Syllabus - IE 418: Integer Programming Syllabus Dr. Ted...

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IE 418: Integer Programming Syllabus Dr. Ted Ralphs Spring 2007 1 Miscellaneous Course Information Instructor: Dr. Ted Ralphs Office: 473 Mohler Lab Phone: 8-4784 E-mail: tkr2 Office Hours: TR 5:30-6:30 or by appointment Web page: http://www.lehigh.edu/˜tkr2 Course web page: http://www.lehigh.edu/˜tkr2/teaching/ie406/ Course meeting time: TR 7:00-8:15 2 Description of Course This course will cover both the theory and the practice of integer programming. The course will be divided into five blocks described below, covering complexity, computation, and polyhedral theory. We will discuss methods such as branch and bound, branch and cut, Lagrangian relaxation, and Dantzig-Wolfe decomposition, as well as the use of commercial software and frameworks for solving integer programs. 3 Course Objectives The goals of this course are for students to: 1. Understand how integer variables are used for formulating complex mathematical models. 2. Be able to assess the difficulty of integer programming problems using the tools of complexity theory. 3. Understand and be able to use common methodology for the solution of integer programs. 4. Understand the basic concepts of polyhedral theory and how they apply to integer program- ming. 5. Understand the theory of valid inequalities and how it applies to the solution of integer programs. 1
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7. Be able to apply course concepts in practice to solve integer programs. 4 General Course Requirements 4.1 Prerequisites All students should have completed IE 406 Introduction to Mathematical Programming and should have a good undergraduate mathematics background, especially in linear algebra. I expect some familiarity with logic and proof techniques, as well as basic knowledge of computer programming and mathematical modeling systems. 4.2 Primary Text L.A. Wolsey, Integer Programming , Wiley (1998). 4.3 Reading There will be required readings associated with each lecture. Most readings will be from the course text, but there may be some reading of research papers. Students are encouraged to seek supplementary material. Links to suggested supplementary reading material can be accessed from the course page. 4.4 Lectures You are expected to attend and participate in the lectures. Part of the grade will be determined by overall class participation. Lecture materials will be available for reference before the lecture on the course web page. 4.5 Assignments There will be problem sets due approximately every 2 weeks. Students are encouraged to work together, but each student should write up his/her solutions independently. 4.6 Exams There will be a mid-term and a final. Both exams will be take-home. 5
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This note was uploaded on 02/29/2008 for the course IE 418 taught by Professor Ralphs during the Spring '08 term at Lehigh University .

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Syllabus - IE 418: Integer Programming Syllabus Dr. Ted...

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