Please check this page once a week. New items at the top of the page.

course home page lecture summaries project/presentation information

As usual we wrap up with a feedback session at Thomson House, after the last class on Tues Dec 4.

We'll leave from McConnell ground floor lobby at about 4pm, or you can just join us there.

(Undergrads and other non-members can be signed in.)

Beer and chips are on the house.

Second test will be Thurs November 22 in class, covering material up to and including Nov 8 lecture and all assignments.

Assignment 4 is posted, due tuesday Nov 20 in class.

Typo correction: In 1(a) ...dual variables y give a cutting plane if y^T A is an integer vector.

Assignment 3 is posted, due thursday Nov 1 in class.

Assignment 2 is posted. Solutions will be posted here.

Assignment 1 is posted (typo in Fukudas example corrected Sept 14).

**Teaching Assistant**: Conor Meagher

http://www.cs.mcgill.ca/~cmeagh1/

Office: MC232

email: cmeagh1 at cs.mcgill.ca

By
appointment

**Course software
**

Getting a computer account:
go to one of the Gentoo/linux machines in the Trottier building 3rd
floor: http://socsinfo.cs.mcgill.ca/wiki/Labs

Use login name: newuser password: newuser

In the course we make use of the packages **maple, lp_solve, cplex
**and** lrs**. All are installed on Gentoo/linux

machines in Trottier: labi-j.cs.mcgill.ca,
i=2,6,7 and 1<=j<=20

You can connect remotely by ssh: eg: ssh
lab6-4.cs.mcgill.ca

If you do not find the software, try typing: %source
/usr/socs/Cshrc

You will need to set the path for some of the software.

**cplex** path: /usr/local/bin/cplex-10

Instructions for cplex can be found here.

**maple** path: /usr/local/bin/maple

A maple session that shows how to solve systems of equations is here.

This program can be used to solve linear or integer linear programs.

Usage: lp_solve -S4 < input_file (-S4 option gives dual variables)

Some examples input and output files are here.

The man page is here.

The full package is available for download from the lp_solve home page.

A nice help page with DOS executable is available at:

http://www.statslab.cam.ac.uk/~rrw1/opt/lp_solve/

This program computes all of the extreme points (and extreme rays if any) of the

feasible region of an LP. Home page is: http://cgm.cs.mcgill.ca/~avis/C/lrs.html

Zimpl free modelling tool for LPs and ILPs (constraint

generator to lp or mps formats).

http://www.zib.de/koch/zimpl/

It is easy to learn and use. On page 16 of the documentation

(http://www.zib.de/koch/zimpl/download/zimpl.pdf) you will find Chvatal's

diet problem as an example.

Coin-Or Computational Infrastructure for Operations Research

http://www.coin-or.org/

-->"an open-source community for operations research software in order

to speed development and deployment of models, algorithms, and cutting-edge

computational research." It has some neat cut generators for solving ILPs.

Symphony Open source Mixed ILP solver that implements branch and cut

http://www.branchandcut.org/SYMPHONY/

-->it s very customizable and is part of COIN-OR. If you tweak things

right, you will solve tough ILPs faster than CPLEX can. You can even

implement your own cuts.

SOCS computer labs wiki is at http://socsinfo.cs.mcgill.ca/wiki/Main_Page

Some pointers for those looking for projects:

http://www.optimization-online.org/

Informs Search of Annual Comprehensive Index Bibliographic Database

http://www.worms.ms.unimelb.edu.au/

ORMS today

http://www.lionhrtpub.com/ORMS.shtml

Prof. Goffin's home page

Journals to check:

Mathematical Programming, Operations Research, Networks,

INFORS, Interfaces, Management Science