EU Regional School - Bussieck & Vigerske Seminar

Location: AICES Seminar Room 115, 1st floor, Schinkelstr. 2, 52062 Aachen

Dr. Bussieck & Dr. Vigerske - Decomposition Methods for Mathematical Programming Problems

Algebraic Modeling - Optimization
GAMS Software GmbH, Cologne

Abstract

This lecture reviews solutions methods for linear, mixed-integer linear, and mixed-integer nonlinear programming problems, in particular the simplex method, cutting plane methods, and branch-and-bound methods. Further, decomposition algorithms like benders decomposition and column generation for mixed-integer linear programs are discussed. The methods are illustrated via examples that use state-of-the-art modelling and solving software. 

Lecture Material I
Lecture Material II
Lecture Material III
Lecture Material IV
Lecture Material V