This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.

Astronomers learn much of what they know about the mass, brightness, and size of stars by observing binary systems, in which two stars orbit each other, periodically cutting off the others light. This book provides astronomers with a guide to specifying an astrophysical model for a set of observations, selecting an algorithm to determine the parameters of the model, and estimating the errors of the parameters.

Today, the optimization of production planning processes by means of IT and quantitative methods is a de-facto standard in the energy industry. Franch et al. inChapter1andIkenouyeinChapter2giveanintroduction, overview, and reasonsforthis. Furthermore, theenergyproblemnowisnotonlyachallenging one but also one of the most important issues in the world from the political and economical points of view. In every country, the government is faced with the problem of how to adopt the system of 'Cap and Trade. ' Especially energy consuming industries, such as steel, power, oil and chemicals, are seriously confronted with this problem. VIII Preface This is also the reason why the German Operations Research Society (GOR) and one of its working groups, held a symposium with the title "Stochastic Optimization in the Energy Industry. " During the 78th meeting of the GOR working group "Praxis der Mathematischen Optimierung/Real World Optimization" in Aachen at Procom GmbH on April 21/22, 2007, the speakers with an application background explained their requirements for stochasticoptimizationsolutionsbasedonpracticalexperiences. Thespeakers from the research side and the software system suppliers examined di?erent aspects of the whole subject - from the integration of wind energy, the chain of errors in nuclear power plants and the scheduling of hydroelectric power stations, and the risk assessment in trading activities to the various software systems which support stochastic optimization methods. The symposium o?ered an interesting overview which re?ected the - quirements, possibilities and restrictions of "Stochastic Optimization in the Energy Industry.

Optimization is a serious issue, touching many aspects of our life and activity. But it has not yet been completely absorbed in our culture. In this book the authors point out how relatively young even the word "model" is. On top of that, the concept is rather elusive. How to deal with a technology that ?nds applicationsinthingsasdi?erentaslogistics,robotics,circuitlayout,?nancial deals and tra?c control? Although, during the last decades, we made signi?cant progress, the broad public remained largely unaware of that. The days of John von Neumann, with his vast halls full of people frantically working mechanical calculators are long gone. Things that looked completely impossible in my youth, like solving mixed integer problems are routine by now. All that was not just achieved by ever faster and cheaper computers, but also by serious progress in mathematics. But even in a world that more and more understands that it cannot a?ord to waste resources, optimization remains to a large extent unknown. R It is quite logical and also fortunate that SAP , the leading supplier of enterprise management systems has embedded an optimizer in his software. The authors have very carefully investigated the capabilities and the limits of APO. Remember that optimization is still a work in progress. We do not have the tool that does everything for everybody.

This book deals with the aspects of modeling and solving real-world optimiza- tion problems in a unique combination. It treats systematically the major mod- eling languages and modeling systems used to solve mathematical optimization problems. The book is an offspring ofthe 71 st Meeting of the GOR (Gesellschaft fill Operations Research) Working Group Mathematical Optimization in Real Life which was held under the title Modeling Languages in Mathematical Op- timization during April 23-25, 2003 in the German Physics Society Confer- ence Building in Bad Honnef, Germany. The modeling language providers AIMMS Johannes Bisschop, Paragon Decision Technology B. V, Haarlem, The Netherlands, AMPL Bob Fourer, Northwestern Univ.; David M. Gay, AMPL Optimization LLC. , NJ, GAMS Alexander Meeraus, GAMS Development Corporation, Washington D. C. , Mosel Bob Daniel, Dash Optimization, Blisworth, UK, MPL Bjami Krist jansson, Maximal Software, Arlington, VA, NOP-2 Hermann Schichl, Vienna University, Austria, PCOMP Klaus Schittkowski, Bayreuth University, Germany, and OPL Sofiane Oussedik, ILOG Inc. , Paris, France gave deep insight into their motivations and conceptual design features of their software, highlighted their advantages but also critically discussed their limits. The participants benefited greatly from this symposium which gave a useful overview and orientation on today's modeling languages in optimization. Roughly speaking, a modeling language serves the need to pass data and a mathematical model description to a solver in the same way that people, es- Of course, in pecially mathematicians describe those problems to each other.

This book Algebraic Modeling Systems - Modeling and Solving Real World Optimization Problems - deals with the aspects of modeling and solving real-world optimization problems in a unique combination. It treats systematically the major algebraic modeling languages (AMLs) and modeling systems (AMLs) used to solve mathematical optimization problems. AMLs helped significantly to increase the usage of mathematical optimization in industry. Therefore it is logical consequence that the GOR (Gesellschaft fur Operations Research) Working Group Mathematical Optimization in Real Life had a second meeting devoted to AMLs, which, after 7 years, followed the original 71st Meeting of the GOR (Gesellschaft fur Operations Research) Working Group Mathematical Optimization in Real Life which was held under the title Modeling Languages in Mathematical Optimization during April 23-25, 2003 in the German Physics Society Conference Building in Bad Honnef, Germany. While the first meeting resulted in the book Modeling Languages in Mathematical Optimization, this book is an offspring of the 86th Meeting of the GOR working group which was again held in Bad Honnef under the title Modeling Languages in Mathematical Optimization.

