Math 567  -- Integer and Combinatorial Optimization

Course Description
Solving optimization problems with variables restricted to take only integral values (as opposed to real values) is called integer optimization. Integer and combinatorial optimization forms one of the staple areas of optimization with tremendous scope for applications to several real life situations. Techniques from this area have been used to model and solve problems in electrical power systems, airline crew scheduling, lot-sizing, transportation and logistics, and more recently in computational and molecular biology. This graduate level course aims to provide a detailed treatment of the theory, solution methods, and applications of integer and combinatorial optimization. Among others, the following topics will be covered: integer programming formulations, binary expressions and conjunctive normal form (CNF), enumerative methods including branch-and-bound, theory of cutting planes, duality and Lagrangian relaxation, basis reduction, and complexity and polyhedra. As a prerequisite, students should have taken MATH 464 (or equivalent) or obtained the permission of the instructor. There will be no lab sessions scheduled, but the students will be asked to work with related software as part of the assignments and class projects.

Syllabus   (PS file)

Options to buy the text

Announcements

Check out the TSP Page at GaTech  - history and other interesting facts about TSP.

Sunday, November 6:

##   The project has been posted.

Friday, December 9   NEW!
##   The final exam has been posted - see below.

Homeworks  
Homework 1     (PS file)   -- Due on Thursday, Sept 15.
    Homework 1 solutions     (PS file)
Homework 2     (PS file)   -- Due on Tuesday, Sept 27.
    Homework 2 solutions     (PS file)
Homework 3     (PS file)   -- Due on Thursday, Oct 6.
    Homework 3 solutions     (PS file)
Homework 4     (PS file)   -- Due on Tuesday, Oct 18.
    Homework 4 solutions     (PS file)
Homework 5     (PS file)   -- Due on Tuesday, Nov 1.
    Homework 5 solutions     (PS file)
Homework 6     (PS file)   -- Due on Tuesday, Dec 13.
    Homework 6 solutions     (PS file)

Handouts

Column Basis Reduction handout

Project
Project Description    (PS file)  -- Due on Thursday, Dec 1.

  Data files for Lot sizing problem
    ULS_Demand.dat
    ULS_SetupCost.dat
    ULS_StorageCost.dat
    purebb_ops
    tol_ops
  AMPL-CPLEX User Guide

  Data files for facility location problem
    phase1.dat
    cap360.dat

  Project Files (Solutions)
    uls.mod
    uls.dat
    setcover2.m
    fpre2.m

Exams
Final Exam     (PS file)   -- Due on Thursday, Dec 15, @ 5:00 pm.

Software

AMPL
AMPL Handout 1  (PS file)

   Farmer Jones example: model file   data file
   Inventory model (WV-IMP problem 1, pg 104): model file   data file    Output from AMPL
   Momiss Pollutant MIP (WV-IMP problem 2, pg 502) : model file    data file

   UFL (problem 11, page 21 in text): model file   data file
   Google problem: model file
   Couples and beer problem: model file

MATLAB Tutorial from Mathworks page
Another guide to MATLAB from UBC CS.


Last modified: Tue Jan 17 23:20:55 CET 2006