Deuxième quadrimestre, 52 heures de théorie.

Anglais

Upon completion of this course, the student can:

• formulate an IP (integer program) (with a focus mainly on logical conditions and quality of formulations), solve the problem using software, manually work out easy problems through branch-and-bound, clearly understand how recent commercial linear solvers operate

• recognize and solve some efficiently solvable IPs (flow problems, shortest path,...) and understand the connection between these problems as all being 'network problems'

• form a clear picture of the analysis of algorithms in their worst-case behaviour, describe the link with difficulty of problems, have a thorough insight in complexity theory and the importance of the question ‘P = NP?'

• solve combinatorial problems by means of dynamic programming recursion, including decision problems under uncertainty

• recognize, model and analyze queuing systems in practice.

Pour le programme de Bachelor of Science in Business Engineering :

Aucun

1. Integer programming: problem formulations including quality of formulations, branch-and-bound, cutting-planes, heuristics
2. Network models: transportation problems, assignment problems, transshipment problems, shortest path, maximum flow, minimum cost flow, CPM
3. Dynamic programming
4. Analysis of algorithms and complexity theory
5. Queueing theory

Interactive formal lectures: During formal lectures the theoretical knowledge will be dealt with in detail. When possible, the students are expected to interact (lively).

Self-study: The compulsory course material and slides offer the students additional exercises at the end of each part to accumulate their knowledge independently.

Exercises: Students will complete exercises, as an extension of the formal lectures.

Type : Exam during the examination period
Description of evaluation : Written
Type of questions : Open questions
Learning material : List of formulas, Calculator

First exam period:
Students will be evaluated on the basis of a written exam. The exam consists of some exercises (the exercises relate to testing theoretical knowledge and insight, recognizing different types of optimization problems, model formulation, model solving, relation with other models, interpreting output,...). The exam is closed book and is meant to take 3 hours. The students are allowed to bring their pocket calculator to the exam; the standard formulas, which are known beforehand, will be available at the written exam. The evaluation of this written exam is done by the lecturer. The students will have to make a homework, related to LINGO. This homework is graded as follows: in case of a "good" homework, the exam point is rounded up; otherwise it is rounded down.

The evaluation methods during the first and second exam period are identical.

Pas de bibliographie recommandée