Algorithms and Model Formulations in Mathematical Programming

Algorithms and Model Formulations in Mathematical Programming

Author: Stein W. Wallace

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 199

ISBN-13: 3642837247

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The NATO Advanced Research Workshop (ARW) "Algorithms and Model Formulations in Mathematical Programming" was held at Chr. Michelsen Institute in Bergen, Norway, from June 15 to June 19, 1987. The ARW was organized on behalf of the Committee on Algorithms (COAL) of the Mathematical Programming Society (MPS). Co-directors were Jan Telgen (Van Dien+Co Organisatie, Utrecht, The Netherlands) and Roger J-B Wets (The University of California at Davis, USA). 43 participants from 11 countries attended the ARW. The workshop was organized such that each day started with a - minute keynote presentation, followed by a 45-minute plenary discussion. The first part of this book contains the contributions of the five keynote speakers. The plenary discussions were taped, and the transcripts given to the keynote speakers. They have treated the transcripts differently, some by working the discussions into their papers, others by adding a section which sums up the discussions. The plenary discussions were very interesting and stimulating due to active participation of the audience. The five keynote speakers were asked to view the topic of the workshop, the interaction between algorithms and model formulations, from different perspectives. On the first day of the workshop Professor Alexander H.G. Rinnooy Kan (Erasmus University, Rotterdam, The Netherlands) put the theme into a larger context by his talk "Mathematical programming as an intellectual activity". This is an article of importance to any mathematical programmer who is interested in his field's history and present state.


AMPL

AMPL

Author: Robert Fourer

Publisher:

Published: 1993

Total Pages: 351

ISBN-13: 9780894262340

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Computational Combinatorial Optimization

Computational Combinatorial Optimization

Author: Michael Jünger

Publisher: Springer Science & Business Media

Published: 2001-11-21

Total Pages: 317

ISBN-13: 3540428771

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This tutorial contains written versions of seven lectures on Computational Combinatorial Optimization given by leading members of the optimization community. The lectures introduce modern combinatorial optimization techniques, with an emphasis on branch and cut algorithms and Lagrangian relaxation approaches. Polyhedral combinatorics as the mathematical backbone of successful algorithms are covered from many perspectives, in particular, polyhedral projection and lifting techniques and the importance of modeling are extensively discussed. Applications to prominent combinatorial optimization problems, e.g., in production and transport planning, are treated in many places; in particular, the book contains a state-of-the-art account of the most successful techniques for solving the traveling salesman problem to optimality.


Applied Integer Programming

Applied Integer Programming

Author: Der-San Chen

Publisher: John Wiley & Sons

Published: 2010-01-12

Total Pages: 489

ISBN-13: 0470373067

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An accessible treatment of the modeling and solution of integer programming problems, featuring modern applications and software In order to fully comprehend the algorithms associated with integer programming, it is important to understand not only how algorithms work, but also why they work. Applied Integer Programming features a unique emphasis on this point, focusing on problem modeling and solution using commercial software. Taking an application-oriented approach, this book addresses the art and science of mathematical modeling related to the mixed integer programming (MIP) framework and discusses the algorithms and associated practices that enable those models to be solved most efficiently. The book begins with coverage of successful applications, systematic modeling procedures, typical model types, transformation of non-MIP models, combinatorial optimization problem models, and automatic preprocessing to obtain a better formulation. Subsequent chapters present algebraic and geometric basic concepts of linear programming theory and network flows needed for understanding integer programming. Finally, the book concludes with classical and modern solution approaches as well as the key components for building an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Throughout the book, the authors demonstrate essential concepts through numerous examples and figures. Each new concept or algorithm is accompanied by a numerical example, and, where applicable, graphics are used to draw together diverse problems or approaches into a unified whole. In addition, features of solution approaches found in today's commercial software are identified throughout the book. Thoroughly classroom-tested, Applied Integer Programming is an excellent book for integer programming courses at the upper-undergraduate and graduate levels. It also serves as a well-organized reference for professionals, software developers, and analysts who work in the fields of applied mathematics, computer science, operations research, management science, and engineering and use integer-programming techniques to model and solve real-world optimization problems.


Introduction to Probability Models

Introduction to Probability Models

Author: Wayne L. Winston

Publisher: Duxbury Resource Center

Published: 2004

Total Pages: 762

ISBN-13:

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Vol. 2: CD-ROM contains student editions of: ProcessModel, LINGO, Premium Solver, DecisionTools Suite including @RISK AND RISKOptimizer, Data files.


Disjunctive Programming

Disjunctive Programming

Author: Egon Balas

Publisher: Springer

Published: 2018-11-27

Total Pages: 238

ISBN-13: 3030001482

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Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration. It has played a major role in the revolution in the state of the art of Integer Programming that took place roughly during the period 1990-2010. The main benefit that the reader may acquire from reading this book is a deeper understanding of the theoretical underpinnings and of the applications potential of disjunctive programming, which range from more efficient problem formulation to enhanced modeling capability and improved solution methods for integer and combinatorial optimization. Egon Balas is University Professor and Lord Professor of Operations Research at Carnegie Mellon University's Tepper School of Business.


An Introduction to Linear Programming and Game Theory

An Introduction to Linear Programming and Game Theory

Author: Paul R. Thie

Publisher: John Wiley & Sons

Published: 2011-09-15

Total Pages: 476

ISBN-13: 1118165454

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Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.


Model Building in Mathematical Programming

Model Building in Mathematical Programming

Author: H. Paul Williams

Publisher: John Wiley & Sons

Published: 2013-01-18

Total Pages: 432

ISBN-13: 1118506189

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The 5th edition of Model Building in Mathematical Programmingdiscusses the general principles of model building in mathematicalprogramming and demonstrates how they can be applied by usingseveral simplified but practical problems from widely differentcontexts. Suggested formulations and solutions are given togetherwith some computational experience to give the reader a feel forthe computational difficulty of solving that particular type ofmodel. Furthermore, this book illustrates the scope and limitationsof mathematical programming, and shows how it can be applied toreal situations. By emphasizing the importance of the building andinterpreting of models rather than the solution process, the authorattempts to fill a gap left by the many works which concentrate onthe algorithmic side of the subject. In this article, H.P. Williams explains his originalmotivation and objectives in writing the book, how it has beenmodified and updated over the years, what is new in this editionand why it has maintained its relevance and popularity over theyears: ahref="http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html"http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html/a