Integer Linear Programming

External participants are invited to register for this course. (PhD) students register here, others register here. More information on course registration and course fees can be found here.

The main topics addressed in this course are:

• Mathematical modelling via Linear Programming (LP) and Integer Linear Programming (ILP);
• Types of objectives and constraints in LPs and ILPs;
• Network models in LP (transportation, assignment, transhipment, min-cost flow, shortest path, max-flow, critical path analysis);
• Validation and interpretation of LPs and sensitivity analysis;
• Use of discrete variables and types of constraints in ILP;
• Special types of ILPs (set covering/packing/partitioning, knapsack, traveling salesman, and vehicle routing);
• Use of OpenSolver and dedicated software (Gurobi, Pyomo/Python or Jump/Julia) to solve LPs and ILPs.
• LP-based branch-and-bound
• The simplex method, LP duality