Algorithms and Complexity (DM19)
Litt: T.Cormen... : Introduction to Algorithms,McGraw-Hill,1990.
Graph algorithms, on-line algorithms, Randomization, NP-Completeness among other things.
Network Flows with applications (DM33)
Litt: R. Ahuja ... : Network Folws - Theory, Algorithms, and applications, Printice-Hall, 1993.
J. Bang-Jensen and G. Gutin: Directed Graphs - Theory, Algorithms and Applications -chap 3, Springer-Verlag, 2000.
Heuristics for Kombinatorial Problems (DM63)
Litt: Z. Michalewicz\ldots : How to solve it: Modern Heuristics, Springer 1998,
J. Clausen: Branch and Bound Algorithms, diku 1999,
P. Laursen: Generelle Optimeringsheuristikker, diku 1994.
Bransh and bound, Simulated Annealing, Tabu search, Genetic algorithms.
Special heuristic for the problem of splitting a graph.
On-line Algorithms
A. Borodin \ldots : Online Computations and Competitive Analysis, Cambridge University Press 1998.
Competitive Analysis and Randomized Algorithms, Request-Answer Games.
The List Accessing Problem, Paging, The k-server Problem, Load Balancing.
Search, Trading and Portfolio Selection.
Graph Thoery 2 (MM62)
Litt: Articles etc.
"Turan's Theorem" , Ramsey Theory, k-cromatic graphs without short cycles, Perfect graphs, perfect matching.
Graph Algorithms
Litt: J. Bang-Jensen and G. Gutin: Directed Graphs - Theory, Algorithms and Applications, Springer-Verlag, 2000.
Advanced Planning Methods 1
Litt: Luenberger: Linear and Nonlinear Programming, Addison-Wesley,1984. and other material.
Unconstrained Optimization (e.g. "Conjugate direction methods" and "Quasi Newton"), Linear Programming, Nonlinear optimization (e.g. "The Reduced Gradient Method").
Advanced Planning Methods 2
Decomposition methods (e.g. Danzig-Wolfe and Berder ).
Network Models (e.g. Transportation, Out-of-kilder).
Integer programming (e.g. Cutting Plane, Lagrangian Relaxation).
TSP (traveling salesman Problems).
Quadratic assignment.
Heuristics for solving Routing problems.
Advanced Planning Methods 3
This course is mainly concerned with implimentation of a LP-solver efficiently (using the Simplex method) in C and solving integer programs using GAMS.
The student choose which of the two projects he or she wants to make (I am making a LP-solver).
The lectures include:
Scaling of LP's, efficient method of keeping the Basis-invers as eta-vectors and spase reprecentation of the problem.
Branch and Bound and Cutting Plane (implimentation of these in GAMS).
TSP (including solving these using GAMS).
Production and Operations Management
Litt: S. Nahmias: Production and Operations Analysis, McGraw Hill 1997. and other material.
Inventory Control, MRP, just-in-time, Operations sceduling and project sceduling.
Advanced Finance 1
Litt: J. C.Hull: Options, Futures and other derivatives, Printice Hall 1997. and articles.
Futures and Options, The Binomial model, The Black-Scholes-Merton model, Numerical Procedures, Excotic Options.