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Module Number:
| 14263
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| Module Title: | Mixed-Integer Programming |
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Gemischt-ganzzahlige Programmierung
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| Department: |
Faculty 1 - Mathematics, Computer Science, Physics, Electrical Engineering and Information Technology
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| Responsible Staff Member: | -
Prof. Dr. rer. nat. habil. Fügenschuh, Armin
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| Language of Teaching / Examination: | English |
| Duration: | 1 semester |
| Frequency of Offer: |
On special announcement
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| Credits: |
8
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| Learning Outcome: | After successfully completing the module, students know the basic concepts (definitions, theorems and proofs) in the field of mixed-integer programming. They are able to formalize an applied optimization problem and solve it with mathematical means. |
| Contents: | Polyhedron theory, estimations in integer optimization, complexity theory, totally unimodular matrices, integer polyhedra and total dual integrity, cutting planes, branch-and-bound, Lagrange Relaxations, Benders decomposition, dynamic programming, stochastic programming, column generation methods, heuristics, nonlinear mixed-integer programming, applications |
| Recommended Prerequisites: | Knowledge in linear and mixed-integer optimization, e.g. knowledge of the content of modules
- 13862 Optimierung und Operations Research
- 11322 Optimierungsmethoden des Operations Research
Knowledge of the simplex algorithm is implied. |
| Mandatory Prerequisites: | None |
| Forms of Teaching and Proportion: | -
Lecture
/ 4 Hours per Week per Semester
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Exercise
/ 2 Hours per Week per Semester
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Self organised studies
/ 150 Hours
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| Teaching Materials and Literature: | Current literature will be announced or handed out in the first lecture. |
| Module Examination: | Continuous Assessment (MCA) |
| Assessment Mode for Module Examination: | - 4 intermediate tests, written during the lecture period, 30 minutes each
The best 3 count 1/3 each for the final grade. |
| Evaluation of Module Examination: | Performance Verification – graded |
| Limited Number of Participants: | None |
| Part of the Study Programme: | -
Master (research-oriented) /
Mathematical Data Science /
PO 2025
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| Remarks: | - Study programme Mathematics M.Sc.: Compulsory elective module in complex „Optimization“
- Study programme Mathematik B.Sc.: Compulsory elective module in complex „Vertiefung“, in limited extend
- Study programme Wirtschaftsmathematik B.Sc.: Compulsory elective module in complex „Vertiefung“, in limited extend
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| Module Components: | - Lecture: Mixed-Integer Programming
- Accompanying exercise
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| Components to be offered in the Current Semester: | |
