Algorithms and Model Formulations in Mathematical Programming -

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Résumé :
This book treats the problem of formulating models in mathematical programming, and thereafter solving the resulting model. Particular emphasis is placed on the interaction between the two. The topic is viewed from different angles, namely linear programming (Walter Murray), integer programming (Ellis Johnson), network flows (John Mulvey), and stochastic programming (Roger J-B Wets). The book will be very useful for any mathematics programmer or operations researcher who works in the field of real-world modelling. The book is an important part of any university course in modelling, particularly in operations research, economics and business. The book also contains an article on the origins of mathematical programming (Alexander Rinnooy Kan). This is important reading for anyone interested in the history of the field.

Sommaire:
Modelling and Strong Linear Programs for Mixed Integer Programming.- Advances in Nonlinear Network Models and Algorithms.- Mathematical Programming as an Intellectual Activity.- The Aggregation Principle in Scenario Analysis and Stochastic Optimization.- Methods for Large-scale Linear Programming.- Extended Abstracts.- Resource Constrained Assignment Problems.- The Resource Constrained Spanning Tree Problem: Alternative Modelling and Algorithmic Approaches.- Constructive Dual Methods for Non-Linear Discrete Programming Problems.- A Decomposition Based Procedure for Production Scheduling in Job-Shops with Negligible Setup Times.- An Example of a Declarative Approach to Model Creation.- Optimal Solution of the Local Delivery Problem through Minimum K-trees.- AMPL: A Mathematical Programming Language.- Multiperiod Linear Stochastic Programming and a Forestry Application.- A Multi-Period Network Design Problem: Model and Solution Techniques.- Finite-Dimensional Variational and Quasivariational Inequalities: Algorithmic Developments and Applications in Socio-Economic Planning.- Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets.- A Dynamic Approach to Oligopolistic Market Equilibrium.- Estimated Parameters in Mathematical Programming; Modelling and Statistical Issues.- Modelling for Parallel Optimization.- Long-Term Hydro-Thermal Coordination of Electricity Generation through Multicommodity Network Flows.- Equilibration Operators for the Solution of Constrained Matrix Problem.- A General Dynamic Network Spatial Price Equilibrium Model with Gains and Losses.- Incorporating the Concept of Internal Rate of Return in Linear and Integer Programming Models.- Procedures for Solving Bottleneck Generalized Assignment Problems.- Weighted Matching in Chess Tournaments.- Decentralized Optimization for Structured Linear Programming Models.- Transport Planning in Airborne Operations.- A Hierarchical Approach to the Placement Problem.- Optimisation of Oil Depletion Strategy to Satisfy Long-Term Objectives.- Approaches to Optimizing Fuel Consumption in Cars.- Equilibrium Definitions in Simulated Annealing: A Computational Experiment.- Decomposition in Integer Programming.- Computational Geometry and Low Dimensional Linear Programs.- List of Addresses.