Preliminary information on the graduate course "Discrete and MixedInteger Optimization".More information will appear here shortly.258B is still listed with the old title "Variational Analysis" in the course catalog. The new 258B has a completely changed syllabus (see below). There are no graduatelevel prerequisites for this course. In particular, it is completely independent of 258A "Numerical Optimization". This course will be very different from 258A "Numerical Optimization". Course Time: MWF 02100300 PM Room: PHYSIC 130 Instructor: Matthias Köppe Office hours: WF 33:30 or by appointment. Syllabus:Grading is based on homework (70%) and, at your choice, a final project or a takehome final (30%). Solving homework will require ability to read and write mathematical proofs, and familiarity with a programming language of your choice. Knowledge of linear algebra and the basics of linear optimization (see below for resources on linear optimization for selfstudy) are required. Topics: Modeling techniques for integer and mixed integer optimizationModeling languages Optimization software Branchandcut technology for combinatorial and mixed integer linear optimization Cutting plane theory Primal methods Nonlinear branch and bound and outer approximation Global optimization: Spatial branch and bound and convexification Homework and other announcementsI will be using SmartSite to announce reading, homework, and distribute grades. Auditors: Please let me know your Kerberos id, so I can give you access to SmartSite. Our textbook:Bertsimas, Weismantel: Optimization over the Integers, 600 pages, Hardcover, ca. $90Should be available in the bookstore. Our textbook is a very uptodate (2005), comprehensive, and accessible textbook that covers all aspects of integer and mixedinteger linear programming. It is used at MIT and other places for teaching Integer Programming at the graduate level. I will supplement this by additional material on mixedinteger nonlinear optimization following the most recent developments on the research frontier. Comparable textbooks:
Additional reading:On Combinatorial Optimization:Combinatorial optimization is a subfield of discrete optimization, but not the emphasis in our class.
On Integer Optimization:
On MixedInteger Nonlinear Optimization and Global Optimization:
For a background on linear optimization:Most textbooks on linear optimization give sufficient background. Here are two examples:
Further resources:
Software
