ALGORITMI DI OTTIMIZZAZIONE

Ingegneria Gestionale ALGORITMI DI OTTIMIZZAZIONE

0622600026
DIPARTIMENTO DI INGEGNERIA INDUSTRIALE
EQF7
MANAGEMENT ENGINEERING
2017/2018

YEAR OF COURSE 2
YEAR OF DIDACTIC SYSTEM 2016
PRIMO SEMESTRE
CFUHOURSACTIVITY
660LESSONS
Objectives

KNOWLEDGE AND UNDERSTANDING:
THE COURSE AIMS TO DEEPEN AND BROADEN THE KNOWLEDGE OF INTEGER LINEAR PROGRAMMING PROBLEMS, INTRODUCED IN THE OPERATIONS RESEARCH COURSE. THE COURSE AIMS AT SHOWING HOW TO SOLVE LINEAR PROGRAMMING PROBLEMS WITH A HUGE NUMBER OF VARIABLES OR CONSTRAINTS. MIXED LINEAR INTEGER PROGRAMMING PROBLEMS ARE ALSO OBJECT OF THE COURSE THAT AIMS TO DEEPEN THE KNOWLEDGE OF
MATHEMATICAL MODELING OF COMBINATORIAL OPTIMIZATION PROBLEMS AND OF EXACT AND APPROXIMATION ALGORITHMS TO SOLVE THEM.

APPLYING KNOWLEDGE AND UNDERSTANDING:
ABILITY TO RECOGNIZE AND TO FORMULATE LINEAR OPTIMIZATION PROBLEMS AND MIXED INTEGER LINEAR OPTIMIZATION PROBLEMS. KNOWLEDGE OF THE MATHEMATICAL PROPERTIES OF THE PROBLEMS AND OF THEIR INHERENT COMPUTATIONAL COMPLEXITY. KNOWLEDGE OF THE MOST RECENT AND EFFICIENT ALGORITHMS FOR THE EXACT SOLUTION OF THE PROBLEMS OF PLI. KNOWLEDGE OF THE MAIN ELEMENTS FOR SOLVING LARGE PROBLEMS: CALCULATION OF LOWER BOUND AND DESIGN OF HEURISTIC ALGORITHMS.
Prerequisites
STUDENTS SHOULD KNOW BASIC CONCEPTS OF OPERATIONS RESEARCH.
Contents
MATHEMATICAL PROGRAMMING AND OPTIMALITY CONDITIONS. DUAL SIMPLEX. SOLUTION ALGORITHMS FOR LARGE SIZE PROBLEMS: COLUMN GENERATION METHOD. PRIMAL-DUAL METHOD. NETWORK FLOW PROBLEMS.
DISCRETE OPTIMIZATION. MAIN CLASSES OF COMBINATORIAL PROBLEMS. VALID
INEQUALITIES. RELAXATIONS. BENDERS DECOMPOSITION. EXACT SOLUTION METHODS: BRANCH AND BOUND,
BRANCH AND CUT, CUTTING PLANE, BRANCH AND PRICE. LOCAL SEARCH ALGORITHMS AND METAHEURISTICS.
Teaching Methods
FRONTAL LESSONS. EACH LESSON PROVIDES, AT THE END OF THE PRESENTATION OF A TOPIC, EXAMPLES ON THIS TOPIC.
Verification of learning
THE FINAL EXAM IS DESIGNED TO EVALUATE THE UNDERSTANDING OF THE CONCEPTS PRESENTED IN THE COURSE AND THE ABILITY TO APPLY SUCH KNOWLEDGE FOR THE RESOLUTION OF LINEAR PROGRAMMING PROBLEMS. THE EXAM CONSISTS OF AN ORAL INTERVIEW THAT WILL COVER ALL THE TOPICS OF THE COURSE AND ASSESSMENT WILL TAKE INTO ACCOUNT THE KNOWLEDGE DEMONSTRATED BY THE STUDENT IN THE MODELING AND RESOLUTION OF LINEAR INTEGER PROBLEMS BY USING EXACT AND HEURISTIC APPROACHES. THE EVALUATION OF THE ORAL EXAMINATION IS EXPRESSED IN THIRTIES.
Texts
LECTURE NOTES.
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