Over the last several decades great strides have been made in providing optimal or near-optimal solutions to large-scale mixed integer programming (MIP) problems. The aim of this course is to investigate the most prominent of the techniques that have been developed for this purpose. These include decomposition and column generation techniques, polyhedral theory, the use of intelligent heuristics, as well as ad hoc procedures. In fact, it is rare that any one technique can be applied successfully to solve MIPs that arise in practice. What is needed is a strategy that combines insights about a particular problem with lower bounding procedures, limited enumeration, and simple methods for quickly finding good feasible solutions. Examples taken from industry will serve as a backdrop to the class discussion. Emphasis will be placed on the development of computational methods.
Registration required. For further information, please contact yoshimi.v.felbert[at]tum.de
Venue: TUM City Campus, Room 0534
Date: Aug 1st - 3rd, 9:00 – 17:30