Short Course on Computational Integer Programming (Universidad de Los Andes)
There is a newer version of this course here
Miscellaneous Handouts
Lecture Slides
- Branch and Bound
- Advanced Bounding Techniques
- Putting it All Together: Search
Reading Room
- R. Gomory (1958), Outline of an Algorithm for Integer Solutions to Linear Programs. Bulletin of the American Mathematical Monthly 24, 275-278.
- A. Martin (2001), Computational Issues for Branch-and-Cut Algorithms. Computational Combinatorial Optimization, M. Juenger and D. Naddef, eds., 1-25.
- J.T. Linderoth and T.K. Ralphs (2005), Noncommercial Software for Mixed-Integer Linear Programming, in Integer Programming: Theory and Practice, John Karlof, ed. (2005), 253.
- J.T. Linderoth and M.W.P. Savelsbergh (1999). Computational Study of Search Strategies for Mixed Integer Programming. INFORMS J. on Computing 11, 173-187.
- M.W.P. Savelsbergh (1994). Preprocessing and Probing for Mixed Integer Programming Problems. ORSA J. on Computing 6, 445-454.
- M. Luebbecke and J. Desrosier (2005). Selected Topics in Column Generation.
- F. Vanderbeck and L. Wolsey (2009). Reformulation and Decomposition of Integer Programs.
- C. Barnhart, E.L. Johnson, G.L. Nemhauser, M.W.P. Savelsbergh, P.H. Vance (1998). Branch-and-Price: Column Generation for Huge Integer Programs. Operations Research 46, 316-329.
- D. Villeneuve, J. Desrosiers, M. Luebbecke, F. Soumis (2003). On Compact Formulations for Integer Programs Solved by Column Generation.
- M. W. Padberg and G. Rinaldi (1991). A branch-and-cut algorithm for the resolution of large-scale symmetric traveling salesman problems. SIAM Review 33, 60–100.
- G. Cornuejols (2006). Valid Inequalities for Mixed Integer Linear Programs.
- K. Aardal and C. van Hoesel(1996). Polyhedral Techniques in Combinatorial Optimization I: Theory. Statistica Neerlandica, 50:3-26, 1996.
- K. Aardal and C. van Hoesel. Polyhedral Techniques in Combinatorial Optimization II: Applications and Computations. Statistica Neerlandica, 50:3-26, 1996.
- K. Aardal, R. Weismantel, and L. Wolsey. Non-standard Approaches to Integer Programming. Discrete Applied Mathematics 123 (2002), 5-74.
- Z. Gu, G.L. Nemhauser, and M.W.P. Savelsbergh (2000). Sequence Independent Lifting . Journal of Combinatorial Optimization 4, 109-129.
- T. Acterburg, T. Koch, and A. Martin, Branching Rules Revisited. Operations Research Letters 33 (2005), 42-54.
- M. Karamanov and G. Cornuejols, Branching on General Disjunctions.
- T. Achterburg Conflict Analysis in Mixed Integer Programming
- T. Ralphs and M. Galati, Decomposition in Integer Programming, in Integer Programming: Theory and Practice, John Karlof, ed. (2005).
- L. Liberti (2008), Reformulations in Mathematical Programming: Symmetry.
- F. Margot (2008), Symmetry in Integer Linear Programming.
- T. Berthold (2006), Primal Heuristics for Mixed Integer Programs.
- A. Martin (1999), Integer Programs with Block Structure.
Reference Texts
- Course Text: Integer and Combinatorial Optimization, G.L. Nemhauser and L.A. Wolsey, Wiley (1988).
- Integer Programming L.A. Wolsey, Wiley (1998).
- Theory of Linear and Integer Programming A. Schrijver, Wiley.
- Discrete Optimization R.G. Parker and R.L. Rardin, Academic Press.
- Optimization Over Integers, D. Bertsimas and R. Weismantel.
- Introduction to Linear Optimization, D. Bertsimas and J. Tsitsiklis.
- AMPL: A Modeling Language for Math Programming R. Fourer, D. M. Gay, B. W. Kernighan.
- Mathematics of Operations Research W.H. Marlow.
If you find something here useful, buy me a beer!