Courses Master Display 2019-2020

Course Description To PDF
Course title Algorithms and Optimisation
Course code EBC4049
ECTS credits 6,5
Assessment Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
2 29-10-2019 21-12-2019 X X
Level Advanced
Coordinator Alexander Grigoriev
For more information: a.grigoriev@maastrichtuniversity.nl
Language of instruction English
Goals
Ability to analyse the complexity of optimization problems, and ability to design fast algorithms providing good-quality solutions for hard optimization problems.
Description
This course is devoted to mathematical models and solution methods for hard optimization problems. First, we study the theory of computational complexity, including the concept of P versus NP. In particular, we prove that some problems are computationally intractable. Given the complexity insights, solving such problems is a challenge. Therefore, we study the design and analysis of exponential time exact algorithms as well as polynomial time approximation algorithms and approximation scheme. The course is open ended in the sense that some topics can be chosen according to student interests. Classical problems that will be covered are, among others, scheduling, colouring, set covering, and packing equired algorithm design skills will be used to solve challenging problems from Project Euler (projecteuler.net) throughout the entire course.
Literature
"Algorithms" by Dasgupta, Papadimitriou and Vazirani (Mc Graw-Hill).
Selected chapters from several books on combinatorial optimization.
Prerequisites
Students need to have obtained a Bachelor degree in Econometrics, Operations Research, Mathematics, or Computer Science. Knowledge in optimization (Linear Programming) and basic graph theory is highly recommended. Familiarity with basic algorithms and the analysis of algorithms (runtime complexity) is certainly helpful. C++ (or Java/Python/Basic) Programming skills are also prerequisites as there will be many practical programming cases.
An advanced level of English.
Teaching methods PBL / Lecture / Assignment / Groupwork
Assessment methods Participation / Take home 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 - No specialisation Year 2 Methodology Elective(s)
Master Business Research - Operations Research Year 1 Compulsory Course(s)
Master Business Research - Operations Research Year 1 Elective Course(s)
Master Business Research - Operations Research Year 2 Elective Course(s)
Master Econometrics and Operations Research - Econometrics Elective Course(s)
Master Econometrics and Operations Research - Mathematical Economics Elective Course(s)
Master Econometrics and Operations Research - No specialisation Elective Course(s)
Master Econometrics and Operations Research - Operations Research Compulsory Course(s)
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