Network optimization

Additional Info

  • ECTS credits: 6
  • Semester: 2
  • University: University of L'Aquila
  • Objectives:

    Ability to recognize and model network optimization problems as Integer Linear Programming problems. Knowledge of fundamental algorithmic techniques for solving large scale Integer Linear Programming problems. Knowledge of commercial and open source Integer Linear Programming solvers.

  • Topics:

    1. Formulations of Integer and Binary Programs: The Assignment Problem; The Stable Set Problem; Set Covering, Packing and Partitioning; Minimum Spanning Tree; Traveling Salesperson Problem (TSP); Formulations of logical conditions.

    2. Mixed Integer Formulations: Modeling Fixed Costs; Uncapacitated Facility Location; Uncapacitated Lot Sizing; Discrete Alternatives; Disjunctive Formulations.

    3. Optimality, Relaxation and Bounds. Geometry of R^n: Linear and affine spaces; Polyhedra: dimension, representations, valid inequalities, faces, vertices and facets; Alternative (extended) formulations; Good and Ideal formulations.

    4. LP based branch-and-bound algorithm: Preprocessing, Branching strategies, Node and variable selection strategies, Primal heuristics.

    5. Cutting Planes algorithms. Valid inequalities. Automatic Reformulation: Gomory's Fractional Cutting Plane Algorithm. Strong valid inequalities: Cover inequalities, lifted cover inequalities; Clique inequalities; Subtour inequalities. Branch-and-cut algorithm.

    6. Software tools for Mixed Integer Programming.

    7. Lagrangian Duality: Lagrangian relaxation; Lagrangian heuristics.

    8. Network Problems: formulations and algorithms. Constrained Spanning Tree Problems; Constrained Shortest Path Problem; Multicommodity Flows; Symmetric and Asymmetric Traveling Salesman Problem; Vehicle Routing Problem Steiner Tree Problem; Network Design. Local Search Tabu search and Simulated Annealing MIP based heuristics.

    9. Heuristics for network problems: local search, tabu search, simulated annealing, MIP based heuristics.

  • Books:

    L.A. Wolsey, Integer Programming. Wiley. 1998.

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