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| NMAD05 | Large Scale Optimization, 5 p (sw) /Optimering av stora system / Advancement level: D | |
| 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.Prerequisites: TAOP25 Operations Research or TAOP27 Operations Research, extended courseCourse organization: The lectures cover model building, theory, and solution methods for large-scale optimization, and give examples of realistic applications. The participants in the course present solutions to assignments, which include numerical excercises, theoretical questions, and further applications. The laboratory excercises comprise the solution of specially structured optimization problems using standard computer software.Course content: Advanced linear programming and column generation methods. Generalized linear programming, price-directive decentralized planning and the Dantzig-Wolfe decomposition principle, and Benders partitioning. Lagrangean relaxation and subgradient optimization. Application to problems arising in facility location and in the planning of production and distribution.Course literature: A compendium. | ||
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