Ch

5490 Integer Optimization

Instructor Sridharakumar Narasimhan

Class schedule, A slot, Tuesday, 12:00-12:50 Thursday, 11:00-11:50, Friday,
10:00-10:50.
Compensation class: Monday, 8:00-8:50
Objectives: The course will introduce the theory of integer optimization, methods for solving
them and applications. There will be computational assignments using state of art solvers in
appropriate programming environments.

Course contents

1. Basics of optimization
2. Integer optimization formulations
3. Relaxations, quality of formulations
4. Branch and bound methods
5. Cutting plane methods
6. Outer approximation based methods
7. Approximation algorithms
8. Mixed integer convex and non-convex problems
9. Applications to heat exchanger networks, water distribution networks, sensor
networks
10. Applications to scheduling in pipelines, transportation systems

Text Book

1. D. Bertsimas and R. Weismantel, Optimization over integers, Dynamic Ideas,

2005. ISBN 978-0975914625
2. C. Floudas, Nonlinear and mixed integer optimization: Fundamentals and
Applications, Oxford Unviersity Press, 1995. ISBN 978- 0195100563
3. H. P. Williams, “Model building in Mathematical Programming”, Wiley.
Reference:

4. L.Wolsey, Integer Programming, Wiley Interscience, 1998. ISBN 978-

0471283669
5. Integer and Combinatorial Optimization, L. A. Wolsey and G.L. Nemhauser,
Integer and Combinatorial Optimization, Wiley Interscience, 1999, ISBN 978-
0471359432
6. A. Schriver, Theory of Integer and Linear Programming, Wiley, 1998. 978-
0471982326
Homework assignments: Homework assignments will be handed out roughly
every week and must be turned in before class on the due date. No late
submissions will be accepted. For exceptional circumstances, please
contact the instructor in advance, rather than later. Not all assignments may be
graded. However, all submitted assignments will be given credit. Some numerical
exercises will require programming. Suggested software:
MATLAB/SCILAB./PYTHON/AMPL. There may be a substantial project in
addition.
Attendance: Attendance is compulsory.
Zero tolerance for dishonest practices. All submitted assignments should be
the students’ own work. All students involved (both “originator” and “recipient”)
will be punished. Students found indulging in dishonest practices in exams will
be punished.