Linear and Nonlinear Programming | |
Unconstrained Minimization | |
Linear Programming | |
Simplex Method | |
Revised Simplex Method | |
Duality in Linear Programming | |
Dual Simplex and Primal-Dual Algorithms | |
Nonlinear Programming | |
Convexity | |
Kuhn-Tucker Conditions | |
Saddle Points and Sufficiency Conditions | |
Methods of Nonlinear Programming References | |
Large Mathematical Programs with Special Structure | |
Introduction | |
Activity analysis | |
Production and Inventory Problem | |
Dynamic Leontief Model | |
Angular and Dual-Angular Structures | |
Linear Programs with Many Rows or Columns | |
Nonlinear Programs with Coupling Variables | |
Mixed-Variable Programs and a Location Problem Problems, References | |
The Dantzig-Wolfe Decomposition Principle | |
Introduction | |
A Theorem on Convex Combinations | |
Column Generation | |
Development of the Decomposition Principle | |
Example of the Decomposition Principle | |
Economic Interpretation of the Decomposition Principle | |
Lower Bound for the Minimal Cost | |
Application to Transportation Problems | |
Generalized Transportation Problems and a Forestry-Cutting Example | |
Optimal Allocation of Limited Resources | |
General formulation | |
Specializing the Model--Lot Sizes and Labor Allocations | |
Computational Experience | |
Primal-Dual Approach to the Master Program | |
Linear Fractional Programming | |
Application of the Primal-Dual Method to the Master Program | |
Example of the Primal-Dual Method | |
Three Algorithms for Solving the Master Program--A comparison Problems, References | |
Solution of Linear Programs with Many Columns by Column-Generation Procedures | |
The Cutting-Stock Problem | |
Column-Generation and Multi-item Scheduling | |
Generalized Linear Programming | |
Grid Linearization and Nonlinear Programming | |
General Development | |
Nonlinear Version of the Dantzig-Wolfe Decomposition Principle | |
Design of Multiterminal Flow Networks Problems, References | |
Partitioning and Relaxation Procedures in Linear Programming | |
Introduction | |
Relaxation | |
Problems with Coupling constraints and Coupling Variables | |
Rosen's Partitioning Procedure for Angular and Dual-Angular Problems | |
Development of the Algorithm | |
Computational Considerations | |
Computational Experience | |
Example of Rosen's Partitioning Method Problems, References | |
Compact Inverse Methods | |
Introduction | |
Revised Simplex Method with Inverse in Product Form | |
Upper Bounding Methods | |
Generalized Upper Bounding | |
Development of the Algorithm | |
Example of the Generalized Upper Bounding Method | |
Extension to Angular Structures Problems, References | |
Partitioning Procedures in Nonlinear Programming | |
Introduction | |
Rosen's Partitioning Algorithm for Nonlinear Programs | |
Development of the Algorithm | |
Use of Partition Programming in Refinery Optimization | |
Benders' Partitioning Algorithm for Mixed-Variable Programming Problems | |
Development of the Algorithm | |
Relation to the Decomposition Principle and Cutting-Plane Algorithms | |
Application to a Warehouse Location Problem | |
Numerical Example | |
Computational Experience Problems, References | |
Duality and Decomposition in Mathematical Programming | |
Introduction | |
Decomposition Using a Pricing Mechanism | |
Saddle Points of Lagrangian Functions | |
Basic Theorems | |
Everetts Theorem | |
Application to Linear Integer Programs | |
Minimax Dual Problem | |
Differentiability of the Dual Objective Function | |
Computational Methods for Solving the Dual | |
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