IE 631 Integer Programming Fall 2013 1 Course

IE 631 Integer Programming Fall 2013 1

Course Objectives q Modeling techniques (Which formulation is good or bad? ) q Algorithms and theoretical backgrounds q Computational Complexity q Softwares (Xpress MP, CPLEX) Integer Programming 2013 2

q Instructor Ø Sungsoo Park (room 4112, sspark@kaist. ac. kr, tel: 3121) Ø Office hour: Tue. , Thr. 14: 30 – 17: 00 or by appointment q Classroom: E 2 room 1120 q Class hour: Tue. , Thr. 13: 00 – 14: 30 q Homepage: http: //solab. kaist. ac. kr q TA: Ø Kiho Seo (room 4113, emffp 1410@ kaist. ac. kr, tel: 3161) Ø Office hour: Mon. , Wed. 14: 30 – 17: 00 or by appointment q Grading: Midterm 30 -40%, Final 40 -60%, HW 10 -20% (including Software) Integer Programming 2013 3

q Text: "Integer and Combinatorial Optimization" by G. Nemhauser and L. Wolsey, 1988, Wiley q Supplementary sources Ø "Optimization over Integers" by D. Bertsimas and R. Weismantel, 2005, Dynamic Ideas. Ø "Integer Programming" by L. Wolsey, 1998, Wiley Ø "Computers and Intractability: A Guide to the Theory of NP-completeness" by M. Garey and D. Johnson, 1979, Freeman q Prerequisites: IE 531 Linear Programming or consent of instructor Integer Programming 2013 4

q Topics Ø Formulations Ø Polyhedral theory Ø Computational complexity Ø Branch-and-bound algorithm Ø Strong valid inequalities, cutting plane algorithms Ø Duality and relaxation, Lagrangian duality, Benders' decomposition Ø Branch-and-price algorithm, Branch-and-price-and-cut algorithm Ø (Robust optimization) Integer Programming 2013 5