COR@L Seminar Series 2004-05

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• Summer 2005 presentations
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Suggested Reading:

Diego Klabjan, A New Subadditive Approach to Integer Programming: Theory and Algorithms, In Proceedings of the Ninth Conference on Integer Programming and Combinatorial Optimization, Cambridge, MA, pages 384-400 [PDF]

L.A. Wolsey, Integer Programming Duality: Price Functions and Sensitivity Analaysis, Math Programming, 20.

And a lot more. ;-)

Suggested Reading:

Dolan E.D., More J.J., Benchmarking optimization software with performance profiles, Mathematical Programming, Series A, 91, 201-213, 2002. [PDF]

Suggested Reading:

Marchand H., Wolsey L.A., Aggregation and Mixed Integer Rounding to Solve MIPs, CORE Discussion Paper, June 1998. [PDF]

Suggested Reading:

Gulpinar N., Mitra G., Maros I., Creating Advanced Bases for Large Scale Linear Programs Exploiting Embedded Network Structure, Computational Optimization and Applications, 21(1), 71-93. [PDF]

Suggested Reading:

Istvan Maros, Computational Techniques of the Simplex Method, Kluwer Academic Publishers, 2003.

Suggested Reading:

J.A.J. Hall, K.I.M. McKinnon, Hyper-sparsity in the revised simplex method and how to exploit it, University of Edinburgh School of Mathematics October 2002. [Optimization-Online]

Suggested Reading:

Edward Rothberg, Anoop Gupta, Efficient sparse matrix factorization on high performance workstations\u2014exploiting the memory hierarchyl, ACM Transactions on Mathematical Software (TOMS), Volume 17, Issue 3, September 1991

J.W. Demmel, S.C. Eisenstat, J.R. Gilbert, X.S. Li, J.W.H. LiuA Supernodal Approach to Sparse Partial Pivoting, SIAM Journal on Matrix Analysis and Applications, Vol 20, No. 3, pp 720-755.

Suggested Reading:

W.H. Gates, C.H.Papadimitriou, Bounds for sorting by prefix reversal, Discrete Mathematics, 27, (1979).

M.H. Heydari, I.H. Sudborough, On the diameter of the pancake network, Journal of Algorithms, 25, 1997.

Final version of presentation is available at COR@L Tutorials Page

Suggested Reading:

Grossmann, I.E., Review of Nonlinear Mixed-Integer and Disjunctive Programming Techniques, Optimization and Engineering, 3, 227-252 (2002). [PDF]

Stubbs R.A., Mehrotra S., A branch and cut method for 0-1 mixed convex programming, Mathematical Programming, vol 86, 1999.

Cezik M.T., Iyengar G., Cuts for mixed (0-1) Conic Programming, Mathmatical Programming, (to appear), 2005.

Suggested Reading:

Grossmann, I.E., Review of Nonlinear Mixed-Integer and Disjunctive Programming Techniques, Optimization and Engineering, 3, 227-252 (2002). [PDF]

Stubbs R.A., Mehrotra S., A branch and cut method for 0-1 mixed convex programming, Mathematical Programming, vol 86, 1999.

Cezik M.T., Iyengar G., Cuts for mixed (0-1) Conic Programming, Mathmatical Programming, (to appear), 2005.

Suggested Reading:

Vijay Vazirani, Approximation Algorithms, Springer-Verlag, 2001.

Suggested Reading:

Cormican K.J., Morton D.P., Wood R.K., Stochastic Network Interdiction , Operations Research, Vol. 46, No. 2, 1998. [PDF]

Suggested Reading:

Christos H. Papadimitriou. Computational Complexity, Addison-Wesley, 1994, Chapters 1-3.

Note:

Based on the work of W.P. Adams and R.J. Forrester

Suggested Reading:

Gomory, R.E., An algorithm for integer solutions to linear programs.In R.L. Graves and P.Wolfe, Recent Advances in Mathematical Programming, 269-302. McGraw-Hill New York, 1963

K. Klamroth, J. Tind, and S. Zust Integer Programming Duality in multiple objective programming. Journal of Global Optimization, 29, 1-18, 2004. [PDF]

G.L. Nemhuaser and L.A. Wolsey, Integer and Combinatorial Optimization. John Wiley and Sons, Inc, New York, 1999

Wolsey, L.A., Integer Programming Duality: Price Functions and sensitivity analysis. Mathematical Programming, 20, 173-195, 1981.

Suggested Reading:

A.Oven 1998. Monte Carlo Extension of Quasi-Monte Carlo. 1998 Winter Simulation Conference.

M.Koivu 2004. Variance Reduction in Sample Approximations of Stochastic Programs. Mathematical Programming.

J.Linderoth A.Shapiro and S.Wright. 2002.The Empirical Behavior of Sampling Methods for Stochastic Programming. Optimization technical report 02-01.

H.Niederreiter. 1992. Random Number Generation and Quasi-Monte Carlo Methods, volume 63 of CBMS-NSF Reginal Conference Series in Applied Mathematics.

Suggested Reading:

Chinneck J.W. Analyzing Infeasible Optimization Models, A tutorial for CORS/INFORMS, 2004 [PDF]

Guieu O., Chinneck J.W. Analyzing Infeasible Mixed Integer and Integer Linear Programs, INFORMS Journal on Computing, vol 11, no. 1, pp 63-77, 1999.

Chinneck J.W. Finding a Useful Subset of Constraints for Analysis in an Infeasbile Linear Program, INFORMS Journal on Computing, vol. 9, no. 2, 1997.

Suggested Reading:

T.K.Ralphs, M.J. Saltzman, and M.M. Wiecek, An Improved Algorithm for Biobjective Integer Programming, to appear in Annals of Operations Research [Working paper version:PS, PDF]

Suggested Readings:

R. Schultz. Stochastic Programming with Integer Variables. Mathematical Programming, Series {B},97:285-309, 2003.

A Tutorial by Shabbir Ahmed: Stochastic Programming .

Lewis Ntaimo, Suvrajeet Sen. The Million-Variable "March" for Stochastic Combinatorial Optimization.