Advanced Operations Research

Lecturer

Lecture: Prof. Dr. Udo Buscher
Tutorial:  Florian Linß, Lisa Wesselink
Contact Florian Linß 
Module
 		 D-WW-ERG-1007
MA-WW-ERG-1007
Type 2 SWS lecture, 2 SWS tutorial
The course is held in German language!
Exam Written exam (90 min)
Lecture / Tutorial

Please be sure to enrol in the OPAL-Kurs so that you receive all course-related information. Enrolment is possible from 01.04.2024.

First Lecture: 15.04.2024
Documents Relevant documents can be found at  OPAL
Content Building on classical linear optimization, this course is first devoted to branch-and-bound algorithms and cutting-plane methods, which can be used to solve integer linear problems. In addition, decomposition approaches such as Benders decomposition or column generation are discussed. This is followed by an introduction to non-linear problems. In addition to the classical solution methods suitable for this purpose, current heuristic solution algorithms are presented, which are illustrated using selected problems. 
 

1 Methods of Integer Linear Optimization
   1.1 Branch-and-Bound Methods
      1.1.1 Kolesar's algorithm for solving the knapsack problem
      1.1.2 Dakin's algorithm
   1.2 Gomory's Cutting Plane method

2 Advanced Linear Optimization Methods
   2.1 Parametric Programming
   2.2 Decomposition Approaches

3 Introduction to Non-linear Optimization
   3.1 Basic Concepts of Non-linear Optimization
   3.2 The Kuhn-Tucker Theorem
   3.3 Properties of Quadratic Optimization Problems
   3.4 Methods with auxiliary restrictions (Beale) for solving quadratic optimization problems
   3.5 Rosen's Gradient Method for Solving Convex and Concave Optimization Problems
   3.6 Geometric Optimization

4 Metaheuristics for Solving Complex Optimization Problems
   4.1 Overview
   4.2 Tabu Search
   4.3 Simulated Annealing and Modifications
   4.4 Genetic Algorithms

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Last modified: Apr 03, 2024