NMAK17000U Modeling and Implementation in OR

Volume 2018/2019
Education

MSc Programme in Mathematics-Economics

 

Content

The contents of other operations research courses (such as OR1) cover fundamental and theoretical aspects of mathematical programming. This course puts special emphasis on the modeling, implementation and solution of mathematical programming problems.

Given a description of a real-world optimization problem, the challenge is how to formulate an appropriate mathematical programming problem and how to implement and solve the problem using state-of-the-art optimization software.

The course will cover the following content:

  • A review of linear and integer programming problems
  • A selection of classical optimization problems and applications in different areas
  • Introduction to state-of-the-art optimization software (e.g., one or more among GAMS, Cplex, Gurobi, AMPL, or the like)
  • Introduction to one or more general purpose programming languages (e.g., Java, Python, C++) useful for interacting with optimization software
  • Implementation of some of the problems introduced during the lectures using selected optimization software
  • Project work: From a description of a real-life problem formulate a suitable mathematical programming problem, solve the problem and analyse the results
  • Project work: Implementation of a solution method using selected optimization software
Learning Outcome

At the end of the course the student should have:

  • gained knowledge of common linear and integer programming problems and how continuous and integer variables can be used to express logical relations;

 

  • acquired skills to:
    a) translate the description of real-life optimization problems to suitable mathematical programming problems
    b) implement and solve mathematical programming problems using state-of-the-art optimization software such as GAMS, Cplex or the like;

 

  • obtained the competences necessary to analyze and solve mathematical programming problems.
Operations Research 1 (OR1) or similar.
1 x 2 hours of lectures and 2 x 2 hours of exercises/project per week for 7 weeks. In addition to this, individual project work.
  • Category
  • Hours
  • Class Instruction
  • 28
  • Exam
  • 1
  • Lectures
  • 14
  • Preparation
  • 91
  • Project work
  • 72
  • Total
  • 206
Credit
7,5 ECTS
Type of assessment
Oral examination, 30 minutes
30 minutes oral examination with 30 minutes preparation time.
Exam registration requirements

The student must hand in project(s) that must be approved

Aid
Only certain aids allowed

During the preparation time, all written aids allowed.

In the examination, some written aids allowed: one page with keywords, main results of project, etc.

Marking scale
7-point grading scale
Censorship form
No external censorship
Several internal examiners.
Re-exam

As the ordinary exam. If the project(s) were not approved before the ordinary exam it must be resubmitted at the latest two weeks before the beginning of the re-exam week. The project(s) must be approved before the re-exam

Criteria for exam assesment

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