Applied Integer Programming Modeling and Solution

by ; ;
Edition: 1st
Format: Hardcover
Pub. Date: 2010-01-12
Publisher(s): Wiley
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Summary

The application-oriented approach of this book addresses the art and science of mathematical modeling for the collection of problems that fit the MIP framework and also discusses the algorithms and associated practices that enable those models to be solved most efficiently. Throughout the book, reasoning and interpretation are exercised more often than rigorous mathematical proofs of theorems, which may be located in referenced articles. The authors have been very thorough in searching out and synthesizing various modeling and solution approaches that have appeared in disparate publications over the past 40 years. This book is a well-organized and comprehensive reference that eases the learning hurdles in integer programming and provides suggestions/guidelines for practice on the job. This book is organized in three parts: modeling, review of linear programming (LP) and network flows, and solutions. The first part (Chapters 1-6) includes areas of successful MIP applications, systematic modeling procedures, typical types of models, transformation of non-MIP models, automatic preprocessing for getting better formulation, and modeling of combinatorial optimization problems. The second part (Chapters 7-10) presents algebraic and geometric basic concepts of LP theory and network flows needed for understanding integer programming. The final part (Chapters 11-17) addresses classical and modern solution approaches as well as the key components that build an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Three commercial modeling languages for large-scale IP problems are introduced in appendices.

Author Biography

Der-San Chen, PhD, is Professor Emeritus in the Department of Industrial Engineering at The University of Alabama. He has over thirty years of academic and consulting experience on the applications of linear programming, integer programming, optimization, and decision support systems. Dr. Chen currently focuses his research on modeling optimization problems arising in production, transportation, distribution, supply chain management, and the application of optimization and statistical software for problem solving.

Robert G. Batson, PhD, PE, is Professor of Construction Engineering at The University of Alabama, where he is also Director of Industrial Engineering Programs. A Fellow of the American Society for Quality Control, Dr. Batson has written numerous journal articles in his areas of research interest, which include operations research, applied statistics, and supply chain management.

Yu Dang, PhD, is Qualitative Manufacturing Analyst at Quickparts.com, a manufacturing services company that provides customers with an online e-commerce system to procure custom manufactured parts. She received her PhD in operations management from The University of Alabama in 2004.

Table of Contents

Modeling
Introduction
Integer Programming
Standard vs. Non-Standard Forms
Combinatorial Optimization Problems
Successful Integer Programming Applications
Text Organization and Chapter Preview
Notes
Exercises
Modeling and Models
Assumptions on Mixed Integer Programs
Modeling Process
Project Selection Problems
Knapsack problem
Capital budgeting problem
Production Planning Problems
Workforce/Staff Scheduling Models
Fixed-Charge Transportation and Distribution Problems
Multi-Commodity Network Flow Problem
Network Optimization Problems with Side Constraints
Supply Chain Planning Problems
Notes
Exercises
Transformation Using 0-1 Variables
Transform Logical (Boolean) Expressions
Transform Non-Binary to Binary Variables
Transform Piecewise Linear Functions
Transform 0-1 Polynomial Functions
Transform Nonlinear Functions
Transform Non-Simultaneous Constraints
Notes
Exercises
Better Formulation by Preprocessing
Better Formulation
Automatic Problem Preprocessing
Tightening Bounds on Variables
Preprocessing Pure 0-1 Integer Programs
Decomposing Problem into Independent Sub-Problems
Scaling the Coefficient Matrix
Notes
Exercises
Combinatorial Optimization I
Introduction
Set Covering, Set Partitioning, and Set Packing
Matching Problem
Cutting Stock Problem
Comparisons for Above Problems
Computational Complexity of COP
Notes
Exercises
Combinatorial Optimization II
Importance of Traveling Salesman Problem
Transformations to Traveling Salesman Problem
Applications of Traveling Salesman Problem
Formulating Asymmetric TSP
Formulating Symmetric TSP
Notes
Exercises
Review of Linear Programming and Network Flows
Linear Programming--Fundamentals
Review of Basic Linear Algebra
Uses of Elementary Row Operations
The Dual of a Linear Program
Relationships between Primal and Dual Solutions
Notes
Exercises
Linear Programming--Geometric Concepts
Geometric Solution
Convex Sets
Describing a Bounded Polyhedron
Describing an Unbounded Polyhedron
Faces, Facets, Dimension of a Polyhedron
Describing a Polyhedron by Facets
Correspondence between Algebraic and Geometric Terms
Notes
Exercises
Linear Programming--Solution Methods
Linear Programs in Canonical Form
Basic Feasible Solutions and Reduced Costs
The Simplex Method
Interpreting the Simplex Tableau
Geometric Interpretation of the Simplex Method
The Simplex Method for Upper-Bounded Variables
The Dual Simplex Method
The Revised Simplex Method
Notes
Exercises
Network Optimization Problems and Solutions
Network Fundamentals
Class of Easy Network Optimization Problems
Totally Unimodular Matrices
The Network Simplex Method
Solution via LINGO
Notes
Exercises
Solutions
Classical Solution Approaches
Branch-and-Bound Approach
Cutting Plane Approach
Group Theoretic Approach
Geometric Concepts
Notes
Exercises
Branch-and-Cut Approach
Introduction
Valid Inequalities
Cut Generating Techniques
Rounding
Cuts Generated from Sets Involving Pure Integer Variables
Cuts Generated from Sets Involving Mixed Integer Variables
Cuts Generated from 0-1 Knapsack Sets
Cuts Generated from Sets Involving 0-1 Coefficients and Variables
Cuts Generated from Sets with Special Structures
Notes
Exercises
Branch-and-Price Approach
Concepts of Branch-and-Price
Dantzig-Wolfe Decomposition
Generalized Assignment Problem (GAP)
GAP Example
Other Application Areas
Notes
Exercises
Solution via Heuristics and Relaxations
Introduction
Overall Solution Strategy
Primal Solution via Heuristics
Dual Solution via Relaxations
Lagrangian Dual
Primal-Dual Solution via Benders? Partitioning
Notes
Exercises
Solutions with Commercial Software
Introduction
Typical IP Software System Components
AMPL Modeling Language
LINGO Modeling Language
MPL Modeling Language
Appendix--Answers to Selected Exercises
Bibliography
Index
Table of Contents provided by Publisher. All Rights Reserved.

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