Description: 3 credits; 3 hours; Formulation, solution
and applications of integer programs. Branch and bound, cutting plane,
and
column generation algorithms. Combinatorial optimization. Stochastic
Optimization. A
large emphasis will be placed on modelling. Students will select and
present
a case study of an application of integer programming in an area of
their choice.
Prerequisites: COMP566 or
MATH 417/487 or COMP/MATH 551 or a course in linear algebra and
a good knowledge of linear programming (confirm with me please!)
Important: Students not having COMP566 or
MATH 417/487 or COMP/MATH 551 must take a series of 4
tutorials on
Fridays from 10:05 to 11:25, MC 103, starting January 29.
Notes: Math
417/487 Mathematical Programming is given in September 2009
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