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Course module: 35V3A3-B-6
35V3A3-B-6
Operations Research Methods
Course info
Course module35V3A3-B-6
Credits (ECTS)6
CategoryBA (Bachelor)
Course typeCourse
Language of instructionEnglish
Offered byTilburg University; Tilburg School of Economics and Management; TiSEM: Econometrics and OR; Econometrics & Operations;
Is part of
B Econometrics and Operations Research
Lecturer(s)
Lecturer
dr. M. Balvert
Other course modules lecturer
Lecturer
F.J.J. de Meijer, MSc
Other course modules lecturer
Lecturer
prof.dr.ir. R. Sotirov
Other course modules lecturer
Academic year2019
Starting block
SM 2
Course mode
Full-time
Remarks-
Registration openfrom 07/01/2020 up to and including 21/08/2020
Aims

Optimization deals with the problem of minimizing/maximizing a function given some constraints. The objective of this course is to study solution methods for optimization problems where the basic linear/integer programming methods do not apply.

Specifics

Basics (1-2 weeks):
-LP and Lagrangean Duality.

Large scale linear programming (4-5 weeks):
-strong formulations for integer programs;
-Lagrangian relaxation;
-Dantzig-Wolfe decomposition;
-Bender's decomposition;
-column generation.

Heuristic techniques (4-5 weeks):
-classical local search;
-tabu search;
-simulated annealing;
-genetic algorithms;
-variable neigbourhood search etc.

Includes practical, and one or two cases (3 weeks).

Required Prerequisites

MATLAB

Recommended Prerequisites

Combinatorial Optimization
Content

In the first part of the course we study large scale linear/integer programming. Some real life optimization problems tend to be large in size, either in the number of variables or constraints, and thus the common solvers, are unable to solve these problems. However there are several methods to solve large scale problems by exploiting the structure of the problem to reduce it to smaller ones.

In the second part we will study Heuristic techniques that are used to solve more general non-linear programs. Heuristics apply "rules of thumb" to find solutions, without any guarantee in the optimality or quality of them. Yet, given the complexity of some problems, heuristics might be the only real option to solve a problem. Also, heuristic methods have proven to be very successful in solving some families of problems.

Applications of the methods studied in the course are common in telecommunication, VLSI-design, production and energy planning, traffic and transport or scheduling. As part of the course a project in one of these areas or similar will be given.

The course consists of lectures and lab sections. 

Type of instructions

The course consists lectures and lab sections

Type of exams

Midterm + one or two projects
Course available for exchange students
Conditions of admission apply
Contact person
prof.dr.ir. R. Sotirov
Timetable information
Operations Research Methods
Required materials
-
Recommended materials
-
Tests
2 Assignments

Final grade

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Kies de Nederlandse taal