List of Courses


Mathematical Economics, Cand. Part

Algorithms and Complexity (DM19)
Litt: T.Cormen... : Introduction to Algorithms,McGraw-Hill,1990. Graph algorithms, on-line algorithms, Randomization, NP-Completeness among other things.

Advanced Datastructures (DM42)
Litt: articles. E.g. (a,b)-trees, BB[$\alpha$]-trees, skew heaps, multi-dimensional heaps.

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.