Course details
Large-Scale Optimization Models and Applications
MATH 80655A
Advanced modeling approaches are studied, including non-compact models with exponentially many constraints or variables, two-stage models, and bilevel models. Various solution techniques are explored, such as branch-and-bound, cutting-plane methods, branch-and-cut, column generation, and Benders decomposition. Applications span fields such as distribution management, transportation, network design, routing, logistics, production planning, energy systems, telecommunications, disaster management, last-mile delivery, and healthcare logistics. The course incorporates contemporary topics from recent scientific publications. It also includes hands-on implementation of these models, and a course research project.
Themes covered
Introduction to modeling with integer variables; well-solved problems
Optimality relaxation bounds complexity and problem reductions
Branch-and-bound and branch-and-cut (with application to e.g. traveling salesman problems)
Column generation (with application to e.g. vehicle routing problems)
Branch-and-price (with application to e.g. location and routing problems)
Two-stage models and Benders decomposition (with application to e.g. facility location)
Linearization of bilevel models (with application to e.g. network design)
Course code
MATH 80655A
Subject
Mathématiques
Program
PhD
Location
Côte-des-Neiges
Instruction mode
On-site learning
Credits
3