Reading Group on Delayed Column Generation

Title
Reading Group on Delayed Column Generation

Organiser(s)
Rune Møller Jensen (rmj@itu.dk¹), Alberto Delgado-Ortegón (alde@itu.dk²)

Lecturer(s): Rune Møller Jensen, invited lectures from DTU

Will you create your own webside? Yes: http://www.decisionoptimizationlab.dk/Joomla1515/index.php/teaching/phd-courses/93-reading-group-on-delayed-column-generation³

Dates of the course
Every Tuesday from November 8 to December 13. Time: 10-11 am
Room preferences: meeting room

Course description
In this reading group we plan to study an important large-scale optimization method called Delayed
Column Generation. We will focus on the principles behind Delayed Column Generation and its
application to different optimization problems.
Program
- Simplex method, duality theory
- A first look at Delayed Column Generation, the cutting stock problem
- Generalization of Column Generation, Dantzig-Wolf decomposition
- Tricks and pitfalls on column generation
- Different applications of column generation

Prerequisites
Knowledge in Linear and Integer Programming are mandatory

Amount of hours the student is expected to use on the course
Participation: 6 hours
Preparation: 35 hours. Students must prepare the material for each session since active
participation is expected. Additionally, the students will make a 20 minutes presentation of a
scientific publication in the last session.

Exam
Each participant will present the results of a selected scientific publication describing an
application of Delayed Column Generation for solving an optimization problem.

Participants
Alberto Delgado-Ortegon, Kevin Tierney, Dario Pacino, and any other PhD student that fulfils the
prerequisites.

Credits
2.5 ECTS