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 instructionsThe course consists lectures and lab sections
Type of examsMidterm + one or two projects