IE 631 Integer Programming Fall 2015 1. Course Objectives Modeling techniques (Which formulation is...

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IE 631 Integer Programming Fall 2015 1

Transcript of IE 631 Integer Programming Fall 2015 1. Course Objectives Modeling techniques (Which formulation is...

Page 1: IE 631 Integer Programming Fall 2015 1. Course Objectives  Modeling techniques (Which formulation is good or bad?)  Algorithms and theoretical backgrounds.

IE 631 Integer Programming

Fall 2015

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Page 2: IE 631 Integer Programming Fall 2015 1. Course Objectives  Modeling techniques (Which formulation is good or bad?)  Algorithms and theoretical backgrounds.

Course Objectives

Modeling techniques (Which formulation is good or bad?) Algorithms and theoretical backgrounds Computational Complexity Softwares (Xpress MP, CPLEX)

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Instructor Sungsoo Park (room 4112, [email protected], tel:3121)Office hour: Tue., Thr. 16:00 – 17:30 or by appointment

Classroom: E2 room 1120 Class hour: Tue., Thr. 14:30 – 16:00 Homepage: http://solab.kaist.ac.kr TA:

Junghwan Kwak (room 4113, [email protected], tel:3161)Office hour: Mon., Wed. 13:00 – 14:30 or by appointment

Grading: Midterm 30-40%, Final 40-60%, HW 10-20% (including Software)

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Text: "Integer and Combinatorial Optimization" by G. Nemhauser and L. Wolsey, 1988, Wiley

Supplementary sources  "Optimization over Integers" by D. Bertsimas and R. Weismantel, 2005, Dynamic

Ideas. “Integer Programming” by M. Conforti, G. Cornuejols, and G. Zambelli, 2014,

Springer"Integer Programming" by L. Wolsey, 1998, Wiley "Computers and Intractability: A Guide to the Theory of NP-completeness" by M.

Garey and D. Johnson, 1979, Freeman

Prerequisites: IE 531 Linear Programming required (or consent of instructor)

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TopicsIntroductionFormulationsPolyhedral theoryComputational complexityBranch-and-bound algorithmDuality and relaxation, Lagrangian duality, Benders' decompositionStrong valid inequalities, cutting plane algorithmsBranch-and-price algorithm, Branch-and-price-and-cut algorithm(Robust optimization)

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