Integer and Linear Programing in Business Econometrics

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Course code: E_EOR3_BTR
Period: Period 1
Credits: 3.0
Language of tuition: English
Faculty: Fac. der Economische Wet. en Bedrijfsk.
Coordinator: prof. dr. J.A. Gromicho Dos Santos
Teaching method(s): Lecture
Course objectives
Integer and Linear Programing in Business Econometrics (Bedrijfseconometrie I):
To obtain sound knowledge of models and techniques in deterministic optimization with emphasis on
exact optimization algorithms.
Course contents
Integer and Linear Programing in Business Econometrics (Bedrijfseconometrie I):
This course focusses on the optimization of linear and integer programming models.
Starting from the mathematical properties of the models explains the working of powerful solutions
techniques which are illustrated with the use of Matlab.
Illustrations include the usage of linear programming solvers to build powerful algorithms for more
challenging problems.
The book ‘Integer Programming: Polyhedra and Algorithms’ by Sven O. Krumke which can be found
online from http://optimierung.mathematik.uni-kl.de/users/62/TOC.pdf offers a good base for this
course.
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