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IE 486

Computational Optimization

IE 486 is about scaling optimization to problems too big to throw at a generic solver — you exploit structure (decomposability, sparsity, special polyhedra) to make tractable what otherwise wouldn't be. Expect three homeworks plus a substantial project where you implement decomposition or cutting-plane methods on real production, network, or logistics instances, alongside grad-student mini-lectures on current research. It assumes you're comfortable with LP/IP from earlier IE courses and is essentially the bridge to research-level OR, whether you're heading into a thesis, an operations role at a firm that actually runs solvers in production, or a PhD.

Credit3ECTS5FacultyFaculty of EngineeringBölümIndustrial EngineeringPreIE 303

Değerlendirme 100% — 4 adım

30%
20%
20%
30%
Homework Assignment 30%
Midterm Midterm 20%
Project Group Project 20%
Final Final Exam 30%

Haftalık müfredat 14 hafta

Hafta 1
Introduction & Large-scale optimization examples
Hafta 2
Revised simplex & Column Generation
Hafta 3
Dantzig-Wolfe decomposition
Hafta 4
Dantzig-Wolfe decomposition
Hafta 5
Lagrangian relaxation
Hafta 6
Lagrangian decomposition
Hafta 7
Bender's decomposition
Hafta 8
Two-stage stochastic programming
Hafta 9
Robust Optimization
Hafta 10
Other topics: valid inequalities, extended formulations
Hafta 11
Other topics: heuristics
Hafta 12
Recent advances in optimization (Mini lectures by grad students)
Hafta 13
Recent advances in optimization (Mini lectures by grad students)
Hafta 14
Recent advances in optimization (Mini lectures by grad students)

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