DM545: Linear and integer programming (5 ECTS)

STADS: 15012321

Level
Bachelor course

Teaching period
The course is offered in the spring semester.

Teacher responsible
Email: marco@imada.sdu.dk

Timetable
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Comment:
Ubegrænset deltagerantal. Fælles undervisning med DM559 Lineær- og heltalsprogrammering.

Prerequisites:
None

Academic preconditions:
Students taking the course are expected to:

• Have knowledge of the content of the course: DM507, "Algorithms and Data Structures" 
• Be able to program

Course introduction
Linear and Integer programming is a field at the intersection between mathematics and computer science that has seen a huge development in the last 60 years. It provides the tools that are at the core of operations research, the discipline that provides analytical methods to help making better decisions. The main focus of linear and integer programming is on resource constrained optimization problems that can be described by means of linear inequalities and a linear objective function. These problems may arise in all contexts of decision making, such as manufacturing, logistics, health care, education, finance, energy supply and many others. The subject of the course therefore has an enormous practical relevance. 

The aim of the course is to enable the student to use mathematical modeling for solving practical optimization problems and to work with a mathematical software system for finding numerical solutions to the applications proposed. To reach these goals the course will provide to the student knowledge on the basics of linear programming and duality theory and on the main solution techniques for linear and integer programming, such as the simplex method, branch and bound and cutting planes. 

The course builds on the knowledge acquired in the course DM507, "Algorithms and Data Structures" and gives an academic basis for doing a bachelor/master thesis project and other theoretically or practically oriented study-activities as well as for studying elective courses, that can be chosen as part of the degrees in Mathematics-Economics, Applied Mathematics and others. 

In relation to the competence profile of the degree it is the explicit focus of the course to:

• Give the competence to handle complex and development-oriented situations in academic and work settings 
• Give skills to describe, analyze and solve mathematical problems with the application of methods and modeling formalisms from the areas of mathematics and computer science 
• Give skills to take and justify decisions on a mathematical basis 
• Give skills to describe, formulate and communicate problems and results to either peers and non-specialists or partners and users
• Give knowledge and understanding of how certain optimization problems can be solved by means of linear and integer programming
• Give knowledge of how to understand and reflect on theories, methods and practices in a specific area of mathematics

 

Expected learning outcome
The learning objective of the course is that the student demonstrates the ability to:

• formulate a mathematical (linear) model from a given problem description in words.
• derive the dual program of a given linear program.
• apply the simplex method to simple linear programs.
• apply the branch and bound technique to small example problems.
• derive Gomory cuts and apply the cutting plane algorithm in small example problems.
• apply the theory from the course to practical optimization problems such as flows in networks, matching problems, packing problems, simple scheduling problems etc.
• use computer software for solving linear and integer programs.
• think innovative by seeing possibilities for applying theoretical knowledge in the industry.

Subject overview


Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:

1. Written exam, 4 hours. Danish 7 mark scale, external examiner.

Expected working hours
The teaching method is based on three phase model.
Intro phase: 26 hours
Skills training phase: 26 hours, hereof:
 - Tutorials: 22 hours
 - Laboratory exercises: 4 hours

Educational activities

• Reading from text books
• Solving homeworks
• Applying acquired knowledge to practical projects

Educational form
In the intro phase, concepts, theories and models are introduced and put into perspective. In the training phase, students train their skills through exercises and dig deeper into the subject matter. 

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Remarks
The course is co-read with: DM559

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.