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The set of papers in this handbook reflect the varied theory and
wide range of applications of network models. Two of the most
vibrant applications areas of network models are telecommunications
and transportation. Several chapters explicitly model issues
arising in these problem domains. Research on network models has
been closely aligned with the field of computer science both in
developing data structures for efficiently implementing network
algorithms and in analyzing the complexity of network problems and
algorithms. The basic structure underlying all network problems is
a graph. Thus, historically, there have been strong ties between
network models and graph theory. A companion volume in the
"Handbook" series, entitled "Network Routing", examines problems
related to the movement of commodities over a network. The problems
treated arise in several application areas including logistics,
telecommunications, facility location, VLSI design, and economics.
Collected together in this book are ten state-of-the-art expository
articles on the most important topics in optimization, written by
leading experts in the field. The book therefore provides a primary
reference for those performing research in some area of
optimization or for those who have some basic knowledge of
optimization techniques but wish to learn the most up-to-date and
efficient algorithms for particular classes of problems. The first
sections of each chapter are expository and therefore accessible to
master's level graduate students. However, the chapters also
contain advanced material on current topics of interest to
researchers. For instance there are chapters which describe the
polynomial-time linear programming algorithms of Khachian and
Karmarkar and the techniques used to solve combinatorial and
integer programming problems, an order of magnitude larger than was
possible just a few years ago. Overall a comprehensive yet lively
and up-to-date discussion of the state-of-the-art in optimization
is presented in this book.
The chapters of this Handbook volume covers nine main topics that
are representative of recent
theoretical and algorithmic developments in the field. In addition
to the nine papers that present the state of the art, there is an
article on
the early history of the field.
The handbook will be a useful reference to experts in the field as
well as students and others who want to learn about discrete
optimization.
All of the chapters in this handbook are written by authors who
have made significant original contributions to their topics.
Herewith a brief introduction to the chapters of the handbook.
"On the history of combinatorial optimization (until 1960)" goes
back to work of Monge in the 18th century on the assignment problem
and presents six problem areas: assignment, transportation,
maximum flow, shortest tree, shortest path and traveling
salesman.
The branch-and-cut algorithm of integer programming is the
computational workhorse of discrete optimization. It provides the
tools that have been implemented in commercial software such as
CPLEX
and Xpress MP that make it possible to solve practical problems in
supply chain, manufacturing, telecommunications and many other
areas.
"Computational integer programming and cutting planes" presents the
key ingredients
of these algorithms.
Although branch-and-cut based on linear programming relaxation is
the most widely used integer programming algorithm, other
approaches are
needed to solve instances for which branch-and-cut performs poorly
and to understand better the structure of integral polyhedra. The
next three chapters discuss alternative approaches.
"The structure of grouprelaxations" studies a family of polyhedra
obtained by dropping certain
nonnegativity restrictions on integer programming problems.
Although integer programming is NP-hard in general, it is
polynomially solvable in fixed dimension. "Integer programming,
lattices, and results in fixed dimension" presents results in this
area including algorithms that use reduced bases of integer
lattices that are capable of solving certain classes of integer
programs that defy solution by branch-and-cut.
Relaxation or dual methods, such as cutting plane algorithms,
progressively remove infeasibility while maintaining optimality to
the relaxed problem. Such algorithms have the disadvantage of
possibly obtaining feasibility only when the algorithm
terminates.Primal methods for integer programs, which move from a
feasible solution to a better feasible solution, were studied in
the 1960's
but did not appear to be competitive with dual methods. However,
recent development in primal methods presented in "Primal integer
programming" indicate that this approach is not just interesting
theoretically but may have practical implications as well.
The study of matrices that yield integral polyhedra has a long
tradition in integer programming. A major breakthrough occurred in
the 1990's with the development of polyhedral and structural
results
and recognition algorithms for balanced matrices. "Balanced
matrices" is a tutorial on the
subject.
Submodular function minimization generalizes some linear
combinatorial optimization problems such as minimum cut and is one
of the fundamental problems of the field that is solvable in
polynomial
time. "Submodular function minimization"presents the theory and
algorithms of this subject.
In the search for tighter relaxations of combinatorial optimization
problems, semidefinite programming provides a generalization
of
linear programming that can give better approximations and is still
polynomially solvable. This subject is discussed in "Semidefinite
programming and integer programming,"
Many real world problems have uncertain data that is known only
probabilistically. Stochastic programming treats this topic, but
until recently it was limited, for computational reasons, to
stochastic linear programs. Stochastic integer programming is now a
high profile research area and recent developments are presented
in
"Algorithms for stochastic mixed-integer programming
models,"
Resource constrained scheduling is an example of a class of
combinatorial optimization problems that is not naturally
formulated with linear constraints so that linear programming based
methods do
not work well. "Constraint programming" presents an alternative
enumerative approach that is complementary to branch-and-cut.
Constraint programming, primarily designed for feasibility
problems, does not use a relaxation to obtain bounds. Instead nodes
of the search tree are
pruned by constraint propagation, which tightens bounds on
variables until their values are fixed or their domains are shown
to be empty.
In 1958, Ralph E. Gomory transformed the field of integer
programming when he published a paper that described a
cutting-plane algorithm for pure integer programs and announced
that the method could be refined to give a finite algorithm for
integer programming. In 2008, to commemorate the anniversary of
this seminal paper, a special workshop celebrating fifty years of
integer programming was held in Aussois, France, as part of the
12th Combinatorial Optimization Workshop. It contains reprints of
key historical articles and written versions of survey lectures on
six of the hottest topics in the field by distinguished members of
the integer programming community. Useful for anyone in
mathematics, computer science and operations research, this book
exposes mathematical optimization, specifically integer programming
and combinatorial optimization, to a broad audience.
The papers in this volume consider a general area of study known as
network routing. The underlying problems are conceptually simple,
yet mathematically complex and challenging. How can we best route
material or people from one place to another? Or, how can we best
design a system (for instance locate facilities) to provide
services and goods as efficiently and equitably as possible? The
problems encountered in answering these questions often have an
underlying combinatorial structure, for example, either we dispatch
a vehicle or we do not, or we use one particular route or another.
The problems also typically have an underlying network structure (a
communication or transportation network). In addition, models for
these problems are often very large with hundreds or thousands of
constraints and variables. A companion volume in the "Handbook"
series, entitled "Network Models", treats basic network models such
as minimum cost flows, matching and the travelling salesman
problem, as well as, several complex network topics, not directly
related to routing, such as network design and network reliability.
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