Course detail
Optimization II
FSI-SO2-A Acad. year: 2024/2025 Summer semester
The course focuses on advanced optimization models and methods of solving problems in logistics and related engineering problems. It includes foundations of stochastic programming (deterministic reformulations, theoretical properties, and selected algorithms for one stage and basic two stage problems) with applications in logistics. The course was compiled on the basis of the author's experience with similar courses at foreign universities.
Language of instruction
English
Number of ECTS credits
4
Supervisor
Department
Entry knowledge
The presented topics require basic knowledge of optimization concepts. Standard knowledge of probabilistic and statistical concepts is assumed.
Rules for evaluation and completion of the course
There is an exam based on presentation of a written paper accompanied by oral discussion of results. Formulation, calculation and theoretical aspects of the work are evaluated. The related themes are based on logistic applications of recourse properties, bounds, and approximations, efficient decompostion algorithms, modified and addvanced deterministic reformulations, scenario generation and reduction, etc.
The attendance at seminars is required as well as active participation. Passive or missing students are required to work out additional assignments.
Aims
The course objective is to develop the advanced knowledge of sophisticated optimization techniques as well as the understanding and applicability of principal concepts.
The course is mainly designated for students of logistics and mathematical engineers, however it might be useful for applied sciences and engineering students as well. Students will learn of the recent topics in advanced optimization modelling and related optimization algorithms. They will also develop their ideas about suitable models for typical applications.
The study programmes with the given course
Programme N-LAN-A: Logistics Analytics, Master's, compulsory
Type of course unit
Lecture
26 hours, optionally
Syllabus
1.-2. Underlying mathematical program and selected applications.
3. WS and HN approach.
4. IS and EV reformulations.
5. EO, EEV, EVPI and VSS.
6.-7. MM and VO, the solution of the large problems in logistics.
8.-9. PO and QO, relation to integer programming.
10.-11. Deterministic and probabilistic constraints, the use of recourse.
12.-13. Applied twostage programming.
Computer-assisted exercise
13 hours, compulsory
Syllabus
Logistic examples and exercises on:
1.-2. Underlying mathematical program.
3. WS and HN approach.
4. IS and EV reformulations.
5. EO, EEV, EVPI and VSS.
6.-7. MM and VO, the solution of the large problems.
8.-9. PO and QO, relation to integer programming.
10.-11. Deterministic and probabilistic constraints, the use of recourse.
12.-13. Applied two-stage programming.
Course participance is obligatory.