Operations Research III
Vrije Universiteit Amsterdam
Amsterdam, The Netherlands
Area of Study
Algebra, Economics, Research
Taught In English
Course Level Recommendations
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.
Recommended U.S. Semester Credits3
Recommended U.S. Quarter Units4
Hours & Credits
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.
* 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.
Lectures, discussing theoretical exercises, working on problems in a computer lab.
TYPE OF ASSESSMENT
Project – group assessment Final exam – Individual assessment
Operations Research I
RECOMMENDED BACKGROUND KNOWLEDGE
It is expected that students are familiar with the contents of Operations Research I - and in particular linear programming - at the start of the course.
Some amount of programming experience, while not required, is helpful.
Courses and course hours of instruction are subject to change.
Some courses may require additional fees.