Discrete Optimization, 8.0 credits

Diskret optimering, 8.0 hp

6FMAI37

Course level

Third-cycle Education

Description

Contact the examiner if interested.

Current and recently held PhD courses at the Department of Mathematics can be found here: https://liu.se/artikel/doktorandkurser-vid-matematiska-institutionen

Contact

Entry requirements

Undergraduate courses in mathematics, optimization and computer science.

Learning outcomes

The course gives a broad orientation of the mathematical foundations of discrete optimization, including basic modeling, theory and solution methods. It is intended for students in scientific disciplines where discrete optimization can serve as tool in research and development, suchas operations research, management science, logistics management, engineering design, computer science, and electrical engineering.

Contents

Formulations, optimality, relaxation and bounds, well-solved problems, matchings and assignments, dynamic programming, complexity and problem reductions, branch and bound, cutting plane algorithms, strong valid inequalities, Lagrangian duality, column (and row) generation algorithms, Benders’ algorithm, primal heuristics, from theory to solutions.

Educational methods

Seminars where the participants present the course topics and solutions to selected exercises from the course book.

Examination

Active participation with presentations of topics from the course book and solutions to exercises.

Grading

Two-grade scale

Course literature

Integer Programming by Laurence A. Wolsey, second edition, Wiley, 2021