ECMI-kurs i kombinatorisk optimering 6-9 juni 1995

Professor Jan Karel LENSTRA, Eindhoven, kommer att ge en kurs i kombinatorisk optimering under veckan efter pingst, 6-9 juni. Innehållet finns beskrivet nedan.

Gästföreläsningarna realiseras inom ECMI-samarbetet (ECMI står för European Consortium for Mathematics in Industry), i vilket både Göteborgs Universitet och Chalmers Tekniska Högskola deltar.

Första gången är tisdagen den 6 juni kl. 10.00 i Hörsalen, Matematiskt Centrum, Eklandagatan 86. Omfattningen är cirka 10 tim föreläsningar, samt (valfritt) handlett eget arbete i anslutning till kursen.


A course in combinatorial optimization

Combinatorial optimization is concerned with planning and design problems in which the decision variables are restricted to assume discrete values. Such problems can often be modelled as linear programs in integral variables. Typical examples are the traveling salesman problem, where one wants to determine a shortest tour through a set of cities, and the job shop scheduling problem, where one looks for a minimum-length schedule for a number of jobs on a number of machines subject to given machine orders for the jobs and capacity constraints for the machines. In this course I will give an introduction into the main techniques that have been developed for the solution of such problems.

Polynomial-time optimization
I will review the problem types in combinatorial optimization for which an optimal solution can be computed fast. These include matching, maximum flow, and linear programming problems.
Enumerative optimization
For many problems, including the traveling salesman and the job shop scheduling problems, one has to apply some form of enumeration in order to find an optimal solution. I will discuss enumerative methods such as dynamic programming and branch-and-bound, and pay attention to techniques for improving bounds based on Lagrangian relaxation and LP-formulations.
Computational complexity
The first two lectures motivate the following question: When is it easy to find an optimum, and when is it hard? Computational complexity theory formalizes this distinction. I will give an informal introduction to this theory and indicate how it can often be easily applied to determine the complexity of a given optimization problem.
Approximation: performance guarantees
When a problem is hard, one has to choose between slow optimization and fast approximation. In the latter case, the question is how far the answer obtained can deviate from the optimum. I will review a number of positive and negative results of this type.
Approximation: local search
Local search methods carry no guarantee regarding solution quality or running time, but for many complex optimization problems they produce good solutions in reasonable amounts of time. I will discuss the basic technique of iterative improvement and its recent variants such as simulated annealing, variable-depth search and tabu search.

Start

Tisdagen den 6 juni 1995 (Tredjedag Pingst) kl. 10.00 i Hörsalen

Ansvarig

Jan Karel Lenstra, Eindhoven University of Technology / CWI, Amsterdam
Lars Alexandersson <larsa@math.chalmers.se>
Senast ändrad den 23 mars 1995