This course covers various topics in Network and (Mixed-)Integer Optimization. It starts with a rigorous study of algorithmic techniques for some network optimization problems (with a focus on matching problems) and moves to key aspects of how to attack various optimization settings through well-designed (Mixed-)Integer Programming formulations.
Lernziel
Our goal is for students to both get a good foundational understanding of some key network algorithms and also to learn how to effectively employ (Mixed-)Integer Programming formulations, techniques, and solvers, to tackle a wide range of discrete optimization problems.
Inhalt
Key topics include: - Matching problems; - Integer Programming techniques and models; - Extended formulations and strong problem formulations; - Solver techniques for (Mixed-)Integer Programs; - Decomposition approaches.
Literatur
- Bernhard Korte, Jens Vygen: Combinatorial Optimization. 6th edition, Springer, 2018. - Alexander Schrijver: Combinatorial Optimization: Polyhedra and Efficiency. Springer, 2003. This work has 3 volumes. - Vanderbeck François, Wolsey Laurence: Reformulations and Decomposition of Integer Programs. Chapter 13 in: 50 Years of Integer Programming 1958-2008. Springer, 2010. - Alexander Schrijver: Theory of Linear and Integer Programming. John Wiley, 1986.
Voraussetzungen / Besonderes
Solid background in linear algebra. Preliminary knowledge of Linear Programming is ideal but not a strict requirement. Prior attendance of the course Linear & Combinatorial Optimization is a plus.