CAREER: Mixed Integer Programming-Parallelism and Applications to Statistical Analysis

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A major focus of this research is to develop a general ``industrial strength'' mixed integer programming (MIP) code with parallel distributed computing capability --- in particular, a code that allows parallel execution on clusters of personal computers or various types of workstation platforms. A second focus of the research is to explore new applications of mixed integer programming to problems in discriminant analysis. A recently developed MIP model of a problem in discriminant analysis opens up a new avenue for approaching this important area of statistics. The polyhedral structure of this class of problems is being investigated, and efficient strategies to solve real instances are being developed. In conjunction with the research plan, a concerted effort is being expended to arouse more interest in mathematical programming (especially integer programming) and its computational aspects among engineering students. New courses/seminars on linear algebra, parallel computation and mixed integer programming are planned. In addition, an effort is being made to establish interaction with industry, thereby exposing students to important issues in building and analyzing models for real-world problems and in deriving and solutions.