DM872 (S23)

Mathematical Optimization at Work

General information

Schedule

Odin

Contents

Week Topics and Slides Resources
13 Introduction, Farkas, Interior Point Methods [GRB], [HL, sc 8.4], [MG, sc 7.2], [NW]
  LP Practical Guidelines, Sifting, KKT [KN1], [BGLMS, sc 3]
  Practice Sheet 1; sol
15 MILP Practical Guidelines; Presolving; Modeling [KN2], [ABGRW], [Wi, ch7,9,10] or [GRB, modeling 2]
  MILP Formulations for Traveling Salesman Problem [P] or [DFJ] or [MTZ] or [A] or [ABCC] or [OAL]; [OS] [Talk]
16 Practice on TSP Sheet 2; sol
  Lazy Constraints for TSP Sheet 3; sol
  Dantzig Wolfe decomposition and Delayed Column Generation [BGLMS, sc 3]; [Wo ch 11 in LMS]; [LD]
17 Delayed Column Generation; Dual Bounds in Column Generation [Wo ch 11 in LMS]
  Practice on CG Sheet 4; Sol1; Sol2; Sol3
  Vehicle Routing: Compact models; Set Partitioning formulation and CG [Fe], [TV]
18 Practice; Vehicle Routing: Cutting and Branching; Notes on Branching [Wo sc 11.7 in LMS]; [C]; Assignment 1
  Surrogate and Lagrangian Relaxations for MILP [Wo ch 10 in LMS]; [Fi]
  Practice on Lagrangian Relaxation (Multicommodity flows) Sheet 5; Sheet 6; Sol; [AMO ch 16 + 17.4 in LMS]
19 Lagrangian Relaxation and Integer Programming ([IB]; [JB]; [Fi2]); [Fi, sc 8]; [AMO sc 16.4]; [Wo ch 10 in LMS]; [AMO sc 16.5]
  Applications: Vehicle Scheduling [BCG]; [CG];
  Crew Scheduling; RCSP [SGSK]; [GM]
20 Benders’ Algorithm; Version 2 [Wo ch 12 in LMS]; [DJ]; [Z];
  Practice on Benders’ Algorithm Sheet 7; Sol; Sol1; Sol2
  Stochastic Programming [B]; [Wo p 241]; [SP]
21 Stochastic Programming; Integer Programming and Heuristics; Notes [Wo ch 13]; [FL];
  Integer Programming and Machine Learning [Wo sc 14.6 in LMS]; [BD]; [FJ]
  Formulating Equity and Fairness in Optimization Models [CH] Assignment 2

Code and Data

References

Python

Videos

Assessment