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.


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


  • 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.

  • 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)




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

  • 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.