Study Programme conducted in English at Molde University College 2009/2010

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INF735 Classical Optimization Methods

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Course Code
INF735

Course Name
Classical Optimization Methods

Credits
7.50

Prerequisites

LOG706 Mathematical Modeling in logistics is highly recommended. Some mathematical or quantitative background is needed.

Semester
Spring

Location
Molde

Language Instruction
English

Language Assignments and Evaluation
English

Language Literature
English

Instruction
3 hours of lectures per week.

Mandatory Assignments
There will be two obligatory assignments.

Evaluation
4-hour individual written examination (Closed book).

Grades
Letter (A - F)

Learning outcome

The course will mainly focus on solving problems formulated as deterministic optimization models. Modeling will be covered only briefly, as this is supposed to be known in advance. Problems treated include Linear Programming (LP) problems, Discrete Optimization problems and Nonlinear Programming problems. Emphasis will be put on the Simplex algorithm for Linear Programming and Branch and Bound search for discrete problems, but other solution methods will also be treated.

Content

  • Problem Solving with Mathematical Models
  • Deterministic Optimization Models in Operations Research
  • The Simplex Algorithm for Linear Programming
  • Duality and Sensitivity in Linear Programming
  • Discrete Optimization Methods
  • Nonlinear Programming
Literature

Wayne L. Winston and Munirpallam Venkataramanan: Introduction to Mathematical Programming - Brooks/Cole - Thomson, 4th edition, 2003