| NMAD05 | Large Scale Optimization, 7,5 ECTS credits. /Optimering av stora system / |
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Area of Education: Subject area: |
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| Advancement level
(A-D): D
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| Aim: The course aims at giving insight into the practical application of optimization methodology to technical and economic decision problems, and to give knowledge about solution principles for certain classes of structured large-scale optimization problems that frequently arise in practical applications. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) NMAB18 Linear and Nonlinear Optimization and NMAB19 Optimization in Production and Logistics. Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Supplementary courses: NMAD06 Optimization in Production and Logistics. |
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| Organisation: The lectures cover model building, theory, and solution methods for large-scale optimization, and give examples of applications. The participants in the course present solutions to assignments, which include numerical exercises, theoretical questions, and further applications. The laboratory excercises comprise the solution of specially structured optimization problems using standard computer software. The course is concluded with a larger applications-oriented project. |
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| Course contents: Advanced linear programming and column generation. Price-directive decentralized planning and the Dantzig-Wolfe decomposition principle. Lagrangean relaxation and subgradient optimization. Application to problems arising in for example facility location and in the planning of production and distribution. |
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| Course literature: A compendium. |
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| Examination: | |||
| Laboratory course and assignments. Application project. Oral examination. |
0 p 1 p 4 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Mathias Henningsson Examiner: Torbjörn Larsson Course Syllabus in Swedish |
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