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Page last update: 2011-02-08
Recommended for: Graduate students in computer science and electrical engineering.
Goals: Many practical problems facing electrical and computer engineers can be solved using optimization with integer variables. The goal of this course is to provide a working knowledge of solving optimization problems with integer variables and (primarily) linear constraints and objective function. We will review different techniques and tools to solve linear programs with integer constraints. We will also introduce the GNU MathProg modelling languague to represent the problems. The examination will be to model a suitable problem and solve it. The project will be presented in a report which should include the model and numerical experiments.
Organization: Lectures and project.
Literature: Lecture notes and software manuals.