Courses Exchange Display 2019-2020

Course Description To PDF
Course title Modelling and Solver Technology
Course code EBC4051
ECTS credits 6,5
Assessment Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
4 3-2-2020 3-4-2020 X X
Level Advanced
Coordinator Aida Abiad Monge
For more information: a.abiadmonge@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 modelling 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, some of these techniques will be implemented.
Literature
Selected papers.
Lecture notes.
Recommended background literature : 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++, Java (or some other programming language). Exchange students need to have obtained a Bachelor degree and an advanced level in mathematics.
An advanced level of English
Teaching methods PBL / Presentation / Lecture / Assignment / Papers / Groupwork
Assessment methods Attendance / Participation / Assignment / Presentation
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)
SBE Exchange Master Master Exchange Courses
SBE Non Degree Courses Master Courses