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Deterministic Operations Research: Models and Methods in Linear Optimization [Kõva köide]

(Rose-Hulman Institute of Technology)
  • Formaat: Hardback, 632 pages, kõrgus x laius x paksus: 239x165x38 mm, kaal: 1066 g, Drawings: 74 B&W, 0 Color; Graphs: 46 B&W, 0 Color
  • Ilmumisaeg: 06-Aug-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 0470484519
  • ISBN-13: 9780470484517
Teised raamatud teemal:
  • Formaat: Hardback, 632 pages, kõrgus x laius x paksus: 239x165x38 mm, kaal: 1066 g, Drawings: 74 B&W, 0 Color; Graphs: 46 B&W, 0 Color
  • Ilmumisaeg: 06-Aug-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 0470484519
  • ISBN-13: 9780470484517
Teised raamatud teemal:
Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations research: modeling real-world problems as linear optimization problem; designing the necessary algorithms to solve these problems; and using mathematical theory to justify algorithmic development.

Treating real-world examples as mathematical problems, the author begins with an introduction to operations research and optimization modeling that includes applications form sports scheduling an the airline industry. Subsequent chapters discuss algorithm design for continuous linear optimization problems, covering topics such as convexity. Farkas Lemma, and the study of polyhedral before culminating in a discussion of the Simplex Method. The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method. Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm. The final chapters present network optimization and integer programming problems, highlighting various specialized topics including label-correcting algorithms for the shortest path problem, preprocessing and probing in integer programming, lifting of valid inequalities, and branch and cut algorithms.

Concepts and approaches are introduced by outlining examples that demonstrate and motivate theoretical concepts. The accessible presentation of advanced ideas makes core aspects easy to understand and encourages readers to understand how to think about the problem, not just what to think. Relevant historical summaries can be found throughout the book, and each chapter is designed as the continuation of the story of how to both model and solve optimization problems by using the specific problems-linear and integer programs-as guides. The books various examples are accompanied by the appropriate models and calculations, and a related Web site features these models along with Maple and MATLAB® content for the discussed calculations.

Thoroughly class-tested to ensure a straightforward, hands-on approach, Deterministic Operations Research is an excellent book for operations research of linear optimization courses at the upper-undergraduate and graduate levels. It also serves as an insightful reference for individuals working in the fields of mathematics, engineering, computer science, and operations research who use and design algorithms to solve problem in their everyday work.

Arvustused

Dr. Phillips has used other texts, but he is especially enthused with this book, influenced by student feedback. He says, Algorithmic ideas are introduced at a pace that emphasizes and encourages intuitive understanding.  (Informs Journal on Computing, 1 June 2012)

"The book is aimed at serving upper-undergraduate and graduate students of all fields as a comprehensive textbook or as a reference for studies on the subject." (Zentralblatt MATH, 2011)

"The result is a clear-cut resource for understanding three cornerstones of deterministic operations research: modeling real-world problems as linear optimization problems; designing the necessary algorithms to solve these problems; and using mathematical theory to justify algorithmic development." (InfoTECH Spotlight - TMCnet, 8 February 2011)

 

