News
[feb 17] please note: 1st lecture takes place on WEDNESDAY, March 3 (8:30 - 12:00 in Lab6)
please
make sure you have a valid unet-account and regularly check
your unet mail-account (aXXXXXXX@unet.univie.ac.at)
for
incoming mails or make sure your mails will be forwarded
to another account you check frequently
This
course will be held in the first half of the semester. After
having passed this course you might be interested in attending
one of these courses in the second half of this term:
040897 KFK PM/SCM/TL: Praktikum LP-Modeling II (TL)
(Dr.
Verena Schmid)
040895 KFK PM/SCM/TL: Praktikum LP-Modeling II (PM) (Dr.
Fabien Tricoire)
Lecturer
Dr. Verena Schmid
if you want to contact me concerning the lecture, please add
[040894] in the subject field,
just to make sure your mail won’t get lost in my mailbox
Mode
- Thursdays 8:30 - 12:00 in EDV-Lab3 (at the BWZ, 1st floor)
- This is a course with “immanentem
Prüfungscharakter”
- blocked (4 academic hours per week) in the first half
of the semester
- First Lecture: on March 3, 2010 (compulsory
attendance)
- please note: 1st lecture takes place on WEDNESDAY, March 3 (8:30 - 12:00 in Lab6)
- all remaining sessions will take place on THURSDAY (8:30 - 12:00 in Lab3)
- Final Exams: on April 22nd, 2010, 9:30-12:00, EDV-Lab3
- For questions concerning deadlines for
deregistration and sanctions please click here
Syllabus and Slides
[click here]
Objectives
The purpose of this course is to introduce students to mathematical
programming which is extensively used in production and logistical
management. In this course we will cover linear programming and
prototype applications. Special emphasis will be given to linear
programming modeling and its economic interpretation (duality theorem,
complementary slackness, sensitivity analysis, etc.), and solving
optimization methods using computers.
Students are expected to already know how to deal with
Excel’s optimization module to solve LP problems numerically,
but later a state-of-the-art computer software, XPress-MP,
will be introduced. Excel is fine for solving structurally simple and
small scale problems, but for large scale and complex problems XPress
is incomparable convenient. Therefore students are expected to be
fluent in XPress by the end of this course.
Topics to be covered
- Linear Programming
- Introduction to XPress-MP
- Simplex Method (brief repetition)
- Sensitivity Analysis & its economic
interpretation
- Advanced Modelling Techniques
Literature and References
- Class Notes (electronic copies will be made
available online)
- Applications of optimization with Xpress-MP,
by Christelle
Guéret, Christian Prins & Marc Sevaux
- An Introduction to Management Science
(quantitative approaches to decision making), by Anderson and Sweeney
- Operations Research, by Hillier
and Liebermann
Prerequisites
- You already need to have passed one of the
introductory courses of our KFK (Production Analysis, Supply Chain
Management or Transportation Logistics) or the course Operations
Management (old KFK)
(Please bring a corresponding report with you in the first lecture on
March 5)
- basic computer skills (MS Excel, Solver)
- proficiency in using Simplex Method (have a look at
what you have learned in Wirtschaftsmathematik 1!!!)
Grading Mode
In order to pass the course you’ll need to
complete the following tasks:
- [30%] final exam - part I (theoretiacal stuff, written, individually, closed-book)
- [30%] final exam - part II
(practical stuff, computer-based, individually, closed-book)
- [40%] homeworks
(theoretical and practical in nature, Kreuzerlliste - for details see below)
- at least 50% of all assigned homeworks need to be prepared
- you will be picked randomly in order to present your homework at the beginning of class
- in case you fail to explain what you were supposed to prepare I'll consider this as an act of cheating ("Erschleichung von Teilleistungen")
- no hand-ins before or after class. no exceptions.
Credits
2 Semesterwochenstunden
Language
The course will be held in English.
All homeworks, assignments – as well as the final exam
– have to be written in English
Deadlines
If you are registered for this course and decide – for
whatever reason – to drop it, you can de-register from this
course without being sanctioned by March 14.
Afterwards the following rules apply:
- if you are still registered and also have confirmed
that you want to participate in this course (e.g. by signing on my
list) you will be graded (and most likely you will
get a 5)
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