Optimization Models and Algorithms - 38089-MOD2

courses

ID:

38089-MOD2

Dettaglio:

SSD: Operations Research Duration: 48 CFU: 6

Located in:

DALMINE

Url:

Course Details:

COMPUTER SCIENCE AND ENGINEERING - 38-270/PERCORSO COMUNE Year: 1

Year:

2026

Course Catalogue:

https://unibg.coursecatalogue.cineca.it/af/2026?co...

Date/time interval

Primo Semestre (14/09/2026 - 19/12/2026)

Course Objectives

The course introduces mathematical programming models for decision problems in various contexts (e.g. manufacturing industry, transport and distribution, finance, health, manpower planning, energy, supply chain, .), in particular linear models with real and integer optimization variables. The theoretical discussion of the main algorithms for computing the optimal solution is complemented by numerical experiments with the GAMS modeling framework. The course enables the student to
a. Formulate a real decision problem as a mathematical programming problem, identifying the relevant decision variables and expressing the problem objective and constraints as functions of these decision variables.
b. Identify the method(s) for computing the optimal solution, being aware of its (their) applicability and limits.
c. Analyze the computed optimal solution
d. Use of the GAMS modeling environment to solve mathematical programmimg problems.
The course contributes to the educational objectives of the Management Engineering course, in particular with regard to skills in the field of mathematics applications.

Course Prerequisites

Teaching Methods

The course is composed of lectures, exercises and tutoring.

Assessment Methods

The examination for the Modelli e Algoritmi di Ottimizzazione course consists of a written examination and an oral examination.

The written examination consists of: (i) three algebraic exercises; and (ii) the development of a mathematical model and the corresponding GAMS code.

The duration of the written examination is 2 hours and 15 minutes.

The written examination is graded as follows: (i) 21 points for the algebraic section; and (ii) 10 points for the GAMS section.

To pass the written examination, students must obtain at least 13 points in the algebraic section and at least 5 points in the GAMS section.

Students who pass the written examination are admitted to the oral examination.

Students who obtain a grade of 9/30 or lower in the written examination must skip the immediately following examination session.

Students who register for an examination session and are absent without justification must skip the immediately following examination session.

Students who withdraw before the end of the written examination are not required to skip the following examination session.

Mathematical programming models.
The simplex algorithms for linear programming problems.
Sensitivity analysis of optimal solution to model parameters.
Branch-and-Bound and cutting plane methods for mixed integer linear programming models.
Optimization algorithms for unconstrained and constrained nonlinear problems.
Example of applications to real problems.
GAMS framework for computing optimal solutions