IE 631 Integer Programming Fall

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

3  Instructor  Sungsoo Park (room 4112,  Office hour: Tue., Thr. 16:00 – 17:30 or by appointment  Classroom: E2 room 1120  Class hour: Tue., Thr. 14:30 – 16:00  Homepage:  TA:  Junghwan Kwak (room 4113, tel:3161)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)

 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) Integer Programming

 Topics  Introduction  Formulations  Polyhedral theory  Computational complexity  Branch-and-bound algorithm  Duality and relaxation, Lagrangian duality, Benders' decomposition  Strong valid inequalities, cutting plane algorithms  Branch-and-price algorithm, Branch-and-price-and-cut algorithm  (Robust optimization) Integer Programming