Universität Wien

390053 DK PhD-L: Advanced Stochastic Models (2019S)

Continuous assessment of course work

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. 15 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 06.03. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 13.03. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 20.03. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 27.03. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 03.04. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 10.04. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 08.05. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 15.05. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 22.05. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 29.05. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 05.06. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 12.06. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 19.06. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 26.06. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 28.06. 13:15 - 14:45 Seminarraum 1 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

Aims:
(a) To get a deepened insight into the two well-known general computational optimization techniques Branch-and-Cut and Branch-and-Price. (b) To get acquainted with the area of Bilevel Optimization. Both methodological topics are outlined in close relation to applications in Logistics, Supply Chain Management and Production.

1) Bilevel Optimization (congestion games, user equilibria, bilevel programs, mathematical programs with equilibrium constraints, computational solution methods)
(2) Branch-and-Cut (valid inequalities, cutting plane algorithms, strength of formulations, B&C algorithm)
(3) Branch-and-Price (Column Generation, Dantzig-Wolfe reformulation, Branch-and-Price algorithm, applications in vehicle routing)

Assessment and permitted materials

Presentations by the participants. There will be no exam.

Minimum requirements and assessment criteria

One presentation during the semester is expected. The quality of the presentation is the basis for the grade

Examination topics

Slides will be made available to the participants.

Reading list

A selection of related literature (pdf files) will be made available to the participants to alleviate their choice of an article for a presentation.

Association in the course directory

Last modified: Mo 07.09.2020 15:46