| Type: | Ph.D.-level, Open University
Language: English |
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Previous course: C0432
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No credit points with: C0432
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Prerequisite: 04030/C0403
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Desirable: At least one of the following: 04212/C0254/04231/C0404/04232/C0431
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Recommended semester: 7th - 9th semester
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Scope and form: Lectures, excercises and projects.
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Examination: Evaluation of report (13-scale)
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URL: http://www.imm.dtu.dk/courses/04330
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Department: Informatics and Mathematical Modelling
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Aim: To give an introduction to the theory of large-scale optimization and to the most important areas of application. To make it possible to formulate, structure, analyze and solve problems in connection with complicated, economic and administrative systems. To examplify it by choosing examples from both the public and the private sector, e.g. transport planning, production planning, manpower planning, economic planning, and decentralized planning.
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Contents: Matrix compact methods: Revised simplex; simple and generalised upper bounds. Interior point methods for Linear Programming. Decomposition: Primal and dual methods; applications within transport, resource allocation, production planning, and decentralized planning. Column generation: Grid-linearization; applications within cutting stock problems, and combined transport and production planning problems of nonlinear form. Relaxation and partitioning: The general relaxation idea; solution of linear and nonlinear structured problems. Implementing large-scale models. Aggregation. Heuristics.
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