Column Generation und Branch-and-Price

Key Info

Basic Information

Studypath:
Master in Business Administration
Semester:
3
Course Type:
Lecture
Language:
German/English
Cycle:
Irregular
Scheduling:
Entire semester
Course Units:
6.0
Credits:
5.0
Erasmus Capacity:
10
Compulsory Attendance:
No

Lecturer

  • Univ.-Prof. Dr.rer.nat. Marco Lübbecke

Die folgenden Informationen stellen ein unverbindliches Informationsangebot dar und beziehen sich auf die Prüfungsordnung MSBWL/13, SMPO 6. Änderungsordnung (zum WS 2018/19) (08.02.2019) für den Studiengang Master Betriebswirtschaftslehre. Rechtlich verbindliche Informationen entnehmen Sie bitte der offiziellen Veröffentlichung der Prüfungsordnung.

Syllabus

State-of-the-art of models and algorithms for solving very large-scale and complex optimization problems, in particular column generation and branch-and-price; structured integer programs; Dantzig-Wolfe reformulation; Lagrange relaxation; cutting planes in conjunction with column generation; branching rules; dual variable stabilization; implementation details; practical applications.

Objectives

The students learn about basic and advanced skills in modelling extremely large practical optimization problems as well as the algorithmic background for solving such problems with decomposition approaches. The practical application of such algorithms should be understood also using modeling languages. Students learn to apply and code the integer programming framework SCIP. Students are able to understand scientific publications and apply this knowledge to practical applications.

Prerequisites

Unverzichtbar: Sichere Kenntnisse in linearer/ganzzahliger Optimierung aus "Quantitativen
Methoden" und "Advanced Operations Research" (BWL) oder "effizienten Algorithmen" (Informatik)
oder "ganzzahliger Optimierung" (Mathematik), d.h. insbesondere Beherrschen von Dualität,
Branch-and-Bound, Modelierung mit ganzzahligen Programmen

Examination

No information available in English at the moment.

Further Information

No information available in English at the moment.

Literature

No information available in English at the moment.