Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.
LEARNING OUTCOMES
After completing this course the student
1. can formulate a wide variety of optimization problems, which solutions can be used for making better decisions (e.g. allocating resources, selecting routes and assigning tasks), as (mixed integer) linear programming problems,
2. understands the theoretical foundation of the Simplex algorithm and duality, and knows the special characteristics of network and integer programming problems, and
3. can solve (mixed integer) linear programming problems using optimization software.
Credits: 5
Schedule: 12.01.2021 - 13.04.2021
Teacher in charge (valid 01.08.2020-31.07.2022): Fabricio Pinheiro de Oliveira
Teacher in charge (applies in this implementation): Fabricio Pinheiro de Oliveira
Contact information for the course (valid 09.12.2020-21.12.2112):
Q/A and exercise sessions - once a week during class times
Online Chat (platform to be decided) - fixed time and day for office hour; questions answered via chat depending on instructors availability.
CEFR level (applies in this implementation):
Language of instruction and studies (valid 01.08.2020-31.07.2022):
Teaching language: English
Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Content
Valid 01.08.2020-31.07.2022:
The simplex method and variants, duality for linear programming, introduction to integer programming, and specialised numerical methods. Applications to transportation, process industry, production planning, network design and others.
Assessment Methods and Criteria
Valid 01.08.2020-31.07.2022:
Project assignments, homework and exam.
Applies in this implementation:
The main assessment of the course will be by 2 project assignment and homework. Exams will only used in exceptional cases, decided by the professor.
Workload
Valid 01.08.2020-31.07.2022:
Contact hours: 48h (12 x 2h lectures and 12 x 2h exercises). Attendance is not compulsory.
Self study: 88h (5 home exercises - 3h each; 2 project assignments - 5h each; remainder for revising content of lectures and exercise sessions and for preparing for the exam)
DETAILS
Study Material
Valid 01.08.2020-31.07.2022:
Lecture notes and course slides available at course's MyCourses homepage
Additional supplementary bibliography indicated in the lecture notes.
Applies in this implementation:
Addtional material (coursebook): D. Bertsimas, J. Tsitsiklis - Introduction to Linear Optimization (Athena)
Substitutes for Courses
Valid 01.08.2020-31.07.2022:
Mat-2.3140 Linear Programming P, MS-E2140 Linear Programming
Prerequisites
Valid 01.08.2020-31.07.2022:
MS-A00XX Matrix Algebra, MS-A01XX Differential and integral calculus 1, and MS-A02XX Differential and integral calculus 2.
- Teacher: Oliveira Fabricio