NMAA09044U Operations Research 2: Advanced Operations Research (OR2)
Volume 2013/2014
Education
MSc programme in Mathematics
MSc programme in Statistics
MSc programme in Mathematich-Economics
MSc programme in Statistics
MSc programme in Mathematich-Economics
Content
A. Problem formulation and
modeling:
- A1. Formulate mathematical optimization models for well-known problems.
- A2. Linearization of non-linear constraints.
- A3. Quality of different model formulations.
- A4. Modeling complex 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.
- 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. Practical case: Energy planning.
- D3. Implementation of a given problem in GAMS.
- D4. Implementation of a solution method for a given problem in GAMS.
Learning Outcome
Knowledge:
Skills:
Competences:
- Mathematical optimization problems, including LP, IP, BIP and MIP; well-known 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 in GAMS
- Apply the solutions methods presented in the course
- Implement
a solution method for a given problem in GAMS
(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
Academic qualifications
Operations Research 1
(OR1), Modelling and GAMS
Teaching and learning methods
2 x 2 hours of lectures and
2 x 2 hours exercises/project work per week for 7 weeks
Workload
- Category
- Hours
- Exam
- 50
- Lectures
- 28
- Preparation
- 70
- Project work
- 30
- Theory exercises
- 28
- Total
- 206
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Exam
- Credit
- 7,5 ECTS
- Type of assessment
- Oral examination, 30 min30 minutes oral examination with 30 minutes preparation time.
- Exam registration requirements
- Approval of two project reports is a prerequisite for enrolling for examination
- Aid
- Written aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
Several internal examiners
Criteria for exam assesment
The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome
Course information
- Language
- English
- Course code
- NMAA09044U
- Credit
- 7,5 ECTS
- Level
- Full Degree MasterBachelor
- Duration
- 1 block
- Placement
- Block 1
- Schedule
- B
- Course capacity
- No limit
- Continuing and further education
- Study board
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Course responsibles
- Trine Krogh Boomsma (5-76746b7067426f63766a306d7730666d)
Phone +45 35 32 07 33, room 04.3.02,
mail trine@math.ku.dk
Saved on the
30-04-2013