Applied Integer Programming
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Applied Integer Programming
Author | : Der-San Chen,Robert G. Batson,Yu Dang |
Publsiher | : John Wiley & Sons |
Total Pages | : 489 |
Release | : 2011-09-20 |
Genre | : Mathematics |
ISBN | : 9781118210024 |
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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.
Integer Programming
Author | : Laurence A. Wolsey |
Publsiher | : John Wiley & Sons |
Total Pages | : 336 |
Release | : 2020-10-20 |
Genre | : Mathematics |
ISBN | : 9781119606536 |
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A PRACTICAL GUIDE TO OPTIMIZATION PROBLEMS WITH DISCRETE OR INTEGER VARIABLES, REVISED AND UPDATED The revised second edition of Integer Programming explains in clear and simple terms how to construct custom-made algorithms or use existing commercial software to obtain optimal or near-optimal solutions for a variety of real-world problems. The second edition also includes information on the remarkable progress in the development of mixed integer programming solvers in the 22 years since the first edition of the book appeared. The updated text includes information on the most recent developments in the field such as the much improved preprocessing/presolving and the many new ideas for primal heuristics included in the solvers. The result has been a speed-up of several orders of magnitude. The other major change reflected in the text is the widespread use of decomposition algorithms, in particular column generation (branch-(cut)-and-price) and Benders’ decomposition. The revised second edition: Contains new developments on column generation Offers a new chapter on Benders’ algorithm Includes expanded information on preprocessing, heuristics, and branch-and-cut Presents several basic and extended formulations, for example for fixed cost network flows Also touches on and briefly introduces topics such as non-bipartite matching, the complexity of extended formulations or a good linear program for the implementation of lift-and-project Written for students of integer/mathematical programming in operations research, mathematics, engineering, or computer science, Integer Programming offers an updated edition of the basic text that reflects the most recent developments in the field.
Applied Mathematical Programming
Author | : Stephen P. Bradley,Arnoldo C. Hax,Thomas L. Magnanti |
Publsiher | : Addison Wesley Publishing Company |
Total Pages | : 748 |
Release | : 1977 |
Genre | : Mathematics |
ISBN | : MINN:31951001006972E |
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Mathematical programming: an overview; solving linear programs; sensitivity analysis; duality in linear programming; mathematical programming in practice; integration of strategic and tactical planning in the aluminum industry; planning the mission and composition of the U.S. merchant Marine fleet; network models; integer programming; design of a naval tender job shop; dynamic programming; large-scale systems; nonlinear programming; a system for bank portfolio planning; vectors and matrices; linear programming in matrix form; a labeling algorithm for the maximun-flow network problem.
Linear Programming
Author | : Robert J Vanderbei |
Publsiher | : Springer Science & Business Media |
Total Pages | : 414 |
Release | : 2013-07-16 |
Genre | : Business & Economics |
ISBN | : 9781461476306 |
Download Linear Programming Book in PDF, Epub and Kindle
This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Readers will discover a host of practical business applications as well as non-business applications. Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's website. The website also includes new online instructional tools and exercises.
Applied Integer Linear Programming
Author | : Adam Furmanek |
Publsiher | : Unknown |
Total Pages | : 764 |
Release | : 2021-05-04 |
Genre | : Electronic Book |
ISBN | : 9798744032821 |
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Learn practical applications of Integer Linear Programming from former Polish Olympiad in Informatics finalist and experienced software development engineer Adam Furmanek. Topics covered in the book include ILP theory, complex operators like multiplication and exponentiation, imperative structures like loops and conditions, nondeterministic Turing machine emulation in ILP, solvers comparison, and 30 puzzles and riddles solved with ready to use source code. The text is structured to inspire the reader to explore and develop new ideas. Each puzzle contains hints, full solution with explanation, and logs from running the model with multiple state-of-the-art ILP solvers. This book can be used as a complete ILP course, declarative programming course, or constraint programming introduction.About the author: Adam Furmanek is a Polish Olympiad in Informatics finalist, author of MilpManager library, author of .NET Internals Cookbook, public speaker, and software development engineer.
