2004.4.7 Machines in the lab9-j.cs.mcgill.ca series have been reserved for our course.

The door is locked, so noone should be able to reboot the machine while your cplex job is running.

Please use these machines!

2004.3.31 No class on April 6 and 8, presentations on Wed April 14 from 3pm.

A CPLEX document that is quite interesting is here.

2004.3.24 Assignment 3, due April 13.

2004.3.16 I put a couple of old class tests here.

Note the material varies from year to year: eg. in 2002 we covered matroids.

I'll be in my office wednesday 3-5pm if you have questions.

2004.3.12 Midterm onThurs March 18 covers all readings up to March 16.

Wolsey: Chapters 1,2,7.1-7.4, 8.1-8.6 (except proof of theorem 8.4), SDP notes from Miguel's lectures

Sections 1-3, and 5.

2004.3.1 Full set of notes for Miguel Anjos's lectures on SDP.

2004.2.11 Assignment 2, due February 19.

Some information on case studies.

2004.2.9 CPLEX should now be up and running on many machines.

2004.1.21 Assignment 1, due January 29.

.

2004.1.20 Here is some information on some alternate texts:

Integer Programming and Combinatorial Optimization

A recent book with lots of very nice proofs and material supplemental to what we will be studying.

Combinatorial Optimization, Papadimitriou and Steiglitz, 1982

Despite its age, one of the best all round books on LP, ILP, Combinatorial Optimization and Complexity.

Integer and Combinatorial Optimization, Nemhauser and Wolsey, 1988, revised 1999

The revised version (paperback) is similar to the original, which is a good solid theoretical study

of IP and CO. Lots of examples and exercises.

Combinatorial Optimization, A. Schijver, 2003

Box set, 3 volumes, 1800 pages all for $140. A tour de force, but covers mostly the polynomial time side of the subject which we are not emphasizing in 567.

Theory of Linear and Integer Programming, A. Schrijver, 1986

Very dense and comprehensive, best as a reference book.

I have all these in my office if you would like to take a look.

**Teaching Assistant**: Bohdan Kaluzny

Office Hours: MW 1030-1130,
McConnell 232

beezer@cs.mcgill.ca
http://www.cs.McGill.CA/~beezer

Homework: 3 sets
(30%)

Proposed Lecture Schedule (Dates revised 2004.2.18)

Text book chapters refer to "Integer Programming" by L. Wolsey, Wiley (1998)

Lecture 1: Formulations of integer programs, ch. 1.1-1.4

Lecture 2: Polyhedra and ideal formulations, ch. 1.5-1.7

Lecture 3: Optimality, relaxation, bounds, ch. 2.1-2.4

Lecture 4: Duality, ch. 2.5-2.6

Lecture 5-6: "Managers" present introduction to cases. Tues Jan 27-Thurs Jan 29

Lecture 7: Combinatorial Duality. Lagrangian Relaxation.

Lecture 8: Max cut and linear programmming relaxations. (handout)

Lecture 9-12: Semidefinite Programming and Max Cut

Lectures given by Miguel Anjos. Lecture
Notes.

Lectures: 13-14: Consultants present proposals for case studies. Tues March 2 - Thurs March 4

Lecture 15: Branch and Bound and Preprocessing, ch 7

Lecture 16-17: Cutting planes and Chvatal-Gomory procedure, ch. 8.1-8.6

Lecture 18: Class test Thurs March 18

Lectures 19-20: Valid inequalities, polyhedral computations ch. 9

Lecture 21-22: Vertex and facet enumeration, class notes

Lectures 23-24: Case study presentations Tues, Thurs April 6, 8