Courses Master Display 2020-2021

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 1-2-2021 26-3-2021 X X
Level Advanced
Coordinator Christof Defryn
For more information: c.defryn@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
PLEASE NOTE THAT THE INFORMATION ABOUT THE TEACHING AND ASSESSMENT METHOD(S) USED IN THIS COURSE IS WITH RESERVATION. THE INFORMATION PROVIDED HERE IS BASED ON THE COURSE SETUP PRIOR TO THE CORONAVIRUS CRISIS. AS A CONSEQUENCE OF THE CRISIS, COURSE COORDINATORS MAY BE FORCED TO CHANGE THE TEACHING AND ASSESSMENT METHODS USED. THE MOST UP-TO-DATE INFORMATION ABOUT THE TEACHING/ASSESSMENT METHOD(S) WILL BE AVAILABLE IN THE COURSE SYLLABUS. 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 Elective Course(s)
SBE Exchange Master Master Exchange Courses
SBE Non Degree Courses Master Courses