Università Roma Tre

1. Non-linear programming
Gradient, Hessian
Local minimum, Necessary conditions (first and second order)
Local minimum, Sufficient conditions (secondo order and convex case)
Gradient method, Line search
Newton method,
2. Constrained non-linear programming
KKT conditions
Barrier method and Penalty functions
3. Lot Sizing
EOQ model
Wagner-Whitin Algorithm
Zangwill Algorithm
4. Job Shop Scheduling
Exact methods, Carlier-Pinson Algorithm
Euristhic methods, Nowicki-Smutnicki Algorithm
5. Vehicle Routing Problem
6. Crew Scheduling
7. Plant Location

Lecture notes

Scheduling with limited capacity. Introduction to job shop scheduling.
Job shop scheduling : Move v(x,y) and conditions regarding its improvement.
Job shop scheduling : Tabu search algorithm of Nowicki e Smutnicki (1996).
Job shop scheduling : Lower bound tecnique of Taillard. Numerical examples.
Job shop scheduling : Topological order. Tabu search algorithm of Nowicki e Smutnicki (2005).
Job shop scheduling : Algorithm of Carlier e Pinson (1989). Primary lower bound on a single machine.
Job shop scheduling : Algorithm of Carlier e Pinson (1994). Dual lower bound on a single machine.
Job shop scheduling : Immediate selections.

Material given by the professor via the moodle page of the course, including lecture slides and scientific papers