Syllabus
- Linear programming, duality, complementary slackness
- Integer linear programming, Branch and bound
- Gomory-Chvátal cutting plane, lazy constraint
- Column generation, Dantzig-Wolve decomposition
- Lagrange relaxation
- Multi-objective optimization, Pareto optimality
- Applications, e.g. Cutting Stock Problem, Vehicle Routing Problems, Job Scheduling
Knowledge of the basics of linear programming and duality will be expected, recommended prerequisite: Linear Programming and Combinatorial Optimization (NOPT048).
The course is taught bi-yearly, alternating with the course Large-scale optimization: Metaheuristics (NOPT061).
Annotation
Advanced lecture on exact optimization algorithms based on Linear
Programming and Convex Optimization for solving real-life problems.