Inhalt

[ 977ANMEMAPU24 ] IK (*)Mathematical Programming

Versionsauswahl
(*) Leider ist diese Information in Deutsch nicht verfügbar.
Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
3 ECTS M2 - Master 2. Jahr Betriebswirtschaftslehre Markus Sinnl 2 SSt Johannes Kepler Universität Linz
Detailinformationen
Quellcurriculum Masterstudium Economic and Business Analytics 2024W
Ziele (*)Students learn about advanced methods and techniques of mathematical programming, in particular mixedinteger linear programming. The content includes theoretical background, techniques for modeling and practical implementation of solution algorithms. They learn to apply these techniques to solve real-world problems from various application areas, in particular for problems in business analytics.
Lehrinhalte (*)
  • Formulations
  • Duality
  • Cutting plane algorithms and branch-and-cut
  • Valid inequalities
  • Benders decomposition
  • Dantzig-Wolfe decomposition
  • Lagrangian relaxation
  • Semidefinite optimization
Beurteilungskriterien (*)Exam(s), exercises
Lehrmethoden (*)Lecture, discussions, in-class exercises, programming exercises
Abhaltungssprache Englisch
Literatur (*)L. Wolsey, Integer Programming, current edition M. Conforti, G. Cornuejols, G. Zambelli, Integer Programming, current edition H. P. Williams, Model Building in Mathematical Programming, current edition S. Boyd, L. Vandenberghe, Convex Optimization, current edition further literature will be presented in class
Lehrinhalte wechselnd? Nein
Präsenzlehrveranstaltung
Teilungsziffer 40
Zuteilungsverfahren Zuteilung nach Vorrangzahl