Universität Wien FIND

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040894 KU LP Modeling I (MA) (2018W)

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

Registration/Deregistration

Details

max. 35 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

Friday 05.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday 12.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday 19.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday 09.11. 09:45 - 13:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday 09.11. 13:15 - 16:30 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday 16.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Friday 23.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Wednesday 28.11. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock

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)
Duality & Sensitivity Analysis & its economic interpretation
Integer Programming
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

25 % homework
35 % 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