Beruflich Dokumente
Kultur Dokumente
Fall, 2016
All contents (and even timeline) in this document may change during the
semester.
Course Description:
Textbooks:
Required Textbook:
Suggested References:
1
G.L. Nemhauser & L.A Wolsey (1988), Integer and Combinatorial
Optimization.
Wayne L. Winston (2004), Operations Research: Applications and
Algorithms
Vasek Chvatal (1983), Linear Programming.
D. Bertsimas and R. Weismantel (2005), Optimization over
Integers .
Schrijver (1986) , Theory of Linear and Integer Programming.
Prerequisites:
*If you have any problem about installing these software, please feel
free to ask for help from me.
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Course Topics:
At the end of this class, it is expected that every single student to be able
30- Classical problems II: Disjunctions, SOSI, Piecewise 01- Logic; Polyhedron; Convex Hull;
2
Aug Linear Costs, SOSII, UFL, ULS Sep Alternative Formulations (UFL)
Deadline-
06- 08- C++ Programming Session: Integrating CPLEX and C++,
3 Extended Formulations: ULS,TSP; Big M Research Topic
Sep Sep Generating and Solving a Model using Concert Technology
(08-Sep)
13- Primal Bound; Greedy Heuristic; Local Search 15- Dual Problem; Lagrangian Relaxation; Combinatorial HW1- out
4
Sep Heuristic; Dual Bound; LP relaxation Sep Relaxation (15-Sep)
04- Chvtal-Gomory Procedure for Pure IPs; 06- Valid inequalities for MIPs (II); Deadline- Hw1
7
Oct Valid Inequalities for MIPs (I) Oct Valid Inequalities For Structured IPs/MIPs: Cover, lifting (Oct-2)
11- Separation, Cutting Plane Algorithms; Gomory's 13- Gomory's Fractional Cutting Plane Algorithm for MIPs; HW2- out
8
Oct Fractional Cutting Plane Algorithm for IPs Oct Branch-and-Cut Algorithms (13-Oct)
01- Computational Complexity (II): Decision problems, 03- Computational Complexity (III): Class Co-NP, Class NP- Deadline- Hw2
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Nov Class NP, Class P Nov Complete, Class NP-hard (Oct-30)
08- Lagrangian Relaxation, Lagrangian Dual, Kelley's 10- Kelley's Cutting Plane Algorithm (II), Subgradient Method, Cost HW3- out
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Nov Cutting Plane Algorithm (I) Nov Splitting Dual (10-Nov)
4
Tuesday (9:30-10:45) Thursday (9:30-10:45)
Week Homework
Date Topic Date Topic
Column Generation
15-
13 No Class- INFORMS Annual Meeting 17-Nov (But Possibly No-Class - INFORMS annual meeting- I will
Nov
discuss about alternatives in the class.)
Deadline-
22-
14 Presentation - Research Projects 24-Nov No Class- Thanksgiving Holiday Projects:
Nov
(Nov-20)
29- Deadline-Hw3
15 Presentations - Research Projects (Last Class)
Nov (Nov-27)
You will have an access to your homework assignments from around 12:00 noon on the specified dates.
The deadlines are STRICT, and late submissions will NOT be accepted. The LAST time that you can submit
the requested materials is at 11:00 p.m on the specified dates. All submissions MUST be done
electronically by E-MAILING. Also, you should expect to receive a CONFIRMATION email from me within 24
hours of sending your email. So, it is your responsibility to follow up after that time.
I would like to label all the emails for this course to be able to efficiently respond them. Consequently, the
title of any email sent to me MUST have the following format:
Instead of `<The Title> you should write whatever describes your email best. For example:
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Office hours, homework, exams and grades:
Help: Please feel free to ask for help during the class or office hours.
You can also send an email to make an appointment. Please note again
that the format of the title of your emails should be as follows:
. = ; . = ; . = +
. = ; . = ; . = +
. = ; . = ; . = +
. = ; . = ; = +
Any complains about your marks related to the final project and
your homework assignments must be received by me within one
week after you receive your marks. For example, if I tell you your
mark about homework 1 on date X, and you want to talk to me
about it, you should do it by X+7 (days).
