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2023S, VU, 2.0h, 3.0EC

## Merkmale

• Semesterwochenstunden: 2.0
• ECTS: 3.0
• Typ: VU Vorlesung mit Übung
• Format der Abhaltung: Hybrid

## Lernergebnisse

Nach positiver Absolvierung der Lehrveranstaltung sind Studierende in der Lage...

• overview the area of mathematical optimization with focus on mixed integer linear programming (MIP),
• model both academic and real world decision problems as MIPs,
• theoretically analyze and compare different MIP formulations for a problem,
• understand common methodology for solving MIPs,
• develop practical solution algorithms using state-of-the-art MIP frameworks.

## Inhalt der Lehrveranstaltung

• Overview on mathematical optimization (focus on mixed integer linear models, but also discussing non-deterministic models)
• Modeling (real world) problems as MIPs (basic techniques, modeling with exponentially many constraints and/or variables)
• Solution methods for MIPs
- Cutting plane method, branch-and-cut
- Decomposition approaches (Lagrangian decomposition, Dantzig-Wolfe decomposition) and corresponding solution methods (subgradient method, column generation, branch-and-price)
• Theory of valid inequalities and further theoretical concepts
- (Strong) valid inequalities (Chvatal-Gomory cuts, Gomory cuts, cover cuts, theoretical concepts such as dominance, redundancy, facet-defining cuts)
- "Well-solved" problems (properties, total unimodularity, optimization = separation)
• Stochastic and robust optimization
• Further issues in MIP computation and components of modern MIP solvers (presolving, primal heuristics, symmetry, frameworks)

## Methoden

• Lecture (attendance optional - recordings from previous years available)
• Introduction to the usage of state-of-the-art MIP solver frameworks (Gurobi, CPLEX)
• Homework exercises
• Programming exercises

Prüfungsimmanent

## Weitere Informationen

Estimated effort:

Hours | Purpose
20       | Lecture
15       | Homework exercises
25       | Programming exercise
15       | Exam preparation and exam
--------------------------------------
75       | Overall

## LVA Termine

TagZeitDatumOrtBeschreibung
Mi.16:00 - 18:0001.03.2023 - 28.06.2023FAV Hörsaal 2 Mathematical Programming
Mi.16:00 - 19:0028.06.2023EI 10 Fritz Paschke HS - UIW Prüfung Mathematical Programming
Mathematical Programming - Einzeltermine
TagDatumZeitOrtBeschreibung
Mi.01.03.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.08.03.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.15.03.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.22.03.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.29.03.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.19.04.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.26.04.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.03.05.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.10.05.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.17.05.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.24.05.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.31.05.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.07.06.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.14.06.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.21.06.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.28.06.202316:00 - 18:00FAV Hörsaal 2 Mathematical Programming
Mi.28.06.202316:00 - 19:00EI 10 Fritz Paschke HS - UIW Prüfung Mathematical Programming

## Leistungsnachweis

• Homework exercises (max. 20 points): Exercises are done at home and solutions are uploaded in TUWEL.
• Programming Exercises (max. 40 points): Different MIP formulations for a specified optimization problem are designed and implemented. You can (optionally) join in groups of two. Your solutions are uploaded in TUWEL.
• Written exam (max. 40 points)

The grade you receive depends on the total points collected for all tasks, but you need at least 30 points in the exercise part (including homework and programming exercises) and at least 20 points in the written exam to get a positive grade. The final grade is obtained by the following mapping:

1: 88 - 100 points
2: 75 - 87.5
3: 63 - 74.5
4: 50 - 62.5
5: 0 - 49.5

## Prüfungen

TagZeitDatumOrtPrüfungsmodusAnmeldefristAnmeldungPrüfung
Mi.16:00 - 19:0011.10.2023FH Hörsaal 3 - MATH schriftlich10.09.2023 00:00 - 10.10.2023 23:59in TISSWritten Exam 2

## LVA-Anmeldung

Von Bis Abmeldung bis
13.02.2023 00:01 29.03.2023 23:59 31.03.2023 23:59

## Curricula

StudienkennzahlVerbindlichkeitSemesterAnm.Bed.Info
066 504 Masterstudium Embedded Systems Keine Angabe
066 645 Data Science Keine Angabe
066 646 Computational Science and Engineering Keine Angabe
066 926 Business Informatics Gebundenes Wahlfach
066 931 Logic and Computation Gebundenes Wahlfach
066 932 Visual Computing Gebundenes Wahlfach
066 937 Software Engineering & Internet Computing Gebundenes Wahlfach

## Literatur

all material is available in TUWEL

## Vorkenntnisse

• Basic knowledge of (integer) linear programming (modeling, LP based Branch-and-Bound), e.g., as taught in Algorithmics
• Knowledge of basic algorithms and data structures
• Programming skills in some language, e.g., Java, C++, Python
• Basic knowledge of linear algebra and graph theory

Englisch