Optimization modelling: a practical approach
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Boca Raton, Fla. [u.a.]
CRC Press, Taylor & Francis
2008
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Online-Zugang: | Table of contents only Inhaltsverzeichnis Inhaltsverzeichnis |
Beschreibung: | Includes bibliographical references and index |
Beschreibung: | XXXII, 469 S. graph. Darst. |
ISBN: | 9781420043105 |
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100 | 1 | |a Sarker, Ruhul Amin |e Verfasser |4 aut | |
245 | 1 | 0 | |a Optimization modelling |b a practical approach |c Ruhul A. Sarker ; Charles S. Newton |
264 | 1 | |a Boca Raton, Fla. [u.a.] |b CRC Press, Taylor & Francis |c 2008 | |
300 | |a XXXII, 469 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
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338 | |b nc |2 rdacarrier | ||
500 | |a Includes bibliographical references and index | ||
650 | 4 | |a Modèles mathématiques | |
650 | 4 | |a Optimisation mathématique | |
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Mathematical models | |
650 | 4 | |a Mathematical optimization | |
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700 | 1 | |a Newton, Charles S. |e Verfasser |4 aut | |
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Datensatz im Suchindex
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adam_text | OPTIMIZATION MODELLING
/ SARKER, RUHUL A.
: C2008
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
THE PROCESS OF OPTIMIZATION
INTRODUCTION TO MODELLING
SIMPLE MODELLING TECHNIQUES I
SIMPLE MODELLING TECHNIQUES II
MODELLING LARGE-SCALE AND WELL-KNOWN PROBLEMS I
MODELLING WELL-KNOWN PROBLEMS II
ALTERNATIVE MODELLING
SOLUTION APPROACHES : AN OVERVIEW
INPUT PREPARATION AND MODEL SOLVING
OUTPUT ANALYSIS AND PRACTICAL ISSUES
BASIC OPTIMIZATION TECHNIQUES
MODELS FOR PRACTICAL PROBLEMS I
MODELS FOR PRACTICAL PROBLEMS II
SOLVING PRACTICAL PROBLEMS.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
Table of Contents
List of Figures..................................................... xv
List of Tables................................................... xxi
List of Mathematical Notations....................................xxiv
Preface............................................................xxv
Acknowledgments...................................................xxix
Authors......................................................... xxxi
Section I Introduction to Optimization and Modelling
1 Introduction.....................................................3
1.1 General Introduction........................................3
1.2 History of Optimization................................... 4
1.3 Optimization Problems.......................................5
1.4 Mathematical Model...................................... 6
1.4.1 Characteristics and Assumptions.......................6
1.5 Concept of Optimization.....................................8
1.6 Classification of Optimization Problems.................. 11
1.7 Organization of the Book................................. 13
Exercises...................................................... 14
References.......................................................15
2 The Process of Optimization......................................17
2.1 Introduction........................................... 17
2.2 Decision Process....................................... 17
2.3 Problem Identification and Clarification...................19
2.4 Problem Definition....................................... 20
2.5 Development of a Mathematical Model........................21
2.5.1 Measure of Effectiveness.............................23
2.6 Deriving a Solution.................................... 25
2.7 Sensitivity Analysis.......................................26
2.8 Testing the Solution.......................................26
2.9 Implementation.............................................27
vi
2.10 Summary.................................................28
Exercises........... ..........................................29
3 Introduction to Modelling.....................................31
3.1 Introduction........................................ 31
3.2 Components of a Mathematical Model......................31
3.2.1 Decision Variables.............................. 32
3.2.2 Objective Function................................32
3.2.3 Constraints.......................................32
3.3 Simple Examples....................................... 32
3.4 Analyzing a Problem.....................................34
3.4.1 A Nonmathematical Programming Problem.............35
3.5 Modelling a Simple Problem..............................36
3.5.1 Defining the Variables............................37
3.5.2 Objective Function.............................. 37
3.5.3 Constraints.......................................37
3.6 Linear Programming Model................................39
3.7 More Mathematical Models................................39
3.8 Integer Programming................................... 42
3.9 Multi-Objective Problem.................................45
3.9.1 Objective versus Goal........................... 47
3.10 Goal Programming...................................... 47
3.11 Nonlinear Programming...................................49
3.12 Summary.................................................52
Exercises.....................................................52
Section II Modelling Techniques
4 Simple Modelling Techniques I.................................59
