Operations Research III

Vrije Universiteit Amsterdam

Course Description

  • Course Name

    Operations Research III

  • Host University

    Vrije Universiteit Amsterdam

  • Location

    Amsterdam, The Netherlands

  • Area of Study

    Algebra, Economics, Research

  • Language Level

    Taught In English

  • Prerequisites

    Linear Algebra, Linear Programming, Operations Research I

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • ECTS Credits

    6
  • Recommended U.S. Semester Credits
    3
  • Recommended U.S. Quarter Units
    4

  • Overview

    COURSE OBJECTIVE
    A student who successfully completes the course will have an understanding of the techniques of combinatorial optimization and integer programming, and be ready to apply them to problems encountered in practice.

    COURSE CONTENT
    * The notion of efficiency in algorithms; distinguishing between tractable and computationally "hard" problems.
    * The correctness and efficiency of key algorithms in combinatorial optimization will be shown rigorously. Problems studied will include: minimum spanning tree, maximum flow, minimum cost flow, and matching.
    * Formulation of problems as integer programs; the notion of the strength of a formulation; the central role of integral formulations.
    * The main techniques and theory used in commercial integer programming solvers such as CPLEX and Gurobi will be investigated in detail. This will include cutting plane techniques, branch and bound, and branch and cut.
    * Column generation, Lagrangian relaxation, modelling of disjunctions, and other problem-tailored techniques will be discussed.
    * Experience in the use of commercial solvers will be gained.

    TEACHING METHODS
    Lectures (4 hours/week) and Tutorials (2 hours/week). In tutorials, exercises on the theory as well as programming exercises will be
    discussed.

    TYPE OF ASSESSMENT
    Theory assignments - group assessment
    Programming assignments - group assessment
    Final exam – individual assessment

    RECOMMENDED BACKGROUND KNOWLEDGE
    Programming is done in Python. No Python knowledge is needed. However, some amount of programming experience (in any language) is certainly helpful.

Course Disclaimer

Courses and course hours of instruction are subject to change.

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