IE 631 Integer Programming Fall 2018 1 Course

IE 631 Integer Programming Fall 2018 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 2018 2

q Instructor Ø Sungsoo Park (room 4112, sspark@kaist. ac. kr, tel: 3121) Ø Office hour: Mon. , Wed. 14: 30 – 16: 30 or by appointment q Classroom: E 2 room 1120 q Class hour: Mon. , Wed. 13: 00 – 14: 30 q Homepage: http: //solab. kaist. ac. kr q TA: Ø Jaeyoong Lim (room 4113, jae 0908@kaist. ac. kr , tel: 3161) Ø Office hour: Tue. , Thr. 13: 00 – 15: 00 or by appointment q Grading: Midterm 30 -40%, Final 40 -60%, HW 10 -20% (including Software) Integer Programming 2018 3

q Text: "Integer and Combinatorial Optimization" by G. Nemhauser and L. Wolsey, 1988, Wiley (in library) q Supplementary sources Ø "Optimization over Integers" by D. Bertsimas and R. Weismantel, 2005, Dynamic Ideas. Ø “Integer Programming” by M. Conforti, G. Cornuejols, and G. Zambelli, 2014, Springer (pdf file available) 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 required (or consent of instructor) Integer Programming 2018 4

q Tentative schedule Ø Ø Ø 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 5