4.1 Introduction............................................59
4.2 Use of Subscripts in Variables..........................59
4.3 Simple Modelling Techniques........................... 60
4.3.1 Additional Work Requirement in the Formulation....61
4.3.2 Variables as Fractions of Other Variables.........64
4.3.3 Maintaining Certain Ratios among Different Variables.... 68
4.3.4 One Constraint Is a Fraction of Another Constraint.70
4.3.5 Maxi-Min or Mini-Max Objective Function...........75
4.3.6 Multi-Period Modelling........................ 77
4.3.7 Transforming Infeasible Solutions to Satisfactory
Solutions.........................................79
4.3.8 Single to Multiple Objectives.....................81
4.4 Special Types of Linear Programming.....................82
4.4.1 Transportation Problem............................83
4.4.2 Assignment Problem................................86
4.4.3 Transshipment Problem.............................88
4.4.4 Project Management Problem...................... 91
vii
4.5 Summary...................................................98
Exercises............. ........................................98
Bibliography.......... ........................................102
5 Simple Modelling Techniques II................................103
5.1 Introduction.............................................103
5.2 Precedence Constraints................................. 103
5.3 Either-or Constraints.................................. 104
5.4 K out of N Constraints Must Hold.........................105
5.5 Yes-or-No Decisions......................................106
5.6 Functions with N Possible Values.........................108
5.7 Mutually Exclusive Alternatives and Contingent Decisions.109
5.8 Linking Constraints with the Objective Function..........Ill
5.9 Piecewise Linear Functions...............................113
5.10 Nonlinear to Approximate Functions.......................116
5.11 Deterministic Models with Probability Terms..............118
5.12 Alternate Objective Functions............................121
5.13 Constrained to Unconstrained Problem.....................122
5.14 Simplifying Cross Product of Binary Variables.......... 124
5.15 Fractional Programming...................................126
5.16 Unrestricted Variables...................................128
5.17 Changing Constraint and Objective Type...................129
5.17.1 From to = Constraints...........................129
5.17.2 From to = Constraints...........................130
5.17.3 From to Constraints...........................130
5.17.4 From to Constraints...........................130
5.17.5 From = Constraint to and Constraints..........130
5.17.6 Changing Objective Type......................... 131
5.18 Conditional Constraints..................................132
5.19 Dual Formulation..................................... 133
5.20 Regression Model.........................................136
5.21 Stochastic Programming...................................137
5.22 Constraint Programming...................................137
5.23 Summary..................................................138
Exercises........................... ..........................138
Bibliography.......... ........................................142
References.....................................................143
6 Modelling Large-Scale and Well-Known Problems I................145
6.1 Introduction........................................... 145
6.2 Use of the Summation (2) Sign............................145
6.3 Use of the Subset (e) Sign...............................147
6.4 Network Flow Problems....................................149
6.4.1 Shortest Path Problem.............................149
6.4.2 Maximum Flow Problem..............................150
6.4.3 Multi-Commodity Flow Problem......................152
viii
6.5 Knapsack Problem...........................................154
6.5.1 Capital Budgeting Problem............................154
6.5.2 Bin Packing Problem..................................155
6.5.3 Cutting Stock Problem................................157
6.6 Facility Location and Layout...............................159
6.6.1 Facility Location Problem............................159
6.6.2 Facility Layout Problem..............................161
6.7 Production Planning dnd Scheduling.........................164
6.7.1 Relevant Literature..................................165
6.8 Logistics and Transportation...............................167
6.8.1 Airlift Problem......................................167
6.8.2 Relevant Literature..................................168
6.9 Summary.................................................. 170
Exercises.......................................................170
References......................................................172
7 Modelling Well-Known Problems II................................177
7.1 Introduction...............................................177
7.2 Job and Machine Scheduling.................................177
7.2.1 Relevant Literature..................................179
7.3 Assignment and Routing.....................................180
7.3.1 Generalized Assignment Problem.......................180
7.3.2 Traveling Salesperson Problem........................181
7.3.3 Relevant Literature on Traveling Salesperson
Problem..............................................184
7.3.4 Vehicle Routing Problem..............................185
7.3.5 Relevant Literature on Vehicle Routing Problem.......188
