 |
| Detailed information |
| Original study plan |
Master's programme Economic and Business Analytics 2024W |
| Objectives |
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.
|
| Subject |
- Formulations
- Duality
- Cutting plane algorithms and branch-and-cut
- Valid inequalities
- Benders decomposition
- Dantzig-Wolfe decomposition
- Lagrangian relaxation
- Semidefinite optimization
|
| Criteria for evaluation |
Exam(s), exercises
|
| Methods |
Lecture, discussions, in-class exercises, programming exercises
|
| Language |
English |
| Study material |
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
|
| Changing subject? |
No |
|
