IE 418: Integer Programming
Syllabus
Dr. Ted Ralphs
Spring 2007
1
Miscellaneous Course Information
Instructor:
Dr. Ted Ralphs
Oﬃce:
473 Mohler Lab
Phone:
84784
Email:
tkr2
Oﬃce Hours:
TR 5:306:30 or by appointment
Web page:
http://www.lehigh.edu/˜tkr2
Course web page:
http://www.lehigh.edu/˜tkr2/teaching/ie406/
Course meeting time:
TR 7:008:15
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
DantzigWolfe 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
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
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 midterm and a ﬁnal. Both exams will be takehome.
5
This is the end of the preview.
Sign up
to
access the rest of the document.
 Spring '08
 Ralphs
 Operations Research, Linear Programming, Optimization, Integer Programming, Computational complexity theory

Click to edit the document details