040894 KU LP Modeling I (MA) (2022S)
Continuous assessment of course work
Labels
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).
- Registration is open from Mo 07.02.2022 09:00 to Mo 21.02.2022 23:59
- Registration is open from Th 24.02.2022 09:00 to Fr 25.02.2022 23:59
- Deregistration possible until Mo 14.03.2022 23:59
Details
max. 35 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
The course this semester will take place on-site at OPM. Most of the class content will be provided on a weekly basis. Correspondingly, there will be homework examples every week that have to be solved individually and uploaded in Moodle.
Exams will take place on-site at OMP on Mar. 31st and May 4th, closed book.
The mode might be adapted if Corona rules change.
- Thursday 03.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Thursday 10.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Thursday 17.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Thursday 24.03. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
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Thursday
31.03.
09:45 - 13:00
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß - Thursday 07.04. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Friday 08.04. 13:15 - 16:30 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Wednesday 27.04. 09:45 - 11:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Thursday 28.04. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Wednesday 04.05. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 13.05. 11:30 - 13:05 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
20 % homework
40 % midterm exam (closed book, on-site) (date March, 31st, 2022)
40 % final exam (closed book, on-site) (date May, 4th, 2022)Students have to upload the solutions to their homework in Moodle. (updated)
40 % midterm exam (closed book, on-site) (date March, 31st, 2022)
40 % final exam (closed book, on-site) (date May, 4th, 2022)Students have to upload the solutions to their homework in Moodle. (updated)
Minimum requirements and assessment criteria
In order to pass the course (minimum requirement) students have to achieve at least 50% in total.The other grades are distributed as follows:
4: 50% to <63%
3: 63% to <75%
2: 75% to <87%
1: 87% to 100%
4: 50% to <63%
3: 63% to <75%
2: 75% to <87%
1: 87% to 100%
Examination topics
Students are expected to be able to understand, formulate and solve a variety of LP models in the exam and implement them using Mosel / XpressMP. Slides will be available in Moodle.Content of the exams:
- Formulation of LP models
- Solution methods
- Duality
- Sensitivity analysis
- Mosel / XPress
- Branch-and-bound
- Modeling with binary variables
- Formulation of specific objectivesThe final exam will additionally include parts where students need to show the implementation skills acquired during lessons and homework by writing Mosel code on paper (e.g. how the implementation of a certain constraint would look like, how one has to declare variables, etc.) and by explaining a given Mosel code and/or finding errors in it.
- Formulation of LP models
- Solution methods
- Duality
- Sensitivity analysis
- Mosel / XPress
- Branch-and-bound
- Modeling with binary variables
- Formulation of specific objectivesThe final exam will additionally include parts where students need to show the implementation skills acquired during lessons and homework by writing Mosel code on paper (e.g. how the implementation of a certain constraint would look like, how one has to declare variables, etc.) and by explaining a given Mosel code and/or finding errors in it.
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.
* 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 09.05.2022 12:08
Introduction to Mosel / XPress-MP
Simplex Method (brief repetition)
Sensitivity Analysis & its economic interpretation
Introduction to (mixed) integer programming
Modeling with binary variablesNew content will be provided weekly in class. Homework examples have to be solved individually and have to be uploaded to Moodle. There will be a tutorial (Mar. 17th) for implementing simple LP models in Mosel. On May 8th, students can practice their implementation skills under supervision in the PC lab (attendance not mandatory).