Simon Fraser University
Engaging the World

Course Outlines

Fall 2020 - MATH 408 D100

Discrete Optimization (3)

Class Number: 2822

Delivery Method: Remote

Overview

  • Course Times + Location:

    Sep 9 – Dec 8, 2020: Mon, Wed, Fri, 9:30–10:20 a.m.
    Burnaby

  • Exam Times + Location:

    Dec 13, 2020
    Sun, 3:30–6:30 p.m.
    Burnaby

  • Prerequisites:

    MATH 308.

Description

CALENDAR DESCRIPTION:

Model building using integer variables, computer solution, relaxations and lower bounds, heuristics and upper bounds, branch and bound algorithms, cutting plane algorithms, valid inequalities and facets, branch and cut algorithms, Lagrangian duality, column generation of algorithms, heuristics algorithms and analysis. Quantitative.

COURSE DETAILS:


This course will be delivered online. You are expected to have access to a reliable internet connection. You will need a computer from which you can download course materials and activities and watch live and/or recorded lectures and participate in live tutorials or workshops.

You will need a camera to take photographs of your work. A phone is acceptable.


Model building using integer, binary and mixed integer variables. Computer solution of integer programming models, linear programming relaxations, duality, simple upper bounds using greedy algorithms. Branch and bound algorithms, implicit enumeration, LP based branch and bound.

Valid inequalities, Gomory's fractional cut, mixed integer cuts, strong valid inequalities, simple facets for the 0-1 knapsack polytope and the traveling salesman polytope, branch and cut algorithms.

Lagrangian relaxation, strength of the Lagrangian dual, Lagrangian heuristics.

The column generation algorithm, solving the symmetric traveling salesman problem using column generation.

Greedy and local search algorithms, construction heuristics, worst case analysis of heuristics.

Course Delivery

  •  Lecture: synchronous- lectures will be held at fixed times, on-line
  •  Midterm(s): synchronous; date: TBA
  •  Final exam: synchronous; date: TBA

Grading

  • Homework 50%
  • Project 20%
  • Midterm 10%
  • Final 20%

NOTES:

THE INSTRUCTOR RESERVES THE RIGHT TO CHANGE ANY OF THE ABOVE INFORMATION.
Students should be aware that they have certain rights to confidentiality concerning the return of course papers and the posting of marks.
Please pay careful attention to the options discussed in class at the beginning of the semester.

REQUIREMENTS:

  • Access to strong and reliable internet.
  • Ability to scan documents (phone app acceptable)
  • Access to webcam and microphone (embedded in computer sufficient)

Materials

REQUIRED READING:

Integer Programming
Zambelli, G. Conforti, M. and Cornuejols, G.
Springer, 2016

Online access to this text via the SFU library: 

https://sfu-primo.hosted.exlibrisgroup.com/permalink/f/1u29dis/TN_springer_s978-3-319-11008-0_326714

The 2014 and the 2016 versions are the same except for the ISBN.
ISBN: 9783319384320

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity web site http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

TEACHING AT SFU IN FALL 2020

Teaching at SFU in fall 2020 will be conducted primarily through remote methods. There will be in-person course components in a few exceptional cases where this is fundamental to the educational goals of the course. Such course components will be clearly identified at registration, as will course components that will be “live” (synchronous) vs. at your own pace (asynchronous). Enrollment acknowledges that remote study may entail different modes of learning, interaction with your instructor, and ways of getting feedback on your work than may be the case for in-person classes. To ensure you can access all course materials, we recommend you have access to a computer with a microphone and camera, and the internet. In some cases your instructor may use Zoom or other means requiring a camera and microphone to invigilate exams. If proctoring software will be used, this will be confirmed in the first week of class.

Students with hidden or visible disabilities who believe they may need class or exam accommodations, including in the current context of remote learning, are encouraged to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112).