Advanced mathematical modeling and optimization

  • Teaching

    Details

    Faculty Faculty of Science and Medicine
    Domain Computer Science
    Code UE-SIN.08611
    Languages English
    Type of lesson Lecture
    Level Master
    Semester SP-2020

    Schedules and rooms

    Summary schedule thursday 13:15 - 16:00, weekly, PER 21 C130
    Struct. of the schedule 3h par semaine durant 14 semaines
    Contact's hours 42

    Teaching

    Responsibles
    Teachers
    Description

    This course considers modeling and optimization aspects of mixed-integer linear programming (or integer programming for short). This important subdomain of mathematical programming and extension of linear programming considers the problem of optimizing a linear function of many variables, some or all of them restricted to be integers, subject to linear constraints.

    Integer programming is a thriving area of optimization. It has countless applications in production planning and scheduling, logistics, layout planning and revenue management, to name just a few. Thanks to effective and reliable software, it is widely applied in industry to improve decision-making.

    In this course, we cover the theory and practice of integer programming. In the first part, we address mathematical modeling aspects. We discuss how integer variables can be used to model various practically relevant, complex decision problems. We then introduce some standard optimization problems and develop, analyze and compare different integer programming formulations for them. We also introduce powerful modeling and solving tools and test them on the optimization problems given in the course. In the second part, we address optimization aspects, in which we discuss the basic methodology applied to solve integer programs. In particular, we consider implicit enumeration techniques (branch and bound), polyhedral theory, cutting planes and primal heuristics. We also look at some advanced techniques, such as Danzig-Wolfe decomposition and column generation.

    Training objectives

    With this course, the students gain the ability to formulate and solve practically relevant decision problems using integer programming, and they understand the basic methodology for solving integer programs and its implications with respect to modeling decisions.

    Comments

    MSc-CS BENEFRI - (Code Ue: 53073 / Track: T5) The exact date and time of this course as well as the complete course list can be found at http://mcs.unibnf.ch/.

    Softskills
    No
    Off field
    No
    BeNeFri
    Yes
    Mobility
    Yes
    UniPop
    No

    Documents

    Bibliography

    Conforti, Michele, Gérard Cornuéjols, and Giacomo Zambelli. Integer programming, Graduate Texts in Mathematics. Springer (2014).

  • Dates and rooms
    Date Hour Place
    20.02.2020 13:15 - 16:00 PER 21 , Room C130
    27.02.2020 13:15 - 16:00 PER 21 , Room C130
    05.03.2020 13:15 - 16:00 PER 21 , Room C130
    12.03.2020 13:15 - 16:00 PER 21 , Room C130
    19.03.2020 13:15 - 16:00 PER 21 , Room C130
    26.03.2020 13:15 - 16:00 PER 21 , Room C130
    02.04.2020 13:15 - 16:00 PER 21 , Room C130
    09.04.2020 13:15 - 16:00 PER 21 , Room C130
    23.04.2020 13:15 - 16:00 PER 21 , Room C130
    30.04.2020 13:15 - 16:00 PER 21 , Room C130
    07.05.2020 13:15 - 16:00 PER 21 , Room C130
    14.05.2020 13:15 - 16:00 PER 21 , Room C130
    28.05.2020 13:15 - 16:00 PER 21 , Room C130
  • Assessments methods

    Examen écrit

    Assessments methods By rating
  • Assignment
    Valid for the following curricula:
    Branche secondaire Master: gestion d'entreprise
    Version: 2017/SA_v01
    Es müssen zwei der folgenden aufgeführten Wahlmodule belegt werden > BINF: Business Informatics

    Branche secondaire Master: informatique de gestion
    Version: 2019/SA-v01
    Cours > Module Wirtschaftsinformatik > DADS: Data Analytics & Decision Support

    Branche secondaire Master: informatique de gestion
    Version: 2017/SA_v01
    Cours > Module Wirtschaftsinformatik > Decision Support and Applied Statistics

    Business Communication - Information Systems 90 ECTS [MA]
    Version: 2017/SA_v01 SYS
    Courses - 60 ECTS > Option Group > Information Management - 30 ECTS > Cours > Module Wirtschaftsinformatik > Decision Support and Applied Statistics

    Business Communication - Information Systems 90 ECTS [MA]
    Version: SP 2017 SYS
    Courses - 60 ECTS > Option Group > Information Management - 30 ECTS > Cours > Module Wirtschaftsinformatik > Decision Support and Applied Statistics

    Business Communication - Management 90 ECTS [MA]
    Version: 2017/SA_v01 MAN
    Courses - 60 ECTS > Option Group > Management > Deux modules doivent être choisis et réussis parmi la liste suivante : > BINF: Business Informatics

    Ens. compl. en Sciences
    Version: ens_compl_sciences
    Paquet indépendant des branches > Specialized courses in Computer Science (Master level)

    Information Management 90 ECTS [MA]
    Version: 2017/SA_v01
    Cours > Module Wirtschaftsinformatik - min. 22 ECTS > Decision Support and Applied Statistics

    Information Management 90 ECTS [MA]
    Version: 2015
    Cours > Module Wirtschaftsinformatik - min. 22 ECTS > Decision Support and Applied Statistics

    Information Management 90 ECTS [MA] - SA/2019
    Version: 2019/SA_V01
    Classes - min. 45 ECTS > Module IT and IT Management > DADS: Data Analytics & Decision Support
    Classes - min. 45 ECTS > Modules IT Management - min. 22 ECTS > DADS: Data Analytics & Decision Support

    International and European Business 120 ECTS [MA_DD]
    Version: 2018/SA_v01
    Courses > Modules > One complete module taken from the following list > BINF: Business Informatics

    International and European Business 90 [MA]
    Version: 2018/SA_V01
    Courses > Modules > One complete module taken from the following list > BINF: Business Informatics

    MSc in Computer science (BeNeFri)
    Version: 2010_2/V_02
    MSc in Computer science (BeNeFri), lectures, seminars and Master thesis > Specialized courses in Computer Science (Master level)
    MSc in Computer science (BeNeFri), lectures, seminars and Master thesis > T5: Information Systems and Decision Support

    Management 90 ECTS [MA]
    Version: 2017/SA_v01
    Courses: min. 63 ECTS > 3 modules with min 12 ECTS each > BINF: Business Informatics