Why this course
This course is about solving optimization problems in which some or all variables are restricted to integer values. Such problems have numerous applications, such as optimal distribution of goods, planning train or aircraft timetables, planning work schedules for production lines, estimating weekly electricity production, designing telecommunication and transportation networks, VLSI circuit design, optimal portfolio selection, and many more.
These problems are often difficult to solve in practice, and developing strong mathematical models together with effective solution techniques and tailored algorithms for solving them is an active research area of applied mathematics and operations research.
This course introduces the theory and main solution techniques of integer programming. After successfully completing this course, the student
- understands how integer variables are used in formulating complex problems
- understands why some problems are more difficult than others, and why some models are better than others
- knows the main techniques for solving integer programming problems and how to apply them in practice
- knows how to use optimization software for implementing and solving integer and mixed-integer linear programs
Lecturer: Fabricio Oliveira
- Teaching method: Guided self-study
- Assessment: Exam (06.04.2020; 9-12)
- Grading: 0-5
- Coursebook: L. Wolsey: Integer Programming, Wiley 1998
- Study material: Lecture slides, course book
- Language of instruction: English
- Prerequisites: MS-E2140 - Linear Programming