Large Scale Linear and Integer Optimization: A Unified Approach

Large Scale Linear and Integer Optimization: A Unified Approach
Author: Richard Kipp Martin
Publisher: Springer Science & Business Media
Total Pages: 739
Release: 2012-12-06
Genre: Business & Economics
ISBN: 1461549752

This is a textbook about linear and integer linear optimization. There is a growing need in industries such as airline, trucking, and financial engineering to solve very large linear and integer linear optimization problems. Building these models requires uniquely trained individuals. Not only must they have a thorough understanding of the theory behind mathematical programming, they must have substantial knowledge of how to solve very large models in today's computing environment. The major goal of the book is to develop the theory of linear and integer linear optimization in a unified manner and then demonstrate how to use this theory in a modern computing environment to solve very large real world problems. After presenting introductory material in Part I, Part II of this book is de voted to the theory of linear and integer linear optimization. This theory is developed using two simple, but unifying ideas: projection and inverse projec tion. Through projection we take a system of linear inequalities and replace some of the variables with additional linear inequalities. Inverse projection, the dual of this process, involves replacing linear inequalities with additional variables. Fundamental results such as weak and strong duality, theorems of the alternative, complementary slackness, sensitivity analysis, finite basis the orems, etc. are all explained using projection or inverse projection. Indeed, a unique feature of this book is that these fundamental results are developed and explained before the simplex and interior point algorithms are presented.

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

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

Als Ergänzung zu den mehr praxisorientierten Büchern, die auf dem Gebiet der linearen und Integerprogrammierung bereits erschienen sind, beschreibt dieses Werk die zugrunde liegende Theorie und gibt einen Überblick über wichtige Algorithmen. Der Autor diskutiert auch Anwendungen auf die kombinatorische Optimierung; neben einer ausführlichen Bibliographie finden sich umfangreiche historische Anmerkungen.

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.

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.

Linear and Integer Programming vs Linear Integration and Counting

Linear and Integer Programming vs Linear Integration and Counting
Author: Jean-Bernard Lasserre
Publisher: Springer Science & Business Media
Total Pages: 167
Release: 2009-04-21
Genre: Business & Economics
ISBN: 0387094148

This book analyzes and compares four closely related problems, namely linear programming, integer programming, linear integration, and linear summation (or counting). The book provides some new insights on duality concepts for integer programs.

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 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.

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.