Tired of solving Sudokus by hand? This class teaches you how to solve complex search problems with discrete optimization concepts and algorithms, including constraint programming, local search, and mixed-integer programming. Optimization technology is ubiquitous in our society. It schedules planes and their crews, coordinates the production of steel, and organizes the transportation of iron ore from the mines to the ports. Optimization clears the day-ahead and real-time markets to deliver electricity to millions of people. It organizes kidney exchanges and cancer treatments and helps scientists understand the fundamental fabric of life, control complex chemical reactions, and design drugs that may benefit billions of individuals. This class is an introduction to discrete optimization and exposes students to some of the most fundamental concepts and algorithms in the field. It covers constraint programming, local search, and mixed-integer programming from their foundations to their applications for complex practical problems in areas such as scheduling, vehicle routing, supply-chain optimization, and resource allocation.
- Week 1 - Welcome
These lectures and readings give you an introduction to this course: its philosophy, organization, and load. They also tell you how the assignments are a significant part of the class. This week covers the common input/output organization of the assignments, ...
- Week 2 - Knapsack
These lectures introduce optimization problems and some optimization techniques through the knapsack problem, one of the most well-known problem in the field. It discusses how to formalize and model optimization problems using knapsack as an example. It then r...
- Week 3 - Constraint Programming
Constraint programming is an optimization technique that emerged from the field of artificial intelligence. It is characterized by two key ideas: To express the optimization problem at a high level to reveal its structure and to use constraints to reduce the s...
- Week 4 - Local Search
Local search is probably the oldest and most intuitive optimization technique. It consists in starting from a solution and improving it by performing (typically) local perturbations (often called moves). Local search has evolved substantially in the last decad...
- Week 5 - Linear Programming
Linear programming has been, and remains, a workhorse of optimization. It consists in optimizing a linear objective subject to linear constraints, admits efficient algorithmic solutions, and is often an important building block for other optimization technique...
- Week 6 - Mixed Integer Programming
Mixed Integer Programming generalizes linear programming by allowing integer variables, which dramatically changes the complexity of the problems but also broadens the potential applications significantly. These lectures review how to model problems in mixed-i...
- Week 7 - Advanced Topics: Part I
These lectures cover some more advanced concepts in optimization. They introduce constraint-programming techniques for scheduling and routing.
- Week 8 - Advanced Topics: Part II
These lectures continues to cover some more advanced concepts in optimization. They introduce large neighborhood search, which often combines constraint programming and local search, and column generation which decomposes an optimization model into a master an...
Professor Pascal Van Hentenryck
Dr. Carleton Coffrin
Computing and Information Systems
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