Advanced Integer Programming 

LecturerProfessor Alexandra M. Newman
Colorado School of Mines
DateAugust 9 & 12, 2024
with classes at 9 a.m. to 12 p.m. & 1 p.m. to 4 p.m. each day
Room/AddressTU Dresden 
Georg Schumann-Bau (SCH/B37)
Target groupDoctoral students in business and economics, mathematics, and/or operations research
Seminar contentThis two-day workshop will introduce PhD students already familiar with linear and integer programming formulations to techniques that should help expedite solutions, especially to complicated formulations and/or large instances.
We will start by identifying mathematical modeling structures that complicate both linear and integer programming models. We will then look at techniques that expedite solutions via a direct execution of the monolith. Finally, we will examine exact decomposition approaches in which we first identify particular problem structures that lend themselves to specific decomposition procedures. Then, we describe these procedures.
Day 1:
  • Model formulation, including constructs that tend to complicate solution generation
  • Strong vs weak formulations
  • Cutting planes
  • Constraint programming
Day 2:
  • Lagrangian Relaxation
  • Benders Decomposition
  • Column Generation
  • Dantzig-Wolfe Decomposition

A strong interest in working with quantitative methods is required. Good knowledge of discrete optimization and programming skills is also required. 
CertificateDoctoral candidates from the Faculty of Business and Economics, TU Dresden can earn a certificate according to § 9 of the Ph.D. doctoral regulations (PromO 2018):
Doctoral candidates of Business Administration: § 9 (1) Nr. 5 or 6
Doctoral candidates of Business Information Systems: § 9 (1) Nr. 6
Doctoral candidates of Economics: § 9 (1) Nr. 6

Doctoral candidates from other universities can earn a certificate as well.
AssignmentSeveral homework problems that can be executed via a student’s software of choice will be served.
RegistrationParticipation is limited (max. 15). 
To register send an e-mail to Dr. Uta Schwarz:
Phone: +49 351 463-33141

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