DM872

Mathematical Optimization at Work

General information

Schedule

MitSDU

Contents

Week Topics and Slides Resources
14 Introduction. [GRB],
  LP Practical Guidelines, Interior Point Methods, Sifting [KN1], [HL, sc 8.4], [BGLMS, sc 3]
  Practice Sheet 1; Sol
15 MILP Practical Guidelines, Modeling, Presolving [KN2], [ABGRW], [Wi, ch7,9,10] or [GRB modeling]
  MILP Formulations for Traveling Salesman Problem, Cutting Planes for TSP [P] or [DFJ] or [MTZ] or [A] or [ABCC] or [OAL]
  Practice TSP Sheet 2; [GIT]
16 More on TSP Sheet3; Sol
  Lagrangian Relaxation for MILP  
  Implementation, LR for TSP  
17 Vehicle Scheduling  
  Exercises  
  Dantzig Wolfe decomposition  
18 Vehicle Routing: Compact models; Set Partitioning formulation and CG  
  Vehicle Routing: Cutting and Branching  
  Exercises on Column Generation  
19 Crew Scheduling; RCSP  
  Benders Decomposition  
20 Cut-and-Solve  
     
     
21 Timetabling  
  Timetabling  
     

Code and Data

References

Python