Landelijk Netwerk Mathematische Besliskunde
Course IntPM: Integer Programming Methods
Time: |
Monday 11.00 - 12.45 (November 29 – December 20 and January 24 – February 28). |
Location: |
All LNMB courses will be taught on-line until further notice. Upon registration for a course, students receive a link for the video connection. |
Lecturer: |
Dr. R. Spliet (Erasmus University Rotterdam), Dr. M. Walter (University of Twente) |
Course description:
The vast majority of problems in combinatorial optimization can be formulated as an integer linear program (ILP):
Maximize or minimize a linear objective function subject to linear constraints and the additional restriction
that the decision variables can take only integer values (typically only 0/1). This makes ILPs a perfect tool for
formulating problems in combinatorial optimization; many software packages are available for this.
The drawback is that solving ILPs is generally a computationally demanding task; it is NP-hard.
Nevertheless, in practice, also these problems have to be solved. In this part of the course we focus on
techniques for solving ILPs.
The following topics will be treated:
- the expressive power of ILPs in combinatorial optimization
- geometry of integer linear programs
- easy and difficult ILPs
- geometric techniques based on cutting planes
- decomposition techniques
More information can be found on this website.
Literature:
- Conforti, Cornuejols, and Zambelli, Integer programming, Springer 2014 (available online via springerlink)
Prerequisites:
- Knowledge of linear algebra and linear programming.
Examination:
Take home problems.
Address of the lecturer:
Dr. Remy Spliet
Erasmus Universiteit Rotterdam,
Department of Economics
Postbus 1738,
3000 DR Rotterdam
Phone: 010 4081342
E-mail: spliet@ese.eur.nl,
Dr. Matthias Walter
University of Twente,
Faculty of Electrical Engineering, Mathematics & Computer Science
P.O. Box 217,
7500 AE Enschede
Phone: 053 4898744
E-mail: m.walter@utwente.nl,
|