UNIVERSITY OF WISCONSIN-MADISON COMPUTER SCIENCES DEPARTMENT SEMESTER I YEAR 1993-94 COURSE NO. COURSE TITLE INSTRUCTOR CS 720 Integer Programming R. R. Meyer COURSE DESCRIPTION CS 720 will deal with both the qualitative and quantitative aspects of integer and mixed integer programming. On the qualitative side, we will discuss conditions under which problems can be formulated via integer and mixed integer models, and why these problems are among the most economically significant applications of mathematical programming. Quantitatively, we will consider a rigorous technique of model formulation, the structure of the feasible region, and branch- and-bound, branch-and-cut, cutting plane and other methods for solution. Techniques for important special problem classes such as plant location and the traveling salesman problem will be treated. LECTURES Time:2:30 - 3:45 TR Place:1257 Comp. Sci. WRITTEN ASSIGNMENTS AND EXAMS Five problem sets. Mid-term exam. Programming projects using courseware packaged with text. Choice of additional computing project, oral presentation, or oral final exam. GRADING SYSTEM Weightings:Problems - 1/2 Mid-term - 1/6 Oral final or alternative - 1/3 REQUIRED TEXT AMPL, by Fourer et al. Notes for a forthcoming book available at MACC documentation desk. COURSE OUTLINE Week Topic 1-5Examples of integer and mixed integer programming. Review of important results from LP. Optimality conditions. Formulating problems involving piecewise- linear functions as mixed-integer programs. Good vs. bad formulations. 6-10 The branch-and-bound method: the basic approach and computationally important refinements. Optimality tolerances. 11-15 Other methods, including cutting plane methods, branch-and-cut, and methods related to the traveling salesman problem.