INTEGER PROGRAMMING D57

Northwestern University Professor Sanjay Mehrotra

SPRING 2011

1. 2. 3.

Introduction and Basics Polyhedral Theory Basics of Complexity

4.

The basic Branch and Bound Method for 0-1 and Mixed Integer Programming Relaxations, Column Sven Generation, and Problem 6, 10 Reformulations

Sven Ch 1,2,3 Sven Ch 4, 5 Sven Ch 7 and 8

Topics Polyhedra and Valid inequalities. Extreme points, facets, dimension. Integer hull of polyhedral, Bell and Scarf theorem, test sets, integral polyhedra Reformulation of MIP as 0-1 problem, enumeration tree, SOS branching. Solving knapsack problem using DP

Ch Lagrangian relaxation, combinatorial relaxations, duality, decomposition and column generation

5. 6.

Branch, Cut, and Price Sven Ch 9 Methods Polynomial Solvability Notes of Mixed Integer Programming and Branching on Hyperplanes. Heuristics Notes Sven = “Integer Programming Polyhedra and Algorithms,” Sven O. Krumke, January 4, 2006 draft

Knapsack and cover inequalities, Strengthening inequalities. Facet defining inequalities, Chvatal-Gomery Cuts, Disjunctive inequalities, Reduced Cost fixing Lattices, Linear Diophantine Equations, Geometry of Euclid’s Algorithm for computing gcd. The fundamental Theorem in Integer Programming, and Lattice Basis Reduction. Strong branching. Semi-definite programming relaxations.

7.

Course Grade: Homeworks (5 or 6) – 60%. Project – 40% Project can either be a software project, or an application survey, or a survey developing further technical understanding of integer programming. Minimum expectation: 40-50 hours on project.

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