- Docente: Daniele Vigo
- Credits: 6
- SSD: MAT/09
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Bologna
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Corso:
Second cycle degree programme (LM) in
Mathematics (cod. 5827)
Also valid for Second cycle degree programme (LM) in Mathematics (cod. 8208)
Learning outcomes
At the end of the course the student knows the main theoretical and algorithmic methods of mathematical programming for the solution of optimization problems and decision support; is able to analyse an optimization problem and develop the appropriate mathematical model for its resolution. The course includes the illustration of real world applications and laboratory experiences which shows how to implement an algorithm based on a mathematical programming model and how to use the main available solvers.
Course contents
Introduction to Mathematical Programming (Mathematical Optimization). Linear Programming and Integer Linear Programming models. Simplex Algorithm. Duality Theory, Dual Simplex Algorithm. Methods for integer problems: Branch & Bound, Branch & Cut, Column Generation. Use of commercial and public domain solvers.
Readings/Bibliography
Matteo Fischetti Introduction to Mathematical Optimization, Self Published in Amazon
Lecture notes and slides from the teacher
Teaching methods
Frontal lectures and exercise sessions
Assessment methods
Oral Exam with exercises and theoretical questions
Teaching tools
Lecture notes and slides from the teacher
Office hours
See the website of Daniele Vigo
SDGs
This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.