We use the book
`Optimization over Integers', by Bertsimas and Weismantel
(Dynamic Ideas 2005, ISBN 0-9759146-2-6). The book can be ordered here.
My plan is to cover
Chapters 1,2,3,4,6,8,9.
You can enter my office HG
9.31 for questions on Wednesday from 10:00 to 12:00. Questions can also be send
by email to me (h.v.d.holst@tue.nl).
There will be assignments
and an oral exam, counting equally for the final grade.
The homework below will be
updated and adjusted right after each lecture. For now I leave last year's
homework and reading where it is, just to give you an idea of what is coming up
in the remainder of the course.
Here are some slides on simplex method, duality, and 2-phase method.
`Homework' is for practice
and for getting feedback. 'Assignments' are graded, and need to be handed in at
the next lecture (unless you announce beforehand that you will not, for a good
reason). The oral exam will be about all book sections that are to be
`studied'.
Week 1, January 28:
Modeling techniques
Study
sections 1.1, 1.2.
Homework: exercises 1.15, 1.16.
Week 2, February 4:
Modeling techniques II
Study
sections 1.3, 1.4.
Assignment: exercises 1.18, 1.22.
Week 3, February 11:
Methods to enhance formulations
Study
sections 2.1, 2.2.
Homework: exercises 2.2 and 2.19.
Week 4, February 18:
Methods to enhance formulations II
Study
section 2.3.
Assignment: exercises 2.11, 2.12.
Week 5, March 18: Ideal
formulations
Study
sections 3.1.
Homework: exercises 3.2, 3.3, and 3.5.
Week 6, March 25:
Lattices
Study
sections 6.1, 6.5.
Assignment: exercises 3.4, 6.9
Week 7, April 1:
Geometry of IP
Study
section 8.1, 8.2.
Homework: exercise 8.5.
Week 8, April 8: Geometry
of IP II
Study
section 8.6.
Assignment: exercises 8.6, 8.7.
Week 10, May 6: Ideal
formulations II
Study
sections 3.2.
Homework: exercises 3.4, 3.10, and 3.12.
Week 11, May 13: Cutting
Planes
Study
section 9.1, 9.2.
Homework: exercise 9.2.
Week 12, May 20: Duality
Study
section 4.3.
Assignment: exercises 4.7, 4.9.
Week 13, May 27: Duality
II
Study section 4.4.
Week 14, June 3: Lattices II
Study
section 6.2, 6.4, 6.6.