Block course in Summer 2020 (July 26–30)
03-BE-699.12, 3 CP
A large number of problems arising in practical scenarios like communication, transportation, planning, logistics etc. can be formulated as discrete linear optimization problems. This course briefly introduces the theory of such problems.
We develop a toolkit to model real-world problems as (discrete) linear programs. Some examples of basic optimization problems that are part of this toolkit are scheduling, packing, matching, routing, and network-design. We also explore different ways to find integer solutions such as cutting planes, Branch & Bound, and column generation. Based on this theoretical background, we focus on translating practical examples into mixed-integer linear programs. We learn how to use professional solvers (such as CPLEX, Gurobi, and FICO Xpress) and tailor the solution process to certain properties of the problem.
Throughout the course, we concentrate on modeling and solving practical problems with some theory parts in between.
This course consists of two phases:
- One week of lectures and practical labs during Mon July 26 – Fri July 30 full time.
- One project has to be modeled, implemented, and solved individually or in a group of at most two students. The topic will be either developed with or provided by the lecturers. The project including the implementation has to be presented before the beginning of the winter semester 2021/22.
There are no prerequisites except some basic programming skills to participate.
Please register by July 1st in StudIP.
The tentative schedule is as follows.
|Day||Tentative topics||Practical tasks|
Introduction, Modeling, Using CPLEX
Chips Factory, Crude Oil Processing
Matrix and Polyhedral Representations,
Integer Linear Programming Tools,
Cutting Planes and Symmetry
Graph Coloring, Farm Planning
Branch&Bound, TSP, CPLEX guest lecture
LP Duality, Modeling Tricks
Column Generation, Non-Optimal Solutions, Using Other Environments
| ||Final Assignment|| |