7.4 Staff Rostering and Scheduling.............................189
7.4.1 Staff Scheduling: A Weekly Problem...................189
7.4.2 Daily Rostering Problem..............................191
7.4.3 Relevant Literature on General Staff Scheduling......192
7.4.4 Crew Planning/Scheduling Problem.....................193
7.5 Scheduling and Timetabling Problem.........................194
7.5.1 School Timetabling Problem...........................194
7.5.2 University Timetabling...............................196
7.5.3 Relevant Literature..................................197
7.6 Summary....................................................199
Exercises.......................................................199
References......................................................201
8 Alternative Modelling..........................................205
8.1 Introduction...............................................205
8.2 Modelling under Different Assumptions......................205
8.2.1 A Coal Blending Problem..............................205
8.2.2 First Alternative Blending Model................... 207
8.2.3 Second Alternative Blending Model....................209
IX
8.2.4 Comparing the Two Simple Alternative Models......210
8.2.5 A Crop Planning Problem..........................211
8.2.6 Crop Planning Model 1........................... 212
8.2.7 Crop Planning Model 2 ............................213
8.3 Hierarchical Modelling: An Introduction.................214
8.3.1 Hierarchical Modelling in a Manufacturing Context.... 215
8.3.2 Aggregate Model...................................216
8.3.3 Family Scheduling Model...........................217
8.3.4 Individual Item Scheduling Model..................218
8.4 Summary.................................................219
References...................................................220
Section III Model Solving
9 Solution Approaches: An Overview..........................223
9.1 Introduction..........................................223
9.2 Complexity and Complexity Classes.....................223
9.2.1 Complexity of Algorithms........................223
9.2.2 Complexity Classes..............................224
9.3 Classical Optimization Techniques.....................225
9.3.1 Linear Programming............................ 225
9.3.2 Integer Programming: The Curse
of Dimensionality...............................227
9.3.3 Integer Linear Program: Solution Approaches.....228
9.3.4 Special Linear Programming Models...............230
9.3.5 Goal Programming................................230
9.3.6 Nonlinear Programming......................... 231
9.3.7 Multi-Objective Models..........................232
9.4 Heuristic Techniques..................................233
9.4.1 Hill Climbing...................................233
9.4.2 Simulated Annealing........................... 233
9.4.3 Tabu Search................................... 234
9.4.4 Genetic Algorithms..............................234
9.4.5 Ant Colony Optimization.........................235
9.4.6 Memetic Algorithms..............................236
9.4.7 Other Heuristics.............................. 236
9.5 Optimization Software.................................236
9.5.1 LINGO/LINDO.....................................237
9.5.2 MPL with OptiMax 2000, CPLEX,
and XPRESS......................................237
9.5.3 GAMS............................................237
9.5.4 Solver and Premium Solver.......................238
9.5.5 Win QSB.........................................238
9.5.6 MINOS...........................................238
9.6 Summary............................................. 239
X
References.................................................... 239
Appendix-9 A LINGO: An Introduction.............................241
9A.1 Introduction.............................................241
9A.2 Inputting Model in LINGO.................................241
9A.3 Solving the Model........................................243
9A.3.1 Solver Status Window.............................243
9A.3.2 LINGO Special Features...........................244
9A.4 Another Example...........................................246
9A.4.1 Objective Function...............................246
9A.4.2 Constraints......................................247
9A.4.3 Complete LINGO Model.............................248
9A.4.4 Defining the Sets................................249
9A.4.5 Inputting the Data...............................250
9A.5 LINGO Syntax.............................................252
Appendix-9B MPL: An Introduction................................253
9B.1 Introduction........................................... 253
9B.2 Use of MPL...............................................253
9B.3 Using Vectors and Indexes in MPL.........................255
9B.4 A Product-Mix Model with Three Variables.................256
Appendix-9C GAMS: An Introduction...............................260
9C. 1 Introduction..............................................260
9C.2 An Example...............................................260
Appendix-9D Excel Solver: An Introduction..................... 264
9D.1 Introduction.............................................264
9D.2 Solving Linear Programs with Solver......................264
9D.2.1 Defining the Target Cell (Objective Function)....266
9D.2.2 Identifying the Changing Cells
(Decision Variables).............................266
9D.2.3 Adding Constraints...............................267
9D.2.4 Some Important Options...........................269
