| 02715 Large-Scale Optimization |
| Danish title: Optimering af store systemer |
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Language: English ECTS-creditpoints: 10
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| Recommended semester: 7th - 9th semester |
| Scope and form: Lectures, excercises and project work. |
| Evaluation: Approval of coursework/reports
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| Examination: 13-scale |
| Previous course: 04330 + 04431 |
| Prerequisites: Introductory operations research and at least one other OR course |
| Aim: To give an introduction to the theory and solution methods for large scale mathematical programming problems. Examples from relevant problems in both the public and the private sector, such as planning of transportation, production, and manpower, and decentralized decision making. |
| Contents: Implementation of Simplex methods for LP. Interior point methods for LP. Decomposition: Primal and dual methods; applications in transportation, resource allocation, production planning, and decentralized planning. Column generation, grid linearization, and cutting stock problems. Relaxation and partitioning: General relaxation; solution of linear and non-linear structured problems. Implementation of large scale programs. Multi-criteria models. Heuristic methods, including discussions of and project work with meta heuristics (Simulated annealing, Tabu search, Genetic algorithms, and recent local search heuristics). |
| Contact: Søren S. Nielsen, building 305, (+45) 4525 3384, sn@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02715 |
| Keywords: Decomposition, Column-generation, Relaxation, Metaheuristics, Problem-structuring |
| Updated: 20-04-2001 |
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