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Teaching repository for the undergraduate course in Operations Research at Technical University Munich.

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Tutorial for Operations Research SS22 Konstantin Kuchenmeister

Teaching repository for the tutorial of the undergraduate course in Operations Research at Technical University Munich.

Logistics:

Every:

  • Tuesday 2pm-3:30pm GMT+2
  • Friday 3pm-4:30pm GMT+2

Location:

  • Zoom

Recordings:

Channel link:

https://www.youtube.com/channel/UCUMv1AN6eQvcCCL4Gg5av4A

Playlist link:

https://www.youtube.com/playlist?list=PLkmX_gkRxWIPS69e_lJQVtN8QaWNd2-50

Week 1: Modeling (of linear optimization systems)

Provided resources:

  • Notes
  • Created Gurobi code in Java to solve Exercise 1.1 (In order to run this file you need a working installation of Gurobi https://www.gurobi.com, and add the gurobi.jar file to the Java Classpath)

The code solves the following linear programming problem: (Exercise 1.1):

Minimize $ 200 x_{1}+160 x_{2}=z $ such that $$ \begin{aligned} 6 x_{1}+2 x_{2} & \geq 12 \ 2 x_{1}+2 x_{2} & \geq 8 \ 4 x_{1}+12 x_{2} & \geq 24 \ x_{1}, x_{2} & \leq 7 \ x_{1}, x_{2} & \geq 0 \end{aligned} $$

Week 2: Solving linear optimization systems

  • Graphically
  • Normal-, standard-, canonical -Form
  • Simplex Algorithm
  • Big M Method
  • Edge cases of linear optimization systems

Week 3: Revised Big M Method Simplex in Matrix Notation, Modelling preemptive and weighted goal programming problems

  • Revised Simplex in Matrix Form and Big-M-Method
  • Goal Programming

Week 4: Sensitivity Analysis

Week 5: Duality Theory, Complementary Slackness Theory, Derivation

Week 6: Modeling of Integer Programming Problems

Week 7: Solving Integer Programs with the Branch&Bound and the Gomory Cutting-Plane Method

Week 8: Advanced Solution Methods for Integer Programs: Column-Generation, Dynamic Programming and Heuristics

Week 9: Network Flow Problems, Matroids, Hungarian Method

Week 10: Traveling Salesperson Problem (TSP)

Disclaimer:

All resources here I have created myself and I can in no way guarantee the accuracy of the information. The faculty's lecture slides and practice materials are crucial with regard to the exam, not my notes.

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Teaching repository for the undergraduate course in Operations Research at Technical University Munich.

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