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Linear and Integer Programming


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Winter Term 2009/2010

LV-Nr.: 3236 L 236

Prof. Dr. Dr. h.c. mult. Martin Grötschel

This is a course of the Berlin Mathematical School held in English.


Remaining Scheine are now at MA 310.
Photos taken at the Umtrunk are available (as .zip) in umtrunk/


This course gives an introduction into theory and practice of linear and integer programming. Important algorithms (Fourier-Motzkin, simplex, ellipsoid, and interior point method; cutting planes and branch&bound), numerical aspects of these methods, as well as the theoretical background (Farkas Lemma, LP duality and optimality criteria, polyhedral theory, polyhedral combinatorics) will be described and elucidated. Moreover, application areas will be mentioned and modelling issues discussed.

The development of linear programming is – in my opinion – the most important contribution of the mathematics of the 20th century to the solution of practical problems arising in industry and commerce. The subsequent progress in the applicability of integer and combinatorial optimization begins, at present, to even surpass this impact. Today, the utilization of linear and integer programming abounds. Almost every product available on the market has some linear or integer programming “inside”. Solutions obtained by IP&LP-methods impact our daily life.


Linear algebra, basics of analysis, graph and network algorithms.
Preferable: programming in Java or C/C++


Lecture: Mon 12:15 - 13:45 MA 041 Prof. Dr. Dr. h.c. mult. Martin Grötschel
Mon 16:15 - 17:45 MA 042
Exercise Course: Wed 12:15 - 13:45 MA 042 Axel Werner/Kati Wolter
Tutorials: Fri 12:15 - 13:45 MA 850 Jens Schulz
Fri 14:15 - 15:45 MA 850


Office hours
Room Phone Email
Lecturer: Prof. Dr. Martin Grötschel by appointment MA 302 84185-210 groetschelzib.de
Assistant (1st half of semester): Axel Werner Wed 15-18 MA 308 84185-356 wernerzib.de
Assistant (2nd half of semester): Kati Wolter by appointment MA 308 84185-283 wolterzib.de
Tutor: Jens Schulz by appointment MA 503 314-78796 jschulzmath.tu-berlin.de
Secretary (TU): Claudia Ewel by appointment MA 310 314-28478 ewelmath.tu-berlin.de
Secretary (ZIB): Bettina Kasse by appointment 3025 84185-209 kassezib.de

Exercise sheets

Course Material



Can be found here.

Available software

Requirements for passing

Requirements for passing the course are:
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