9D.2.5 The Solution..........*..........................270
Appendix-9E Win QSB: An Introduction............................273
9E. 1 Introduction.............................................273
9E.2 Problem Solving with Win QSB........................... 273
9E.3 Reference............................................ 275
10 Input Preparation and Model Solving.............................277
10.1 Introduction.............................................277
10.2 Data and Data Collection............................... 277
10.3 Data Type................................................279
10.4 Data Preparation.........................................280
10.4.1 Data Requirements.............................. 282
10.4.2 Data Aggregation.................................283
10.5 Data Preprocessing.......................................287
10.6 Model-Driven Data versus Data-Driven Model...............292
XI
10.7 Model Solving............................................292
10.7.1 Excel Solver.....................................293
10.7.2 LINGO and MPL....................................295
10.8 Summary.............................................. 304
Exercises.......................................................304
References......................................................308
Appendix-10A Additional Problem-Solving Using LINGO..........309
10A.1 Example 4.6 (Model 4.7)................................ 309
10A.1.1 LINGO Code.....................................309
10A.1.2 LINGO Solution.................................310
10A.2 A Transportation Model.................................. 310
10A.2.1 LINGO in Algebraic Form...................... 311
10A.2.2 LINGO Solution Report..........................311
10A.2.3 LINGO Codes (Alternative)......................312
10A.2.4 LINGO Solution Report (Using
Alternative Codes)..............................312
10A.2.5 A Modified Transportation Model..................313
10A.2.6 LINGO Solution Report (with Restricted
Path)...........................................314
10A.3 Example 4.14 (Model 4.15)................................315
10A.3.1 LINGO in Algebraic Form........................315
10A.3.2 LINGO Solution Report..........................316
10A.3.3 LINGO Codes (Alternative Form).................316
10A.3.4 LINGO Solution Report
(for Alternative Codes).........................317
10A.4 Example 3.6 (Model 4.1)..................................318
10A.4.1 LINGO in Algebraic Form........................318
10A.4.2 LINGO Model Statistics.........................318
10A.4.3 LINGO Solution.................................318
10A.4.4 LINGO Codes (Alternative Form).................319
10A.4.5 LINGO Solution for Alternative Codes...........319
10A.5 Example 5.3 (Model 5.2)..................................320
10A.5.1 LINGO Codes....................................320
10A.5.2 LINGO Solution Report..........................321
10A.5.3 LINGO Alternative Codes........................321
10A.5.4 LINGO Solution Report (for Alternative
Codes)..........................................321
10A.6 Example 5.16.............................................322
10A.6.1 LINGO Codes....................................322
10A.6.2 LINGO Solution Report..........................322
10A.7 Example 4.11 (Model 4.12)................................323
10A.7.1 LINGO Codes....................................323
10A.7.2 LINGO Solution Report..........................324
10A.8 Example 5.10 (Model 5.7).................................324
10A.8.1 LINGO Codes....................................324
10A.8.2 LINGO Solution Report..........................325
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Output Analysis and Practical Issues.......................
11.1 Introduction.........................................
11.2 Solutions and Reports................................
11.2.1 Shadow Price.................................
11.2.2 Reduced Cost.................................
11.3 Sensitivity Analysis.................................
11.3.1 Changes in the Objective Coefficients........
11.3.2 Changes in* the RHS Values.....................
11.3.3 Changes in the Constraint Coefficients.........
11.3.4 Addition of New Product or Variable..........
11.3.5 Sensitivity Analysis for Integer and Nonlinear
Models.......................................
11.4 Practical Issues and Tips............................
11.4.1 Solutions to Goal Programming Problems.......
11.4.2 Multi-Objective Optimization.................
11.4.3 Reduction of Variables and Constraints.......
11.4.4 Solutions and Number of Basic Variables......
11.4.5 Variables with No Restriction in Sign........
11.4.6 Negative RHS.................................
11.4.7 Scaling Factors in Modelling.................
11.4.8 Linear vs. Nonlinear Relationships...........
11.4.9 Non-Smooth Relationships.....................
11.4.10 Linear vs. Integer and Nonlinear Models......
11.4.11 Rounding for Integer Solutions...............
11.4.12 Improved Initial Solutions...................
11.4.13 Variable Bounds..............................
11.4.14 Management Issues in Solution Implementation
11.4.15 Gap between Solutions and Outcomes...........
11.4.16 Nontechnical Report..........................
11.4.17 Special Cases in LP Models...................
11.5 Risk Analysis........................................
11.6 Summary..............................................
Exercises..................................................
Basic Optimization Techniques..............................
