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Operations Research III - Period 4
OVERVIEW
CEA CAPA Partner Institution: Vrije Universiteit Amsterdam
Location: Amsterdam, Netherlands
Primary Subject Area: Economics
Instruction in: English
Course Code: E_EOR3_OR3
Transcript Source: Partner Institution
Course Details: Level 300
Recommended Semester Credits: 3
Contact Hours: 84
Prerequisites: Linear Algebra, Operations Research I
DESCRIPTION
* The notion of efficiency in algorithms; distinguishing between tractable and computationally "hard" problems.
* The correctness and efficiency of key algorithms in combinatorial optimization will be shown rigorously. Problems studied will include: minimum spanning tree, maximum flow, minimum cost flow, and matching.
* Formulation of problems as integer programs; the notion of the strength of a formulation; the central role of integral formulations.
* The main techniques and theory used in commercial integer programming solvers such as Gurobi will be investigated in detail. A main focus will be on the powerful cutting-plane method.
* Column generation, Lagrangian relaxation, modelling of disjunctions,and other problem-tailored techniques will be discussed.
* Experience in the use of integer programming solvers will be gained.
* Basic knowledge of Python will be gained.
Vrije Universiteit Amsterdam (VU Amsterdam) awards credits based on the ECTS system. Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA?s recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
* The correctness and efficiency of key algorithms in combinatorial optimization will be shown rigorously. Problems studied will include: minimum spanning tree, maximum flow, minimum cost flow, and matching.
* Formulation of problems as integer programs; the notion of the strength of a formulation; the central role of integral formulations.
* The main techniques and theory used in commercial integer programming solvers such as Gurobi will be investigated in detail. A main focus will be on the powerful cutting-plane method.
* Column generation, Lagrangian relaxation, modelling of disjunctions,and other problem-tailored techniques will be discussed.
* Experience in the use of integer programming solvers will be gained.
* Basic knowledge of Python will be gained.
Vrije Universiteit Amsterdam (VU Amsterdam) awards credits based on the ECTS system. Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA?s recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
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