 2]
8 MILP Formulations for Traveling Salesman Problem KP [P] or [DFJ] or [MTZ] or [A] or [ABCC] or [OAL]; [OS] [Talk]
  Cutting planes for TSP KP Sheet 3; sol
9 Practice on TSP KP Sheet 2; sol
  VRP Formulations and Valid Inequalities KP  
10 VRP Formulations and Valid Inequalities KP  
  Practice on CVRP KP Assignment 1
11 Surrogate and Lagrangian Relaxations for MILP MC [Wo ch 10 in LMS]; [Fi]
  Practice on Lagrangian Relaxation MC Sheet 6; Sol [AMO ch 16 + 17.4 in LMS]
12 Further Notes on Lagrangian Relaxation MC ([IB]; [JB]; [Fi2]); [Fi, sc 8]; [AMO sc 16.4-16.5]; [Wo ch 10 in LMS]
  Dantzig Wolfe decomposition and Delayed Column Generation MC [GIT]; [BGLMS, sc 3]; [Wo ch 11 in LMS]; [LD]
13 Delayed Column Generation; Dual Bounds in Column Generation MC [Wo ch 11 in LMS]
  Practice on CG MC Sheet 4; Sol
14 Applications: Vehicle Scheduling MC [BCG]; [CG]
  Crew Scheduling; RCSP MC [SGSK]; [GM]; Sheet 7
15 Integer Programming and Heuristics MC [Wo ch 13]; [FL]
  Stochastic Programming MC [B]; [Wo p 241]; [SP]
18 Stochastic Programming MC [B]; [Wo p 241]; [SP]
  Practice on Stochastic Programming MC Sheet 8; sol in [LMS] under Resources
19 Formulating Equity and Fairness in Optimization Models MC [CH]

Further Topics out of curriculum

     
  Benders’ Algorithm; Version 2 [Wo ch 12 in LMS]; [DJ]; [Z];
  Practice on Benders’ Algorithm Sheet 9; Sol; Sol1; Sol2
  Integer Programming and Machine Learning [Wo sc 14.6 in LMS]; [BD]; [FJ]

Code and Data

References

Python

Assessment