Preface xi
1 Introduction To Operations Research
1(20)
1.1 What is Deterministic Operations Research?
1(4)
1.2 Introduction to Optimization Modeling
5(8)
1.3 Common Classes of Mathematical Programs
13(5)
1.4 About this Book
18(1)
Exercises
19(2)
2 Linear Programming Modeling
21(64)
2.1 Resource Allocation Models
21(4)
2.2 Work Scheduling Models
25(3)
2.3 Models and Data
28(2)
2.4 Blending Models
30(6)
2.5 Production Process Models
36(6)
2.6 Multiperiod Models: Work Scheduling and Inventory
42(4)
2.7 Linearization of Special Nonlinear Models
46(5)
2.8 Various Forms of Linear Programs
51(5)
2.9 Network Models
56(12)
Exercises
68(17)
3 Integer And Combinatorial Models
85(41)
3.1 Fixed-Charge Models
85(7)
3.2 Set Covering Models
92(2)
3.3 Models Using Logical Constraints
94(5)
3.4 Combinatorial Models
99(10)
3.5 Sports Scheduling and an Introduction to IP Solution Techniques
109(3)
Exercises
112(14)
4 Real-World Operations Research Applications: An Introduction
126(33)
4.1 Vehicle Routing Problems
126(4)
4.2 Facility Location and Network Design Models
130(9)
4.3 Applications in the Airline Industry
139(13)
Exercises
152(7)
5 Introduction To Algorithm Design
159(38)
5.1 Exact and Heuristic Algorithms
159(2)
5.2 What to Ask When Designing Algorithms?
161(1)
5.3 Constructive versus Local Search Algorithms
162(6)
5.4 How Good is our Heuristic Solution?
168(1)
5.5 Examples of Constructive Methods
169(12)
5.6 Example of a Local Search Method
181(1)
5.7 Other Heuristic Methods
182(1)
5.8 Designing Exact Methods: Optimality Conditions
183(6)
Exercises
189(8)
6 Improving Search Algorithms And Convexity
197(41)
6.1 Improving Search and Optimal Solutions
198(3)
6.2 Finding Better Solutions
201(13)
6.3 Convexity: When Does Improving Search Imply Global Optimality?
214(13)
6.4 Farkas' Lemma: When Can No Improving Feasible Direction be Found?
227(5)
Exercises
232(6)
7 Geometry And Algebra Of Linear Programs
238(33)
7.1 Geometry and Algebra of "Corner Points"
239(9)
7.2 Fundamental Theorem of Linear Programming
248(2)
7.3 Linear Programs in Canonical Form
250(12)
Exercises
262(9)
8 Solving Linear Programs: Simplex Method
271(46)
8.1 Simplex Method
271(14)
8.2 Making the Simplex Method More Efficient
285(4)
8.3 Convergence, Degeneracy, and the Simplex Method
289(5)
8.4 Finding an Initial Solution: Two-Phase Method
294(6)
8.5 Bounded Simplex Method
300(5)
8.6 Computational Issues
305(3)
Exercises
308(9)
9 Linear Programming Duality
317(34)
9.1 Motivation: Generating Bounds
317(4)
9.2 Dual Linear Program
321(6)
9.3 Duality Theorems
327(6)
9.4 Another Interpretation of the Simplex Method
333(1)
9.5 Farkas' Lemma Revisited
334(2)
9.6 Economic Interpretation of the Dual
336(2)
9.7 Another Duality Approach: Lagrangian Duality
338(6)
Exercises
344(7)
10 Sensitivity Analysis Of Linear Programs
351(38)
10.1 Graphical Sensitivity Analysis
351(8)
10.2 Sensitivity Analysis Calculations
359(9)
10.3 Use of Sensitivity Analysis
368(7)
10.4 Parametric Programming
375(5)
Exercises
380(9)
11 Algorithmic Applications Of Duality
389(60)
11.1 Dual Simplex Method
389(12)
11.2 Transportation Problem
401(13)
11.3 Column Generation
414(6)
11.4 Dantzig-Wolfe Decomposition
420(12)
11.5 Primal-Dual Interior Point Method
432(9)
Exercises
441(8)
12 Network Optimization Algorithms
449(40)
12.1 Introduction to Network Optimization
449(1)
12.2 Shortest Path Problems
449(9)
12.3 Maximum Flow Problems
458(12)
12.4 Minimum Cost Network Flow Problems
470(14)
Exercises
484(5)
13 Introduction To Integer Programming
489(25)
13.1 Basic Definitions and Formulations
490(6)
13.2 Relaxations and Bounds
496(4)
13.3 Preprocessing and Probing
500(6)
13.4 When are Integer Programs "Easy?"
506(5)
Exercises
511(3)
14 Solving Integer Programs: Exact Methods
514(42)
14.1 Complete Enumeration
514(2)
14.2 Branch-and-Bound Methods
516(8)
14.3 Valid Inequalities and Cutting Planes
524(7)
14.4 Gomory's Cutting Plane Algorithm
531(5)
14.5 Valid Inequalities for 0-1 Knapsack Constraints
536(4)
14.6 Branch-and-Cut Algorithms
540(7)
14.7 Computational Issues
547(4)
Exercises
551(5)
15 Solving Integer Programs: Modern Heuristic Techniques
556(23)
15.1 Review of Local Search Methods: Pros and Cons
556(2)
15.2 Simulated Annealing
558(4)
15.3 Tabu Search
562(3)
15.4 Genetic Algorithms
565(5)
15.5 GRASP Algorithms
570(4)
Exercises
574(5)
APPENDIX A BACKGROUND REVIEW
579(18)
A.1 Basic Notation
579(2)
A.2 Graph Theory
581(2)
A.3 Linear Algebra
583(14)
Reference 597(6)
Index 603
David J. Rader Jr., PhD, is Associate Professor of Mathematics at Rose-Hulman Institute of Technology, where he is also the editor of the Rose-Hulman Institute of Technology Undergraduate Mathematics Journal. Dr. Rader currently focuses his research in the areas of nonlinear 0-1 optimization, computational integer programming, and exam time timetabling.