Integer Programming
Author | : Laurence A. Wolsey |
Publsiher | : John Wiley & Sons |
Total Pages | : 286 |
Release | : 1998-09-23 |
Genre | : Mathematics |
ISBN | : 9780471283669 |
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A practical, accessible guide to optimization problems with discrete or integer variables Integer Programming stands out from other textbooks by explaining in clear and simple terms how to construct custom-made algorithms or use existing commercial software to obtain optimal or near-optimal solutions for a variety of real-world problems, such as airline timetables, production line schedules, or electricity production on a regional or national scale. Incorporating recent developments that have made it possible to solve difficult optimization problems with greater accuracy, author Laurence A. Wolsey presents a number of state-of-the-art topics not covered in any other textbook. These include improved modeling, cutting plane theory and algorithms, heuristic methods, and branch-and-cut and integer programming decomposition algorithms. This self-contained text: Distinguishes between good and bad formulations in integer programming problems Applies lessons learned from easy integer programs to more difficult problems Demonstrates with applications theoretical and practical aspects of problem solving Includes useful notes and end-of-chapter exercises Offers tremendous flexibility for tailoring material to different needs Integer Programming is an ideal text for courses in integer/mathematical programming-whether in operations research, mathematics, engineering, or computer science departments. It is also a valuable reference for industrial users of integer programming and researchers who would like to keep up with advances in the field.
Large scale Optimization
Author | : Vladimir Tsurkov |
Publsiher | : Springer Science & Business Media |
Total Pages | : 322 |
Release | : 2013-03-09 |
Genre | : Computers |
ISBN | : 9781475732436 |
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Decomposition methods aim to reduce large-scale problems to simpler problems. This monograph presents selected aspects of the dimension-reduction problem. Exact and approximate aggregations of multidimensional systems are developed and from a known model of input-output balance, aggregation methods are categorized. The issues of loss of accuracy, recovery of original variables (disaggregation), and compatibility conditions are analyzed in detail. The method of iterative aggregation in large-scale problems is studied. For fixed weights, successively simpler aggregated problems are solved and the convergence of their solution to that of the original problem is analyzed. An introduction to block integer programming is considered. Duality theory, which is widely used in continuous block programming, does not work for the integer problem. A survey of alternative methods is presented and special attention is given to combined methods of decomposition. Block problems in which the coupling variables do not enter the binding constraints are studied. These models are worthwhile because they permit a decomposition with respect to primal and dual variables by two-level algorithms instead of three-level algorithms. Audience: This book is addressed to specialists in operations research, optimization, and optimal control.
Linear and Integer Programming
Author | : Gerard Sierksma,Peter van Dam,Gert A. Tijssen |
Publsiher | : CRC Press |
Total Pages | : 704 |
Release | : 1996 |
Genre | : Business & Economics |
ISBN | : STANFORD:36105018442546 |
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This unique reference/text details the theoretical and practical aspects of linear and integer programming - covering a wide range of subjects, including duality, optimality criteria, sensitivity analysis, and numerous solution techniques for linear programming problems. Requiring only an elementary knowledge of set theory, trigonometry, and calculus, Linear and Integer Programming reflects both the problem-analyzing and problem-solving abilities of linear and integer programming ... presents the more rigorous mathematical material in such a way that it can be easily skipped without disturbing the readability of the text ... contains important pedagogical features such as a user-friendly, IBM-compatible computer software package for solving linear-programming problems, numerous case studies, fully worked examples, helpful end-of-chapter exercises, the answers to selected problems, key literature citations, and over 1375 equations, drawings, and tables ... and more. Linear and Integer programming is a fundamental reference for applied mathematicians, operations researchers, computer scientists, economists, and industrial engineers, as well as an ideal text for upper-level undergraduate and graduate students in this disciplines.