This is an advanced course about mixed integer programming (MIP) as a tool for planning and optimizing in operations management. MIPs are one of the most widely used concepts to model decision problems in management. In this course we will look behind the curtain and identify easy and not so easy problem classes, model various decision problems, discuss ways to solve the problems mainly with the help of Python and Gurobi. Gurobi is one of the market leader of software tools for solving MIPs. Commercial licenses for this software costs thousands of euros. In this course you have the chance to learn how to use this software.
Prerequisites: Completed course Introduction to Operations Research (basic knowledge of linear and mixed integer programs, Python and Gurobi) The course Data Analysis and Visualization with Python is also helpful but not required.
There is a limit of 15 participants. Participants are accepted according to their grade in the courses Methods of Information and Operations Management or Introduction to Operations Research .
The course will be held as an mixed on-campus and online course. We will provide videos, scripts and other material here in Moodle and we will have meetings on Tuesday 17-20 in GD 202 and Thursday 14-16 in HG 104 starting from May 6th.
Topics of the course are:
Relaxations, bounds, branch & bound
Cutting planes
Lagrangian Duality
Column generation
MIP-based heuristics
MIP model in operations management
Implementations in Python/Gurobi
The grading will be based on online-quizzes in Moodle, assignments (implementation in Python/Gurobi), presentations, and oral exam and short seminar reports.