Theory of Linear and Integer Programming

Theory of Linear and Integer Programming
Author: Alexander Schrijver
Publisher: John Wiley & Sons
Total Pages: 488
Release: 1998-06-11
Genre: Mathematics
ISBN: 9780471982326

Theory of Linear and Integer Programming Alexander Schrijver Centrum voor Wiskunde en Informatica, Amsterdam, The Netherlands This book describes the theory of linear and integer programming and surveys the algorithms for linear and integer programming problems, focusing on complexity analysis. It aims at complementing the more practically oriented books in this field. A special feature is the author's coverage of important recent developments in linear and integer programming. Applications to combinatorial optimization are given, and the author also includes extensive historical surveys and bibliographies. The book is intended for graduate students and researchers in operations research, mathematics and computer science. It will also be of interest to mathematical historians. Contents 1 Introduction and preliminaries; 2 Problems, algorithms, and complexity; 3 Linear algebra and complexity; 4 Theory of lattices and linear diophantine equations; 5 Algorithms for linear diophantine equations; 6 Diophantine approximation and basis reduction; 7 Fundamental concepts and results on polyhedra, linear inequalities, and linear programming; 8 The structure of polyhedra; 9 Polarity, and blocking and anti-blocking polyhedra; 10 Sizes and the theoretical complexity of linear inequalities and linear programming; 11 The simplex method; 12 Primal-dual, elimination, and relaxation methods; 13 Khachiyan's method for linear programming; 14 The ellipsoid method for polyhedra more generally; 15 Further polynomiality results in linear programming; 16 Introduction to integer linear programming; 17 Estimates in integer linear programming; 18 The complexity of integer linear programming; 19 Totally unimodular matrices: fundamental properties and examples; 20 Recognizing total unimodularity; 21 Further theory related to total unimodularity; 22 Integral polyhedra and total dual integrality; 23 Cutting planes; 24 Further methods in integer linear programming; Historical and further notes on integer linear programming; References; Notation index; Author index; Subject index

Linear and Integer Programming

Linear and Integer Programming
Author: Gerard Sierksma
Publisher: CRC Press
Total Pages: 704
Release: 1996
Genre: Business & Economics
ISBN:

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.

Multiobjective Linear and Integer Programming

Multiobjective Linear and Integer Programming
Author: Carlos Henggeler Antunes
Publisher: Springer
Total Pages: 216
Release: 2016-04-08
Genre: Business & Economics
ISBN: 331928746X

This book opens the door to multiobjective optimization for students in fields such as engineering, management, economics and applied mathematics. It offers a comprehensive introduction to multiobjective optimization, with a primary emphasis on multiobjective linear programming and multiobjective integer/mixed integer programming. A didactic book, it is mainly intended for undergraduate and graduate students, but can also be useful for researchers and practitioners. Further, it is accompanied by an interactive software package - developed by the authors for Windows platforms - which can be used for teaching and decision-making support purposes in multiobjective linear programming problems. Thus, besides the textbook’s coverage of the essential concepts, theory and methods, complemented with illustrative examples and exercises, the computational tool enables students to experiment and enhance their technical skills, as well as to capture the essential characteristics of real-world problems.

Linear and Mixed Integer Programming for Portfolio Optimization

Linear and Mixed Integer Programming for Portfolio Optimization
Author: Renata Mansini
Publisher: Springer
Total Pages: 131
Release: 2015-06-10
Genre: Business & Economics
ISBN: 3319184822

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.

Integer Programming

Integer Programming
Author: Michele Conforti
Publisher: Springer
Total Pages: 466
Release: 2014-11-15
Genre: Business & Economics
ISBN: 331911008X

This book is an elegant and rigorous presentation of integer programming, exposing the subject’s mathematical depth and broad applicability. Special attention is given to the theory behind the algorithms used in state-of-the-art solvers. An abundance of concrete examples and exercises of both theoretical and real-world interest explore the wide range of applications and ramifications of the theory. Each chapter is accompanied by an expertly informed guide to the literature and special topics, rounding out the reader’s understanding and serving as a gateway to deeper study. Key topics include: formulations polyhedral theory cutting planes decomposition enumeration semidefinite relaxations Written by renowned experts in integer programming and combinatorial optimization, Integer Programming is destined to become an essential text in the field.

Applied Integer Programming

Applied Integer Programming
Author: Der-San Chen
Publisher: John Wiley & Sons
Total Pages: 489
Release: 2010-01-12
Genre: Mathematics
ISBN: 0470373067

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.

Linear and Integer Optimization

Linear and Integer Optimization
Author: Gerard Sierksma
Publisher: CRC Press
Total Pages: 676
Release: 2015-05-01
Genre: Business & Economics
ISBN: 1498743129

Presenting a strong and clear relationship between theory and practice, Linear and Integer Optimization: Theory and Practice is divided into two main parts. The first covers the theory of linear and integer optimization, including both basic and advanced topics. Dantzig's simplex algorithm, duality, sensitivity analysis, integer optimization models

Linear and Integer Programming Made Easy

Linear and Integer Programming Made Easy
Author: T. C. Hu
Publisher: Springer
Total Pages: 151
Release: 2016-05-03
Genre: Technology & Engineering
ISBN: 3319240013

This textbook provides concise coverage of the basics of linear and integer programming which, with megatrends toward optimization, machine learning, big data, etc., are becoming fundamental toolkits for data and information science and technology. The authors’ approach is accessible to students from almost all fields of engineering, including operations research, statistics, machine learning, control system design, scheduling, formal verification and computer vision. The presentations enables the basis for numerous approaches to solving hard combinatorial optimization problems through randomization and approximation. Readers will learn to cast various problems that may arise in their research as optimization problems, understand the cases where the optimization problem will be linear, choose appropriate solution methods and interpret results appropriately.