Study Programme conducted in English at Molde University College 2010/2011

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LOG735 Classical Optimization Methods

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Course Code
LOG735

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 mandatory assignments.

Evaluation
4-hour individual written examination.

Grades
Letter (A - F)

Learning outcome

After having completed the course, the candidate is supposed to:

  • Be able to solve linear programming problems by using the simplex method
  • Be able to solve integer and mixed integer programming problems by using the Branch-and-Bound method
  • Understand the connection between the primal and the dual of an LP, and know how to convert problems from one of the formulations to the other
  • Have basic knowledge about methods for solving non-linear problems
 Content

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.

Literature

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