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MS-E2140 - Linear programming, 13.09.2016-21.10.2016

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Syllabus

General

  • General

    General

    Why this course

    Linear Programming (LP) problems form an important class of optimization problems with many practical applications in production planning, resource allocation, investment decisions, scheduling, transportation and logistics, inventory management, game theory and many other contexts. Solution methods for Linear Programming problems such as the Simplex algorithm (Dantzig, 1947) are routinely used within optimization packages to solve even very large problems, and form the basis for sophisticated algorithms to solve discrete optimization problems with a wide range of practical applications.

    This course presents the general theory and characteristics of LP problems and some of the main algorithms for their solution. After completing this course the student

    • Can model several practical optimization problems as linear programming problems
    • Understands the mathematical foundations of linear programming and duality theory
    • Understands and can apply the main algorithms for solving linear programming problems
    • Can use optimization software for implementing and solving linear and mixed-integer linear programs

    Practical matters

    Teaching events: 12 lectures (12x2h) and 12 exercise sessions (12x2h)

    Assessment: Home assignments, final exam

    Grading: 0-5

    Study material: Lecture slides and exercises material, course book

    Course book: D. Bertsimas, J. N. Tsitsiklis: Introduction to Linear Optimization, Athena Scientific 1997

    Software used: IBM ILOG CPLEX Studio, Matlab

    Language of instruction: English

    Prerequisites: MS-C2105 - Optimoinnin perusteet (or equivalent)


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  • Schools
    • School of Arts, Design, and Architecture (ARTS)
    • School of Business (BIZ)
    • School of Chemical Engineering (CHEM)
    • –sGuides for students (CHEM)
    • – Instructions for report writing (CHEM)
    • School of Electrical Engineering (ELEC)
    • School of Engineering (ENG)
    • School of Science (SCI)
    • Language Centre
    • Open University
    • Library
    • Aalto university pedagogical training program
    • UNI (exams)
    • Sandbox
  • CORONAVIRUS INFO
    • Koronavirus - tietoa opiskelijalle
    • Coronavirus - information for students
    • Coronavirus - information för studerande
    • Koronaviruksen vaikutus opiskeluun: kysymyksiä ja vastauksia
    • Effects of the coronavirus on studies: questions and answers
    • Coronaviruset och studierna: frågor och svar
    • Corona help for teachers
  • Service Links
    • MyCourses
    • - Instructions for Teachers
    • - Teacher book your online session with a specialist
    • - Digital tools for teaching
    • - Personal data protection instructions for teachers
    • - Instructions for Students
    • - Workspace for thesis supervision
    • WebOodi
    • Into portal for students
    • Courses.aalto.fi
    • Library Services
    • - Resourcesguides
    • - Imagoa / Open science and images
    • IT Services
    • Campus maps
    • - Search spaces and see opening hours
    • Restaurants in Otaniemi
    • ASU Aalto Student Union
    • Aalto Marketplace
  • ALLWELL?
    • Study Skills
    • Support for Studying
    • Starting Point of Wellbeing
    • About AllWell? study well-being questionnaire
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    •   ‎(sv)‎