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Linear Optimization

Objectives

(i) Improving modeling skills.

(ii) Comprehension of the main concepts and techniques from LP and IP.

(iii) Improving mathematical maturity.

 

General characterization

Code

10983

Credits

6.0

Responsible teacher

Jorge Orestes Lasbarrères Cerdeira

Hours

Weekly - 5

Total - Available soon

Teaching language

Português

Prerequisites

Students should have knowledge in Linear Algebra, Calculus, and have some skills on algorithms.

Bibliography

Operations Research: Applications and Algorithms, Wayne L. Winston, Brooks/Cole; 4th edition edition, 2004.

L.A. Wolsey, Integer Programming, Wiley, 1998.

A First Course in Linear Optimization, Jon Lee, Reex Press, third edition, 2013-2017 https://github.com/jon77lee/JLee_LinearOptimizationBook/blob/master/JLee.3.0.pdf

Teaching method

Classes are theoretical/practical with oral presentation of concepts, methodologies, and examples, complemented with problem solving. Specific student difficulties will be addressed during classes or in individual sessions scheduled with the teacher.

Students need to attend a minimum of two thirds of the classes in order to be evaluated. Continuous evaluation is based on two tests. If a student does not obtain approval through continuous evaluation he can try it in an additional examination.

Evaluation method

Rules of evaluation

The student will be excluded of the evaluation if his presences in lessons is inferior to 2/3.

The student may be evaluated by two tests, each scored 10, and will be approved if  the two tests sum up (rounded) at least 10. The grade will be the rounded sum of the tests.

The student may also be approved by a final exam if the exam''s grade is at least 10. The grade will be the one attained in the exam (rounded) and any grade in any test will be discarded.

Subject matter

Linear programming (LP): problem formulation, LP geometry, the simplex algorithm, duality, sensitivity analysis.

Integer linear programming (IP): problem formulation, LP vs IP, relaxations, the branch and bound method, heuristics, computational complexity.