12.1 Introduction.........................................
12.2 Graphical Method.....................................
12.3 Simplex Method.......................................
12.4 Branch-and-Bound Method..............................
12.5 Summary..............................................
Exercises..................................................
Bibliography...............................................
X1U
Section IV Practical Problems
13 Models for Practical Problems I.......................... 381
13.1 Introduction............................................381
13.2 A Crop Planning Problem.................................381
13.2.1 Linear Programming Model........................382
13.2.2 Goal Programming (GP) Model................... 385
13.3 Power Generation Planning...............................387
13.3.1 Linear Programming Model........................387
13.3.2 Multi-Objective Optimization Model..............391
13.4 A Water Supply Problem..................................392
13.4.1 Linear Programming Model........................393
13.4.2 Goal Programming Model..........................394
13.5 A Supply Chain Problem................................ 395
13.6 Coal Production and Marketing Plan......................398
13.6.1 Multi-Objective Problem.........................403
13.6.2 Multi-Period Problems...........................403
13.7 General Blending Problem................................404
13.8 Summary.................................................409
References...................................................409
14 Models for Practical Problems II.............................411
14.1 Introduction............................................411
14.2 A Combat Logistics Problem..............................411
14.3 A Lot-Sizing Problem....................................415
14.3.1 Finished Product Inventory......................417
14.3.2 Raw Material Inventory..........................418
14.3.3 Total Cost Function per Year....................419
14.4 A Joint Lot-Sizing and Transportation Decision Problem..420
14.5 Coal Bank Scheduling....................................423
14.5.1 Static Model....................................424
14.5.2 Dynamic Model...................................426
14.6 A Scaffolding System....................................427
14.7 A Gas-Lift Optimization Problem.........................429
14.8 Multiple Shifts Planning................................432
14.9 Summary.................................................434
References...................................................435
15 Solving Practical Problems...................................437
15.1 Introduction............................................437
15.2 A Product Mix Problem...................................437
15.3 A Two-Stage Transportation Problem......................443
15.4 A Crop Planning Problem.................................445
15.4.1 Constraint and Variable Reduction...............448
15.4.2 Scaling the Model...............................450
15.4.3 Working with Solutions........................ 450
15.4.4 Multi-Objective Crop Planning Problem...........451
XIV
15.5 Power Generation Planning Problem......................452
15.5.1 Nlodel Vialidation..............................452
15.6 Gas-Lift Optimization 455
l5»7 SlllllUldry
Appendix-15A Crop Planning Linear Programming Model.........459
|
adam_txt |
OPTIMIZATION MODELLING
/ SARKER, RUHUL A.
: C2008
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
THE PROCESS OF OPTIMIZATION
INTRODUCTION TO MODELLING
SIMPLE MODELLING TECHNIQUES I
SIMPLE MODELLING TECHNIQUES II
MODELLING LARGE-SCALE AND WELL-KNOWN PROBLEMS I
MODELLING WELL-KNOWN PROBLEMS II
ALTERNATIVE MODELLING
SOLUTION APPROACHES : AN OVERVIEW
INPUT PREPARATION AND MODEL SOLVING
OUTPUT ANALYSIS AND PRACTICAL ISSUES
BASIC OPTIMIZATION TECHNIQUES
MODELS FOR PRACTICAL PROBLEMS I
