Universität Wien
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040894 PR KFK PM/SCM/TL: Praktikum LP-Modeling I (2012S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 20 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

  • Donnerstag 01.03. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 08.03. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 15.03. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 22.03. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 29.03. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 19.04. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 26.04. 08:30 - 12:00 EDV-Labor 3
  • Donnerstag 03.05. 08:30 - 12:00 EDV-Labor 3

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

* Linear Programming
* Introduction to XPress-MP
* Simplex Method (brief repetition)
* Sensitivity Analysis & its economic interpretation
* Advanced Modelling Techniques

Art der Leistungskontrolle und erlaubte Hilfsmittel

In order to pass the course you’ll need to complete the following tasks:

* [30%] final exam - part I (theoretical stuff, written, individually, closed-book)
* [30%] final exam - part II (practical stuff, computer-based, individually, closed-book)
* [40%] homeworks (theoretical and practical in nature, Kreuzerlliste - for details see below)
o at least 50% of all assigned homeworks need to be prepared
o you will be picked randomly in order to present your homework at the beginning of class
o in case you fail to explain what you were supposed to prepare I'll consider this as an act of cheating ("Erschleichung von Teilleistungen")
o no hand-ins before or after class. no exceptions.
* in order to pass the course you need to
o prepare at least 50% of all assigned homework examples
o achieve at least 50% on both exams (cumulative)

Mindestanforderungen und Beurteilungsmaßstab

The purpose of this course is to introduce students to mathematical programming which is extensively used in production and logistical management. In this course we will cover linear programming and prototype applications. Special emphasis will be given to linear programming modeling and its economic interpretation (duality theorem, complementary slackness, sensitivity analysis, etc.), and solving optimization methods using computers.
Students are expected to already know how to deal with Excel¿s optimization module to solve LP problems numerically, but later a state-of-the-art computer software, XPress-MP, will be introduced. Excel is fine for solving structurally simple and small scale problems, but for large scale and complex problems XPress is incomparable convenient. Therefore students are expected to be fluent in XPress by the end of this course.

Prüfungsstoff

Students will learn how to develop linear models and implement them using XpressMP

Literatur

* Class Notes (electronic copies will be made available online)
* Applications of optimization with Xpress-MP, by Christelle Guéret, Christian Prins & Marc Sevaux
* An Introduction to Management Science (quantitative approaches to decision making), by Anderson and Sweeney
* Operations Research, by Hillier and Liebermann

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mo 07.09.2020 15:29