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IE 631 Integer Programming Fall 2013 1
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Course Objectives Modeling techniques (Which formulation is good or bad?) Algorithms and theoretical backgrounds Computational Complexity Softwares (Xpress MP, CPLEX) Integer Programming 2013 2
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3 Instructor Sungsoo Park (room 4112, sspark@kaist.ac.kr, tel:3121)sspark@kaist.ac.krtel:3121 Office hour: Tue., Thr. 14:30 – 17:00 or by appointment Classroom: E2 room 1120 Class hour: Tue., Thr. 13:00 – 14:30 Homepage: http://solab.kaist.ac.krhttp://solab.kaist.ac.kr TA: Kiho Seo (room 4113, emffp1410@ kaist.ac.kr, tel:3161)tel:3161 Office hour: Mon., Wed. 14:30 – 17:00 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 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 or consent of instructor Integer Programming 2013 4
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Topics Formulations Polyhedral theory Computational complexity Branch-and-bound algorithm Strong valid inequalities, cutting plane algorithms Duality and relaxation, Lagrangian duality, Benders' decomposition Branch-and-price algorithm, Branch-and-price-and-cut algorithm (Robust optimization) Integer Programming 2013 5
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