Universität Wien

040894 KU LP Modeling I (MA) (2017S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

See http://https://prolog.univie.ac.at/teaching/LVAs/LP-PR/SS15/
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 30 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 02.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 09.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 16.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 23.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 30.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 06.04. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Monday 24.04. 13:15 - 16:30 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 27.04. 09:45 - 11:15 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

The course introduces students to modeling techniques in the area of linear programming. To gain a better understanding about the underlying problems and solution techniques the following topics will be discussed:

Linear Programming
Introduction to XPress-MP
Simplex Method (brief repetition)
Sensitivity Analysis & its economic interpretation
Advanced Modeling Techniques

The classes will consist of a lecture part, a discussion of the homework assignments, and programming on the computers in the lab by the students.

Assessment and permitted materials

35 % homework
5 % active participation in class
20 % midterm exam (closed book)
40 % final exam (closed book)

Minimum requirements and assessment criteria

In order to pass the course (minimum requirement) students have to achieve at least 50% in total.

Examination topics

Students are expected to be able to understand, formulate and solve a variety of LP models and implement them using XpressMP. Slides will be available in Moodle.

Reading list

* Bertsimas, D., & Tsitsiklis, J. N. (1997). Introduction to linear optimization. Athena Scientific.
* Papadimitriou, C. H., & Steiglitz, K. (1998). Combinatorial Optimization: Algorithms and Complexity. Dover Publications.
* Guéret, C., Prins, C., & Sevaux, M. (2002). Applications of optimisation with Xpress-MP. Dash optimization.
* Hillier, F. S., & Lieberman, G. J. Introduction to Operations Research. McGraw-Hill.
* Anderson, D. R., Sweeney, D. J. An introduction to management science: quantitative approaches to decision making. South-Western.

Association in the course directory

Last modified: Mo 07.09.2020 15:29