IEOR264 - Assignments

Reading Material

Link to electronic journals of UC Berkeley Library (you can download PDF files of the papers listed below using your CalID)
  1. A. Atamturk and M. W.P. Savelsbergh, "Integer Programming Software Systems," Ann. of Oper. Res. 140, 67-124, 2005. PDF file here.
  2. R.E. Bixby, "Progress in Linear Programming," ORSA J. Comp., 6, 15-22, 1994.
  3. I.J. Lustig, R.E. Marsten, D.F. Shanno, "Interior Point Methods for LP: Computational State of the Art," ORSA J. Comp., 6, 1-14, 1994.
  4. J.T. Linderoth and M.W.P. Savelsbergh, "A Computational Study of Search Strategies for MIP," INFORMS J. Comp., 11, 173-187, 1999.
  5. M.W.P. Savelsbergh, "Preprocessing and Probing for Mixed Integer Programming Problems," ORSA J. on Comp. 6, 445-454, 1994.
  6. A. Atamturk," Strong Formulations of Robust Mixed 0-1 Programming," Mathematical Programming 108, 235-250, 2006 PDF file here.
  7. K. Holmberg, M. Ronnqvist, D. Yuan, "An Exact Algorithm for the Capacitated Facility Location Problems with Single Sourcing," European Journal of Oper. Res., 113, 544-559, 1999.
  8. M.W.P.Savelsbergh, "A Branch-and-Price Algorithm for the Generalized Assignment Problems," Oper. Res., 45, 831-841, 1997.
  9. T.L. Magnanti and R.T. Wong, "Accelerating Benders Decomposition--Algorithmic Enhancement and Model Selection Criteria," Operations Research, 29, 464-484, 1981.
  10. Paul Wentges, "Accelerating Benders' Decomposition for the Capacitated Facility Location Problem," Journal Mathematical Methods of Operations Research, 44, 267-290, 2005.
  11. E. Balas, S. Ceria, and G. Cornuejols, "Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework," Man. Sci., 42, 1229-1246, 1996.
  12. E. Balas, S. Ceria, G. Cornuejols, and N. Natraj, "Gomory Cuts Revisited," Oper. Res. Letters, 19, 1-9, 1996.
  13. A. Atamturk, "Sequence Independent Lifting for Mixed Integer Programming," Oper. Res. 52, 487-490, 2004. PDF file here.
  14. A. Atamturk, "Cover and Pack Inequalities for (Mixed) Integer Programming," Ann. of Oper. Res. 139, 21-38, 2005. PDF file here.
Homeworks
  1. hw1.txt
  2. hw2.txt
  3. hw3.txt
  4. hw4.txt
AMPL Tutorial
  1. ampldoc.pdf
Useful links to commercial modeling and optimization software
  1. AMPL
  2. CPLEX
  3. Dash Optimization
  4. LINDO