Fall 2022 - MATH 708 G100
Discrete Optimization (3)
Class Number: 4138
Delivery Method: In Person
Held jointly with MATH 408-3. See description for MATH 408-3. Students may not take a 700-division course if it is being offered in conjunction with a 400-division course which they have taken previously.
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.
Column generation algorithm, solving the symmetric traveling salesman problem using column generation.
Greedy and local search algorithms, construction heuristics, worst case analysis of heuristics.
- Homework 40%
- Computational Project 15%
- Topical Project 15%
- Midterm 10%
- Final 20%
MATH 708 is cross-listed with MATH 408. Students registered for Math 708 will be required to design and deliver a presentation to the Math 408/708 on an advanced topic chosen in consultation with the instructor. The will also have to complete additional questions on the assignments and tests.
This course is delivered in person, on campus. Should public health guidelines recommend limits on in person gatherings, this course may include virtual meetings. As such, all students are recommended to have access to strong and reliable internet, the ability to scan documents (a phone app is acceptable) and access to a webcam and microphone (embedded in a computer is sufficient).
Zambelli, G. Conforti, M. and Cornuejols, G.
Online access to this text via the SFU library:
The 2014 and the 2016 versions are the same except for the ISBN.
Graduate Studies Notes:
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ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS
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