| NMAB19 | Discrete Optimization, 7,5 ECTS credits. /Diskret optimering/ |
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Prel. scheduled
hours: 50 |
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Area of Education: Science Subject area: Mathematics |
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| Advancement level
(A-D): B
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| Aim: The course constitutes a continuation of NMAB18 Linear and Nonlinear Optimization with focus on practical treatment of optimization in discrete variables. The course aims to give the students (i) an examplified orientation of important classes of discrete optimization problems and applications of optimization models (ii) understanding of the mathematical theory upon which the modelling techniques and algorithms are based (iii) an ability to analyse and formulate optimization models taken from both economical and technical applications (iv) an ability to solve optimization problems by hand and to use computer software. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) NMAB18 Linear and Nonlinear Optimization. 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: NMAD05 Large Scale Optimization, NMAD06 Optimization in Production and Logistics. |
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| Organisation: |
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| Course contents: Network optimization: Integer problems with graph structure, linear programming with intergrality property, minimum cost network flow problems, special cases and extensions (i.e. transportation, shortest path and shortest spanning tree problems), the network simplex method. Integer Programming: Model formulation, relaxations, branch-and-bound methods, cutting plane methods, heuristics, Lagrangean relaxation, principles for subgradient optimization. Dynamic programming: Formulation of deterministic problems, the principle of optimality, applications to network. |
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| Course literature: Lundgren, Rönnqvist och Värbrand: Optimeringslära, 2003, Studentlitteratur. |
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| Examination: | |||
| Written examination Computer exercise |
5 p 0 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Mathias Henningsson Examiner: Maud Göthe-Lundgren Link to the course homepage at the department Course Syllabus in Swedish |
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