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Linköping Institute of Technology

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Valid for year : 2013
 
TNK104 Applied Optimization I , 6 ECTS credits.
/Tillämpad optimering I/

For:   KTS  

 

Prel. scheduled hours: 16
Rec. self-study hours: 144

  Area of Education: Science

Main field of studies: Applied Mathematics, Transportation Systems Engineerings

  Advancement level (G1, G2, A): A

Aim:
The course is aimed at providing the participants with knowledge in applied optimization, with focus on the application of theory and methods in combinatorial optimization for modeling and solving optimization problems originating from the area of transport and communication. The course also aims at letting the participants gain insights and practical skills in setting up mathematical models and using optimization methods. After completing the course, the participants shall be able to
  • connect the subjects of the course to their study program
  • describe fundamental theory and methods in combinatorial optimization and integer programming
  • describe classical optimization problems in the area of transport and communications
  • explain concepts related to problem complexity and the impact of complexity on large scale optimization
  • use a modeling system for setting up optimization models and problem solving
  • describe and apply modern heuristics for solving large scale optimization


Prerequisites: (valid for students admitted to programmes within which the course is offered)
Basic knowledge in linear programming and integer programming

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding.

Organisation:
The course consists of lectures, seminars and computer labs.

Course contents:
Basics of combinatorial optimization; integer programming models; relations between combinatorial optimization, linear programming, and integer programming; branch and bound, and cutting plane for solving integer models; classical combinatorial optimization problems: shortest path, maximum flow, minimum spanning tree, matching, facility location, traveling salesman, and graph coloring; problem complexity: complexity classes, theoretical and practical impact of complexity on large scale optimization; the impact of the choice of integer model in large scale optimization; basic column generation; problem relaxation and relaxation methods; application of heuristics and relaxation methods. heuristics: greedy heuristic, local search, tabu search, simulated annealing.

Course literature:
Lecture notes and references to problem and method specific articles

Examination:
Project work
Laboratory work
3 ECTS
3 ECTS
 



Course language is English.
Department offering the course: ITN.
Director of Studies: Fredrik Persson
Examiner: Di Yuan


Linköping Institute of Technology

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Contact: TFK , val@tfk.liu.se
Last updated: 02/18/2013