Integer Programming and Combinatorial Optimization

Course objectives

On successful completion of this course, the student should be able to: Recognize the basic features of a combinatorial optimization problem with linear objective function belonging to the wide class of Maximum Weight Independent Set Problems (MWIS) (matching, stable-set, knapsack, spanning forests, spanning connected graph etc.); Construct effective linear formulations (polyhedra) for MWIS problems (Rank Formulation, Circuit Formulation) and compute effective bounds with the Dynamic Simplex Algorithm to be used in the framework of Branch&Bound algorithm; Recognize an Independent System which is a Matroid and prove that the well known "greedy algorithm" always find an optimal solution for the MWIS problem if the Independence System is a Matroid. Compute heuristic solution with guaranteed approximation by means of a Primal-Dual Approximation Algorithm proposed by Goemans and Williamson; Compute effective bounds with the Lagrangean Relaxation Method and compute the Lagrangean Dual solution with the "cutting plane method" and the "subgradient method"; Solve applied problems by making a combined use of the tools described above (bounds, approximate solutions, linear formulations etc.). Among them: designing the optimal crew-scheduling in airlines; designing a path of minimum cost with "transit time" constraint etc. Have a complete understanding of a a real life problem solvable with the above tools. This year: Design of an Optimal Network by means of a "Branch&Cut" algorithm based on the SemiMetric Formulation of the Network Loading Problem;

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FABIO FURINI Lecturers' profile

Program - Frequency - Exams

Course program
-Integer Linear Programming - Complexity of algorithms - Exact algorithms for NP-hard problems, Branch-and-Bound algorithms (basic and advanced notions) - Lagrangian relaxation - Dynamic programming - Polyhedral approaches for Integer Programming problems, Branch-and-Cut and Branch-and-Cut algorithm. Separation oracles. - Branch-and-price algorithms and column generation - Introduction to the use of optimization software.  - IP-problem applications in Production Planning, Cutting and Packing, Scheduling, Routing, Logistic, Finance etc etc. - Heuristic algorithms based on exact techniques, maheuristics. - Submodular functions, related algorithms, and formulations. Matroids.
Prerequisites
Basic courses in Operations Research, Linear Programming, Graph Theory, and Discrete Math
Books
Recommended reading for further study: - "Ricerca Operativa" di Silvano Martello - "Introduction to Mathematical Optimization" di Matteo Fischetti - "Linear Programming" di Vasek Chvatal - "Integer Programming" di Laurence Wolsey - "Integer Programming" di Michele Conforti , Gérard Cornuéjols , Giacomo Zambelli - "Introduction to Linear Optimization" di Dimitris Bertsimas e John Tsitsiklis - "Introduction to Algorithms" di Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest e Clifford Stein
Frequency
Attendance to the course is not mandatory.
Exam mode
The exam is written and conducted without the aid of educational materials. It consists of three possible types of exercises covering all topics discussed in the lectures. The first type involves modeling and the properties of ILP models, the second type concerns algorithmic aspects, and the third type covers methodological and theoretical aspects. The duration of the exam (approximately 2 hours) and its composition may vary each time. The overall grade for the exam is obtained by summing the scores of the individual questions; if the total exceeds 30 points, honors are awarded. Registration on INFOSTUD is strictly required to take the exam, with no exceptions allowed.
  • Lesson code10600452
  • Academic year2024/2025
  • CourseManagement Engineering
  • CurriculumGestione delle organizzazioni (percorso formativo valido anche ai fini del conseguimento del doppio titolo italo-francese)
  • Year1st year
  • Semester2nd semester
  • SSDMAT/09
  • CFU12
  • Subject areaAttività formative affini o integrative