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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.