Course Time / Room: see registrar's or department's class schedule
Instructor: Matthias Köppe
Office hours: see department office hours page
Grading is based on homework (50%), a substantial final project (40%), and peer-grading duties (10%).
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 self-study) are required.
Topics according to the Department syllabus:
Modeling techniques for integer and mixed integer optimization
Modeling languages
Optimization software
Branch-and-cut 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
I will deviate from the syllabus where it makes sense to cover some recent developments
I will be using Canvas to announce reading, homework, and distribute grades.
Auditors: Please let me know your Kerberos id, so I can give you access to the Canvas site.
1) Bertsimas, Weismantel: Optimization over the Integers, 600 pages, Hardcover, ca. $90
Should be available in the bookstore; no e-text available unfortunately.
2) Michele Conforti, Gérard Cornuéjols, Giacomo Zambelli, Integer Programming, Graduate Text in Mathematics, Springer 2014, http://link.springer.com/book/10.1007%2F978-3-319-11008-0
I will supplement this by additional material on mixed-integer nonlinear optimization following the most recent developments on the research frontier.
On Combinatorial Optimization:
Combinatorial optimization is a subfield of discrete optimization, but not the emphasis in our class.
On Integer Optimization:
On Mixed-Integer 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
If you don't have an account on the Math computers, you can request a class account by visiting http://www.math.ucdavis.edu/comp/class-accts