ISYE 671Linear Optimization & Network Flows

Materials

Lecture notes open as web pages, with PDF or slide versions beside them. Labs open in Google Colab.

01

Linear optimization modeling

Classic LP model families (allocation, blending, operations planning, shift scheduling) and how to implement them in AMPL from Python. Weeks 3–4

02

Integer optimization

Fixed charges, capital budgeting, set covering, facility location, network design and scheduling; LP relaxations, branch and bound, and solver logs. Weeks 5–6

03

Network flow models

Minimum cost network flow, max flow, shortest path, transportation, assignment and matching; total unimodularity and integrality. Weeks 7–8

04

Advanced LP and IP models

Traveling salesman and vehicle routing formulations, and the optimization models behind regression, SVMs, clustering and classification trees. Weeks 11–12

05

Optimization under uncertainty

Two-stage stochastic programs, VSS and EVPI, chance constraints, robust optimization and stochastic integer programs. Week 13

06

Large-scale methods

Column generation, Dantzig–Wolfe and Benders decomposition, and Lagrangian relaxation. Week 14

07

Advanced topics and next steps

Bilevel optimization, and a closing lecture on where to go after this course. Week 15

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In-class exercises

Short warm-up problems from class. Try them before opening a solver.