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syllabus - Department of Industrial and Systems Engineering...

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Department of Industrial and Systems Engineering Spring 2005 Integer Programming (IE 418) Meeting: Monday and Wednesday 5:35–6:50PM 451 Mohler Lab Jeff Linderoth Office: 325 Mohler Office hours: Monday 8–9AM, Wednesday 7–8PM, (also by appt.) Phone: 610-758-4879 E-mail: [email protected] Web: http://www.lehigh.edu/~jtl3/teaching/ie418 This course will cover the theory and practice of integer programming. The course is structured into a number of modules that are designed to arm you with the understanding necessary to perform fundamental research in integer programming and also to model and solve integer programs that might arise in your research area. Required Text George Nemhauser and Laurence Wolsey . Integer and Combinatorial Optimization (John Wiley and Sons, 1988). Recommended Texts Alexander Schrijver . Theory of Linear and Integer Programming (John Wiley & Sons, 1986). Laurence Wolsey . Integer Programming (Wiley-Interscience, 1998). Overview The aim of integer programming is to find optimal decisions in problems where the decisions may only take a certain number of finite values. The area is of enormous practical concern, since “yes-no” decisions are of a discrete nature. The list of application areas that use integer programming is too long to print here. Integer programming is a mature field, with deep contributions having been made as far back as the early 1960’s. Nevertheless, it is still a vibrant field, likely due to the fact that the ability to solve larger and larger integer programs is of enormous practical importance, and thus spurs development in both theory and computation.
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This is a first course in integer programming, suitable for students with a graduate knowledge of linear programming and mathematical sophistication . Courses on the analysis of algorithms and on graphs and networks will be useful for background, but they are not required.
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