Optimization is a serious issue, touching many aspects of our life and activity. But it has not yet been completely absorbed in our culture. In this book the authors point out how relatively young even the word "model" is. On top of that, the concept is rather elusive. How to deal with a technology that ?nds applicationsinthingsasdi?erentaslogistics,robotics,circuitlayout,?nancial deals and tra?c control? Although, during the last decades, we made signi?cant progress, the broad public remained largely unaware of that. The days of John von Neumann, with his vast halls full of people frantically working mechanical calculators are long gone. Things that looked completely impossible in my youth, like solving mixed integer problems are routine by now. All that was not just achieved by ever faster and cheaper computers, but also by serious progress in mathematics. But even in a world that more and more understands that it cannot a?ord to waste resources, optimization remains to a large extent unknown. R It is quite logical and also fortunate that SAP , the leading supplier of enterprise management systems has embedded an optimizer in his software. The authors have very carefully investigated the capabilities and the limits of APO. Remember that optimization is still a work in progress. We do not have the tool that does everything for everybody.

This book Algebraic Modeling Systems - Modeling and Solving Real World Optimization Problems - deals with the aspects of modeling and solving real-world optimization problems in a unique combination. It treats systematically the major algebraic modeling languages (AMLs) and modeling systems (AMLs) used to solve mathematical optimization problems. AMLs helped significantly to increase the usage of mathematical optimization in industry. Therefore it is logical consequence that the GOR (Gesellschaft fur Operations Research) Working Group Mathematical Optimization in Real Life had a second meeting devoted to AMLs, which, after 7 years, followed the original 71st Meeting of the GOR (Gesellschaft fur Operations Research) Working Group Mathematical Optimization in Real Life which was held under the title Modeling Languages in Mathematical Optimization during April 23-25, 2003 in the German Physics Society Conference Building in Bad Honnef, Germany. While the first meeting resulted in the book Modeling Languages in Mathematical Optimization, this book is an offspring of the 86th Meeting of the GOR working group which was again held in Bad Honnef under the title Modeling Languages in Mathematical Optimization."

Astronomers learn much of what they know about the mass, brightness, and size of stars by observing binary systems, in which two stars orbit each other, periodically cutting off the others light. This book provides astronomers with a guide to specifying an astrophysical model for a set of observations, selecting an algorithm to determine the parameters of the model, and estimating the errors of the parameters.

This book deals with the aspects of modeling and solving real-world optimiza- tion problems in a unique combination. It treats systematically the major mod- eling languages and modeling systems used to solve mathematical optimization problems. The book is an offspring ofthe 71 st Meeting of the GOR (Gesellschaft fill Operations Research) Working Group Mathematical Optimization in Real Life which was held under the title Modeling Languages in Mathematical Op- timization during April 23-25, 2003 in the German Physics Society Confer- ence Building in Bad Honnef, Germany. The modeling language providers AIMMS Johannes Bisschop, Paragon Decision Technology B. V, Haarlem, The Netherlands, AMPL Bob Fourer, Northwestern Univ.; David M. Gay, AMPL Optimization LLC. , NJ, GAMS Alexander Meeraus, GAMS Development Corporation, Washington D. C. , Mosel Bob Daniel, Dash Optimization, Blisworth, UK, MPL Bjami Krist jansson, Maximal Software, Arlington, VA, NOP-2 Hermann Schichl, Vienna University, Austria, PCOMP Klaus Schittkowski, Bayreuth University, Germany, and OPL Sofiane Oussedik, ILOG Inc. , Paris, France gave deep insight into their motivations and conceptual design features of their software, highlighted their advantages but also critically discussed their limits. The participants benefited greatly from this symposium which gave a useful overview and orientation on today's modeling languages in optimization. Roughly speaking, a modeling language serves the need to pass data and a mathematical model description to a solver in the same way that people, es- Of course, in pecially mathematicians describe those problems to each other.

Today, the optimization of production planning processes by means of IT and quantitative methods is a de-facto standard in the energy industry. Franch et al. inChapter1andIkenouyeinChapter2giveanintroduction, overview, and reasonsforthis. Furthermore, theenergyproblemnowisnotonlyachallenging one but also one of the most important issues in the world from the political and economical points of view. In every country, the government is faced with the problem of how to adopt the system of 'Cap and Trade. ' Especially energy consuming industries, such as steel, power, oil and chemicals, are seriously confronted with this problem. VIII Preface This is also the reason why the German Operations Research Society (GOR) and one of its working groups, held a symposium with the title "Stochastic Optimization in the Energy Industry. " During the 78th meeting of the GOR working group "Praxis der Mathematischen Optimierung/Real World Optimization" in Aachen at Procom GmbH on April 21/22, 2007, the speakers with an application background explained their requirements for stochasticoptimizationsolutionsbasedonpracticalexperiences. Thespeakers from the research side and the software system suppliers examined di?erent aspects of the whole subject - from the integration of wind energy, the chain of errors in nuclear power plants and the scheduling of hydroelectric power stations, and the risk assessment in trading activities to the various software systems which support stochastic optimization methods. The symposium o?ered an interesting overview which re?ected the - quirements, possibilities and restrictions of "Stochastic Optimization in the Energy Industry.

This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.