Courses Master Display 2013-2014

Course Description To PDF
Course title Modelling and Solver Technology
Course code EBC4051
ECTS credits 6,5
Assessment None
Period
Period Start End Mon Tue Wed Thu Fri
4 3-2-2014 4-4-2014 X X
Level Advanced
Coordinator Tjark Vredeveld
For more information: t.vredeveld@maastrichtuniversity.nl
Language of instruction English
Goals
After this course, the student is able to model (hard) optimisation problems as mathematical programs and knows several techniques to solve these problems. Moreover, the student can use general purpose software tools to solve these problems.
Description
This course is devoted to mathematical modeling of hard optimisation problems. We focus on integer programming techniques to solve these optimisation problems. During this course techniques as branch and bound, cutting panes and column generation will be discussed as well as the theory needed to understand these techniques. Furthermore, partially by using LP and ILP solvers, these techniques will be implemented in C++.
Literature
Lecture notes, selected chapters from L.A. Wolsey, "Integer Programming", 1998, ISBN 0-471-28366-5.
Prerequisites
Linear programming (including the simplex method), duality, basics in integer programming, combinatorial optimisation, graph theory, C++. Exchange students need to have obtained a Bachelor degree and an advanced level in mathematics.
an advanced level of English
Teaching methods (indicative; course manual is definitive) PBL / Lecture / Assignment
Assessment methods (indicative; course manual is definitive) Participation / Written Exam
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Master Business Research Methodology Electives
Master Business Research Track OR Methodology Electives
Master Business Research Track OR Track Operation Research Compulsory Courses
Master Econometrics and OR Econometrics & OR Electives
Master Econometrics and OR Operations Research
SBE Exchange Master Master Courses
SBE Non Degree Courses Master Courses