Course Syllabus

Discrete and Mixed Integer Optimization

Prerequisites

Despite the numbering of the course as 258B, this course is completely independent of 258A "Numerical Optimization". 

Attendance of the lecture is optional

I do not require attendance. 

Contact, office hours

All office hours will be held virtually. I will not use my office in MSB.

Join my California Integer Programming server on Discord (see announcement)

Grading

Grading is based on homework (50%), a substantial final project (40%), and peer-grading duties (10%).

Solving homework will require ability to read and write mathematical proofs, and familiarity with a programming language of your choice (alternatively, ability to learn the class software AMPL). Knowledge of linear algebra is required.

Textbooks

Main textbook

Other recommended texts

  • Bertsimas, Weismantel: Optimization over the Integers, 600 pages, Hardcover, ca. $90. No e-text available, unfortunately
  • Laurence A. Wolsey, George L. Nemhauser, Integer and Combinatorial Optimization, 763 pages, Paperback, ca. $110. A comprehensive, older (1988) text.
  • Laurence A. Wolsey, Integer Programming, 264 pages, ca. $90-$130. A gentle, and short, introduction to Integer Optimization aimed at the advanced undergraduate and master's level.

Additional reading on combinatorial optimization

Combinatorial optimization is a subfield of discrete optimization, but not the main emphasis in our class.

Additional reading on integer optimization

  • Alexander Schrijver, Theory of Linear and Integer Programming, ca. $100. An important reference for every researcher in Integer Optimization
  • Michael Jünger, Thomas M. Liebling, Denis Naddef, George L. Nemhauser, William R. Pulleyblank, Gerhard Reinelt, Giovanni Rinaldi, Laurence A. Wolsey (Editors): 50 Years of Integer Programming 1958-2008: From the Early Years to the State-of-the-Art, Hardcover, 804 pages. Among other things, this contains surveys on the most important current research directions in Integer and Nonlinear Mixed-Integer Optimization.
  • Jesús A. De Loera, Matthias Köppe, Raymond Hemmecke: Algebraic and Geometric Ideas in the Theory of Discrete Optimization, SIAM, 2012. Why yes, that's my book

Additional reading on Mixed-Integer Nonlinear Optimization and Global Optimization

  • Duan Li, Xiaoling Sun, Nonlinear integer programming, Springer, 2006. Available through the UC Library as an e-text free of charge. (If you connect from off-campus, use the UC Library VPN.) You can also order a copy via SpringerLink for $25.
  • Ivo Nowak, Relaxation and decomposition methods for mixed integer nonlinear programming, Birkhäuser, 2006. Available through the UC Library as an e-text free of charge. (If you connect from off-campus, use the UC Library VPN.) You can also order a copy via SpringerLink for $25.
  • Mohit Tawarmalani, Nikolaos V. Sahinidis, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications
  • Christodoulos A. Floudas, Nonlinear and Mixed-Integer Optimization: Fundamentals and Applications

Additional reading for a background on linear optimization

Most textbooks on linear optimization give sufficient background.

Further resources

    • Bradley, Hax, Magnanti: Applied Mathematical Programming. A general introduction to mathematical optimization, including integer linear optimization, from an applied point of view. This is a bit dated (1977), but still a good reading on the basic material from an "operations research" angle. A re-typeset version of this 1977 MIT classic is available online as a full text

 

Course Summary:

Date Details Due