IE 631 Integer Programming

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Presentation transcript:

IE 631 Integer Programming Fall 2018

Course Objectives Modeling techniques (Which formulation is good or bad?) Algorithms and theoretical backgrounds Computational Complexity Softwares (Xpress MP, CPLEX) Integer Programming 2018

Homepage: http://solab.kaist.ac.kr TA: Instructor Sungsoo Park (room 4112, sspark@kaist.ac.kr, tel:3121) Office hour: Mon., Wed. 14:30 – 16:30 or by appointment Classroom: E2 room 1120 Class hour: Mon., Wed. 13:00 – 14:30 Homepage: http://solab.kaist.ac.kr TA: Jaeyoong Lim (room 4113, jae0908@kaist.ac.kr , tel:3161) Office hour: Tue., Thr. 13:00 – 15:00 or by appointment Grading: Midterm 30-40%, Final 40-60%, HW 10-20% (including Software) Integer Programming 2018

Supplementary sources Text: "Integer and Combinatorial Optimization" by G. Nemhauser and L. Wolsey, 1988, Wiley (in library) 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 (pdf file available) "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) Integer Programming 2018

Tentative schedule Introduction, formulations (1 week) Strong formulations (1 week) Polyhedral theory and integer programs (2 weeks) Computational complexity (3 weeks) Midterm examination (1 week) Branch-and-bound algorithm (1 week) Strong valid inequalities, cutting plane algorithms (2 weeks) Duality and relaxation, Lagrangian duality, Benders' decomposition (2 weeks) Branch-and-price algorithm, Branch-and-price-and-cut algorithm (1 week) Robust optimization (1 week) Final examination (1 week) Integer Programming 2018