Tentative Schedule(check for regularly for updates!) |
Lesson 1 | Introduction to Linear Programming & Simplex Algorithm |
Date | March 3, 2010 (in Lab 6) |
Topics |
|
required readings | Chapter 3 [Introduction to Linear
Programming] Chapter 4 [Solving Linear Programming Problems: The Simplex Method] in Introduction to Operations Research, by Frederick S. Hillier & Gerald J. Liebermann [you'll find this book in the library: english version, german version] |
recommended readings | Chapter 2 [An Introduction to
Linear Programming] Chapter 5 [Linear Programming: The Simplex Method] in An Introduction to Management Science by Anderson, Sweeney & Williams [you'll find this book in the library: english version] |
Slides | [0
Vorbesprechung] [1 Introduction to Linear Programming] [2 Simplex Algorithm] |
Assignment | [Assignment 1] |
Solution | [Assignment 1 (hints)] |
Links | rent a notebook (just
fill out the form "Notebookverleih" and I'll sign it for you) download Xpress how to use Excel Solver for optimization (example) |
Lesson 2 | Introduction to Xpress-MP |
Date | March 11, 2010 |
Topics |
|
required readings | Chapter 1
[Getting started with Mosel] Chapter 2 [Some illustrative examples] Appendix A [Good modeling practice with Mosel] in Xpress Mosel User Guide |
Slides | [3
Introduction to Xpress-MP] example1.mos example2.mos example3.mos example4.mos example4.dat (reading sets explicitely) example4b.mos example4b.dat (reading sets implicitely) |
InClass Examples | InClass3_ex1.mos InClass3_ex2.mos InClass3_ex3.mos InClass3_ex3.dat InClass3_ex4.mos InClass3_ex4.dat |
Assignment | [Assignment 2] |
Lesson 3 | Modeling techniques & some Applications |
Date | March 18, 2010 |
Topics |
|
required readings | Chapter 8
[The Transportation and Assignment
Problems] in Introduction to Operations Research, by Frederick S. Hillier & Gerald J. Liebermann [you'll find this book in the library: english version, german version] Chapter 2 [Typical LP model constructs] in Applications of optimization with Xpress, by Christelle Gueret, Christian Prins & Marc Sevaux Chapter 3 [More advanced modeling features] Chapter 6 [Correcting syntax errors in Mosel] Chapter 8 [Sets] Chapter 9 [Functions and procedures] in Xpress Mosel User Guide |
recommended readings | Chapter 7.1 & 7.2
[Transportation and
Assignment Problems] in An Introduction to Management Science by Anderson, Sweeney & Williams [you'll find this book in the library: english version] |
Slides | [4
Modeling Techniques] [5 Xpress Advanced] [A1 Transportation] [A2 Assignment Problem] |
InClass Examples |
(use the provided data
files - do NOT change them!) A1 Transportation_template.mos A1 Transportation_2.dat A2 Assignment_template.mos A2 Assignment_2.dat |
Assignment | [Assignment 3] |
Lesson 4 | Advanced Modeling Techniques |
Date | March 25, 2010 |
Topics |
|
required readings | Chapter 12.1 -
12.4 [Integer Programming] in Introduction to Operations Research, by Frederick S. Hillier & Gerald J. Liebermann [you'll find this book in the library: english version, german version] Chapter 3 [Integer Programming Models] in Applications of optimization with Xpress, by Christelle Gueret, Christian Prins & Marc Sevaux |
Slides | [6
Advanced Modeling] [A3 Transshipment] |
InClass |
(use the provided data
files - do NOT change them!) A3 Transshipment simple_template.mos A3 Transshipment simple.dat A3 Transshipment mostGeneral_template.mos A3 Transshipment MostGeneral.dat |
Assignment | [Assignment 4] (use the provided data files - do NOT change them!) ass4_cocoMultiPeriodTempClosure_template.mos ass4_cocoMultiPeriod.dat ass4_pork_template.mos ass4_PorkProduction.dat ass4_incrementalPriceBreaks_template.mos |
Lesson 5 | Duality and Sensitivity Analysis |
Date | April 15, 2010 |
Topics |
|
required readings | required readings
Chapter 6 [Duality Theory and Sensitivity Analysis] in Introduction to Operations Research, by Frederick S. Hillier & Gerald J. Liebermann [you'll find this book in the library: english version, german version] |
recommended readings | Chapter 3 [Sensitivity Analysis and
Interpretation
of Solution] Chapter 6 [Simplex-Based Sensitivity Analysis and Duality] in An Introduction to Management Science by Anderson, Sweeney & Williams [you'll find this book in the library: english version] |
Slides | [7
Duality & Sensitivity] ResAllocation.xls ResAllocation.mos |
Assignment | [Assignment 5] (use the provided data files - do NOT change them!) ass5_hireandfire_template.mos ass5_cocoMultiPeriodPermClosure_template.mos ass5_cocoMultiPeriod.dat |
Lesson 6 | Final Exams |
Date | April 22nd, 9:30-12:00 (EDV-Lab3) |
Topics | to be announced (basically just everything we've covered so far) |
downloads | template for model input data |