Handbook of Applied Optimization

Optimization is an essential tool in every project in every large-scale organization, whether in business, industry, engineering, and science. In recent years, algorithmic advances and software and hardware improvements have given managers a powerful framework for making key decisions about everything from production planning to scheduling distribution.

This comprehensive resource brings together in one volume the major advances in the field. Distinguished contributors focus on the algorithmic and computational aspects of optimization, particularly the most recent methods for solving a wide range of decision-making problems. The book is divided into three main sections: algorithms, covering every type of programming; applications, where computational tools are put to work solving tasks in planning, production, distribution, scheduling and other decisions in project management; and software, a comprehensive introduction to languages and systems. Designed as a practical resource for proprammers and project planners and managers, it covers optimization problems in a wide range of settings, from the airline and aerospace industries to telecommunications, finance, health systems, biomedicine, and engineering.

Contents

Preface
Introduction

Part One : Algorithms

• Linear Programming
• Semidefinite Programming
• Combinatorial Optimization
• Quadratic Programming
• Nonlinear Programming
• Deterministic Global Optimization and Its Applications
• Decomposition Methods for Mathematical Programming
• Network Optimization
• Integer Programming
• Artificial Neural Networks in Optimization and Applications
• Stochastic Programming
• Hierarchical Optimization
• Complementarity and Related Problems
• Data Envelopment Analysis
• Parallel Algorithms in Optimization
• Randomization in Discrete Optimization : Annealing

Part Two : Applications

• Problem Types
• Application Areas

Part Three : Software

• Optimization Modelling Languages
• Optimization Software Packages
• Optimization Software Libraries
• Optimization Test Problems Libraries
• Parallel Computing Environments
• Experimental Analysis of Optimization Algorithms
• Object-Oriented Programming
• Optimization and the Internet

Directory of Contributors
Index