Class participation: You will find this course very practical and enjoyable
if you fully understand the underlying (deep) theoretical concepts of the
course. So, you are highly encouraged to NOT miss any session. I believe
that to get more out of this course, you should ASK questions as many
as you can in the class, PARTICIPATE in discussions, and BRAINSTORM
your ideas in the class.
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Homework: There will be THREE regular homework assignments which
should be submitted by the specified deadline in the table. The
assignments are usually challenging. You should write up each
homework YOURSELF, but that does NOT mean that you cannot obtain
help from the others. The assignment should be e-mailed to me as a PDF
file. Please choose the name of your PDF file as follows:
<Student Number>-HW*.pdf
Also, if you would like to scan your document (instead of typing it),
please make sure that the generated PDF file has a high quality before
sending it to me.
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(Possibly) present your work in the class in 20 minutes*.
(Hopefully) write a journal publication**.
* All groups should prepare PowerPoint slides for their projects, and be
ready for an oral presentation. However, due to the time limit, I may
choose only some of the research projects for presenting. Note that if I
do not choose a research project for an oral presentation then it does
NOT mean that its quality was not good. It just means that unfortunately
we had no time for another presentation. The goal of your presentation
should be TEACHING your topic (and your obtained results) in the
SIMPLEST possible way to the audience with no background about your
topic (within the time limit). So, try to have simple examples, helpful
graphs/figures, and etc in your presentation, and AVOID unnecessary
technical materials. You should make sure that all students in the class
will fully understand most (if not all) materials.
The following list is just some suggestions for the problem that you may
choose:
The following is just a list of some interesting questions that you may
want to find an answer for one (or some) of them for your problem (if
they have not already been answered in the literature):
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How can I customize one of the existing Primal Heuristics such as
Feasibility Pumping, Relaxation Induced Neighborhood Search, Local
Branching for my specific problem? Can I prove anything about the
quality of the obtained solutions?
Can I develop a Meta-heuristic algorithm for my problem so that it
can produce high-quality solutions? Does it perform better than the
other existing approaches?
Can I find a new family of valid inequalities for my problem? Can I
prove that it is facet defining?
How can I find better dual bounds for my problem?
If I want to solve my problem using a branch-and-bound algorithm
which strategy is better for variable selection for branching:
most infeasible branching, strong branching, pseudocost branching,
hybrid branching, reliability branching, backdoor branching,
information-based branching, and ? Can I improve any of them
further?
If I want to solve my problem using a branch-and-bound algorithm
which strategy is better for node selection: static, estimated-based,
backtracking, and ? Can I improve any of them further?
You should E-MAIL your final projects by the specified deadline. Your
e-mail should contains two files:
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only one member simply replace <Student Number1>-<Student
Number2> with your student number.
General:
http://texstudio.sourceforge.net/
http://www.electronics.oulu.fi/latex/examples/example_1/
It is very important that you frequently check your mails, massages and
calendars on CANVAS system. Important announcements, and dates will
be posted there.
If USF suspends normal operations due to an EMERGENCY event, it is
your responsibility to monitor your emails, CANVAS, all related websites
(main USF, college, department and etc), and in general any other
related tools for important information. Also, during this time, the
delivery of instruction may be done differently for instance through on-
line tools (SKYPE, ) , or even we may have to reschedule the class.
Academic Integrity
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tolerated. Plagiarism, cheating, or any form of academic dishonesty will
have serious consequences, and will be reported. The minimum penalty
would be a Zero grade in the assessment instrument, and also an F
in the class.
You must respect to all intellectual property rights of the others. If you
want to use materials from the Internet, libraries, and etc, you must
make sure that you have the right permission (or license) from the
owner(s) for the particular type of the work that you want to do.
Mandatory Reporter:
This class follows ``USF System Policy 0.004: an environment free from sex
discrimination, including sexual harassment and sexual violence. The USF
Center for Victim Advocacy and Violence Prevention is a confidential
resource where you can talk about incidents of sexual harassment and
gender-based crimes including sexual assault, stalking, and
domestic/relationship violence. However, based on the laws, if you
disclose any of these situations in class, in papers, or to me personally, I
MUST report it.
Teaching Improvement:
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