MODELS FOR PRACTICAL PROBLEMS II
SOLVING PRACTICAL PROBLEMS.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
Table of Contents
List of Figures. xv
List of Tables. xxi
List of Mathematical Notations.xxiv
Preface.xxv
Acknowledgments.xxix
Authors. xxxi
Section I Introduction to Optimization and Modelling
1 Introduction.3
1.1 General Introduction.3
1.2 History of Optimization. 4
1.3 Optimization Problems.5
1.4 Mathematical Model. 6
1.4.1 Characteristics and Assumptions.6
1.5 Concept of Optimization.8
1.6 Classification of Optimization Problems. 11
1.7 Organization of the Book. 13
Exercises. 14
References.15
2 The Process of Optimization.17
2.1 Introduction. 17
2.2 Decision Process. 17
2.3 Problem Identification and Clarification.19
2.4 Problem Definition. 20
2.5 Development of a Mathematical Model.21
2.5.1 Measure of Effectiveness.23
2.6 Deriving a Solution. 25
2.7 Sensitivity Analysis.26
2.8 Testing the Solution.26
2.9 Implementation.27
vi
2.10 Summary.28
Exercises. .29
3 Introduction to Modelling.31
3.1 Introduction. 31
3.2 Components of a Mathematical Model.31
3.2.1 Decision Variables. 32
3.2.2 Objective Function.32
3.2.3 Constraints.32
3.3 Simple Examples. 32
3.4 Analyzing a Problem.34
3.4.1 A Nonmathematical Programming Problem.35
3.5 Modelling a Simple Problem.36
3.5.1 Defining the Variables.37
3.5.2 Objective Function. 37
3.5.3 Constraints.37
3.6 Linear Programming Model.39
3.7 More Mathematical Models.39
3.8 Integer Programming. 42
3.9 Multi-Objective Problem.45
3.9.1 Objective versus Goal. 47
3.10 Goal Programming. 47
3.11 Nonlinear Programming.49
3.12 Summary.52
Exercises.52
Section II Modelling Techniques
4 Simple Modelling Techniques I.59
4.1 Introduction.59
4.2 Use of Subscripts in Variables.59
4.3 Simple Modelling Techniques. 60
4.3.1 Additional Work Requirement in the Formulation.61
4.3.2 Variables as Fractions of Other Variables.64
4.3.3 Maintaining Certain Ratios among Different Variables. 68
4.3.4 One Constraint Is a Fraction of Another Constraint.70
4.3.5 Maxi-Min or Mini-Max Objective Function.75
4.3.6 Multi-Period Modelling. 77
4.3.7 Transforming Infeasible Solutions to Satisfactory
Solutions.79
4.3.8 Single to Multiple Objectives.81
4.4 Special Types of Linear Programming.82
4.4.1 Transportation Problem.83
4.4.2 Assignment Problem.86
4.4.3 Transshipment Problem.88
4.4.4 Project Management Problem. 91
vii
4.5 Summary.98
Exercises. .98
Bibliography. .102
5 Simple Modelling Techniques II.103
5.1 Introduction.103
5.2 Precedence Constraints. 103
5.3 Either-or Constraints. 104
5.4 K out of N Constraints Must Hold.105
5.5 Yes-or-No Decisions.106
5.6 Functions with N Possible Values.108
5.7 Mutually Exclusive Alternatives and Contingent Decisions.109
5.8 Linking Constraints with the Objective Function.Ill
5.9 Piecewise Linear Functions.113
5.10 Nonlinear to Approximate Functions.116
5.11 Deterministic Models with Probability Terms.118
5.12 Alternate Objective Functions.121
5.13 Constrained to Unconstrained Problem.122
5.14 Simplifying Cross Product of Binary Variables. 124
5.15 Fractional Programming.126
5.16 Unrestricted Variables.128
5.17 Changing Constraint and Objective Type.129
5.17.1 From to = Constraints.129
5.17.2 From to = Constraints.130
5.17.3 From to Constraints.130
5.17.4 From to Constraints.130
5.17.5 From = Constraint to and Constraints.130
5.17.6 Changing Objective Type. 131
5.18 Conditional Constraints.132
5.19 Dual Formulation. 133
5.20 Regression Model.136
5.21 Stochastic Programming.137
5.22 Constraint Programming.137
5.23 Summary.138
Exercises. .138
Bibliography. .142
References.143
6 Modelling Large-Scale and Well-Known Problems I.145
6.1 Introduction. 145
6.2 Use of the Summation (2) Sign.145
6.3 Use of the Subset (e) Sign.147
6.4 Network Flow Problems.149
6.4.1 Shortest Path Problem.149
6.4.2 Maximum Flow Problem.150
6.4.3 Multi-Commodity Flow Problem.152
viii
6.5 Knapsack Problem.154
