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Operations Research - Methods for Network Engineering

6

English

#70186 / #2

SS 2016 - WS 2017/18

Fakultät VII

H 33

Institut für Volkswirtschaftslehre und Wirtschaftsrecht

37311500 FG Volkswirtschaftlehre, insb. Wirtschafts- und Infrastrukturpolitik

Hirschhausen, Christian

Oei, Pao-Yu

or@wip.tu-berlin.de

POS-Nummer PORD-Nummer Modultitel
300110 23461 Operations Research - Methods for Network Engineering

Learning Outcomes

KNOWLEDGE: Students will be able to describe and explain the topics listed in the 'content' section. SKILLS: Students will be able to solve linear and non-linear problems using the methods of applied mathematics, use standard software, and write scientific texts. ABILITIES: Students will be able to create their own mathematical programs in order to empirically evaluate short and long term trends in a case study of one of the application areas (i.a. electricity, gas, coal, CO2, transportation, water).

Content

– Introduction to the General Algebraic Modeling System (GAMS) – Repetition: linear programming – Introduction to game theory – Lagrange-method for solving optimization problems – Flow theory – Equilibrium/complementarity modeling using Karush-Kuhn-Tucker conditions – Mixed integer programming – GAMS/Excel-Interface

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course Name Type Number Cycle Language SWS
Operations Research - Methods for Network Engineering IV 71 15 L 42 WS English 4

Workload and Credit Points

Operations Research - Methods for Network Engineering (IV):

Workload description Multiplier Hours Total
Class attendance 15.0 4.0h 60.0h
Class preparation 15.0 2.0h 30.0h
Exam preparation 1.0 30.0h 30.0h
Term paper 1.0 60.0h 60.0h
180.0h(~6 LP)
The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

The module is taught as integrated classroom learning in weekly 4-hour blocks in the summer semester and as two-week block seminar in the first weeks of January in the winter semester. The course combines theoretical approaches and methods from the field of operations research with application to network industries. Students will, in addition, prepare and present a term paper in small groups of four students, applying the theoretical knowledge to a current topic in network industries.

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

advanced mathematical skills, interest in network industries

Mandatory requirements for the module test application:

1. Requirement:
Modul70146 [Operations Research - Grundlagen (OR-GDL)] passed

Module completion

Grading

graded

Type of exam

Portfolio examination

Type of portfolio examination

No information

Language

English

Test elements

Name Categorie Duration/Extent
Presentation 10 No information
Term Paper 40 No information
Written Exam 50 No information

Grading scale

No grading scale given

Test description (Module completion)

The portfolio examination consists of the following elements, adding up to a maximum of 100 credits. The grading follows the joint conversion key of the School of Economics and Management (decision of the school's council dated May 28, 2014 - FKR VII-4/8-28.05.2014).

Duration of the Module

This module can be completed in one semester.

Maximum Number of Participants

The maximum capacity of students is 25.

Registration Procedures

Registration via email (including matriculation number and study program) to or@wip.tu-berlin.de. Registration deadline: October 1 for winter semesters / April 1 for summer semesters.

Recommended reading, Lecture notes

Lecture notes

Availability:  unavailable

Electronical lecture notes

Availability:  available
Additional information:
www.isis.tu-berlin.de

Literature

Recommended literature
Ahuja, R. K. / Magnanti, T. L. / Orlin, J. B. (1993): “Network Flows - Theory, Algorithms and Application”, Prentice Hall
Brooke / Kendrick / Meeraus / Raman (2008): "GAMS – A User’s Guide"
Chao, H.-P. / Peck, C. (1998): “Reliability management in competitive electricity markets”, Journal of Regulatory Economics, 14, pp. 189-200
Cormen, Th. H. (2009): “Introduction to Algorithms”, MIT Press
Egging, R. / Holz, F. / Gabriel, S. (2010): “The World Gas Model”, Energy 35 (10) (October): pp. 4016– 4029, doi:10.1016/j.energy.2010.03.053.
Ehrenmann, A. / Smeers, Y. (2005): “Inefficiencies in European Congestion Management Proposals”, Utilities Policy, 3 (2), pp. 135-152
Gabriel, S. et. al. (2013): "Complementarity Modeling in Energy Markets, Springer
Gibbons, R. (1992): “A Primer in Game Theory”, Pearson Education
Ortuzar, J. d. D. / Willumsen, L. G. (1994): “Modelling Transport”, John Wiley & Sons Ltd., 2nd edition

Assigned Degree Programs

This module is used in the following Degree Programs (new System):

Miscellaneous

No information