6.5.1 Capital Budgeting Problem.154
6.5.2 Bin Packing Problem.155
6.5.3 Cutting Stock Problem.157
6.6 Facility Location and Layout.159
6.6.1 Facility Location Problem.159
6.6.2 Facility Layout Problem.161
6.7 Production Planning dnd Scheduling.164
6.7.1 Relevant Literature.165
6.8 Logistics and Transportation.167
6.8.1 Airlift Problem.167
6.8.2 Relevant Literature.168
6.9 Summary. 170
Exercises.170
References.172
7 Modelling Well-Known Problems II.177
7.1 Introduction.177
7.2 Job and Machine Scheduling.177
7.2.1 Relevant Literature.179
7.3 Assignment and Routing.180
7.3.1 Generalized Assignment Problem.180
7.3.2 Traveling Salesperson Problem.181
7.3.3 Relevant Literature on Traveling Salesperson
Problem.184
7.3.4 Vehicle Routing Problem.185
7.3.5 Relevant Literature on Vehicle Routing Problem.188
7.4 Staff Rostering and Scheduling.189
7.4.1 Staff Scheduling: A Weekly Problem.189
7.4.2 Daily Rostering Problem.191
7.4.3 Relevant Literature on General Staff Scheduling.192
7.4.4 Crew Planning/Scheduling Problem.193
7.5 Scheduling and Timetabling Problem.194
7.5.1 School Timetabling Problem.194
7.5.2 University Timetabling.196
7.5.3 Relevant Literature.197
7.6 Summary.199
Exercises.199
References.201
8 Alternative Modelling.205
8.1 Introduction.205
8.2 Modelling under Different Assumptions.205
8.2.1 A Coal Blending Problem.205
8.2.2 First Alternative Blending Model. 207
8.2.3 Second Alternative Blending Model.209
IX
8.2.4 Comparing the Two Simple Alternative Models.210
8.2.5 A Crop Planning Problem.211
8.2.6 Crop Planning Model 1. 212
8.2.7 Crop Planning Model 2 .213
8.3 Hierarchical Modelling: An Introduction.214
8.3.1 Hierarchical Modelling in a Manufacturing Context. 215
8.3.2 Aggregate Model.216
8.3.3 Family Scheduling Model.217
8.3.4 Individual Item Scheduling Model.218
8.4 Summary.219
References.220
Section III Model Solving
9 Solution Approaches: An Overview.223
9.1 Introduction.223
9.2 Complexity and Complexity Classes.223
9.2.1 Complexity of Algorithms.223
9.2.2 Complexity Classes.224
9.3 Classical Optimization Techniques.225
9.3.1 Linear Programming. 225
9.3.2 Integer Programming: The Curse
of Dimensionality.227
9.3.3 Integer Linear Program: Solution Approaches.228
9.3.4 Special Linear Programming Models.230
9.3.5 Goal Programming.230
9.3.6 Nonlinear Programming. 231
9.3.7 Multi-Objective Models.232
9.4 Heuristic Techniques.233
9.4.1 Hill Climbing.233
9.4.2 Simulated Annealing. 233
9.4.3 Tabu Search. 234
9.4.4 Genetic Algorithms.234
9.4.5 Ant Colony Optimization.235
9.4.6 Memetic Algorithms.236
9.4.7 Other Heuristics. 236
9.5 Optimization Software.236
9.5.1 LINGO/LINDO.237
9.5.2 MPL with OptiMax 2000, CPLEX,
and XPRESS.237
9.5.3 GAMS.237
9.5.4 Solver and Premium Solver.238
9.5.5 Win QSB.238
9.5.6 MINOS.238
9.6 Summary. 239
X
References. 239
Appendix-9 A LINGO: An Introduction.241
9A.1 Introduction.241
9A.2 Inputting Model in LINGO.241
9A.3 Solving the Model.243
9A.3.1 Solver Status Window.243
9A.3.2 LINGO Special Features.244
9A.4 Another Example.246
9A.4.1 Objective Function.246
9A.4.2 Constraints.247
9A.4.3 Complete LINGO Model.248
9A.4.4 Defining the Sets.249
9A.4.5 Inputting the Data.250
9A.5 LINGO Syntax.252
Appendix-9B MPL: An Introduction.253
9B.1 Introduction. 253
9B.2 Use of MPL.253
9B.3 Using Vectors and Indexes in MPL.255
9B.4 A Product-Mix Model with Three Variables.256
Appendix-9C GAMS: An Introduction.260
9C. 1 Introduction.260
9C.2 An Example.260
Appendix-9D Excel Solver: An Introduction. 264
9D.1 Introduction.264
9D.2 Solving Linear Programs with Solver.264
9D.2.1 Defining the Target Cell (Objective Function).266
9D.2.2 Identifying the Changing Cells
(Decision Variables).266
9D.2.3 Adding Constraints.267
9D.2.4 Some Important Options.269
9D.2.5 The Solution.*.270
Appendix-9E Win QSB: An Introduction.273
9E. 1 Introduction.273
9E.2 Problem Solving with Win QSB. 273
9E.3 Reference. 275
10 Input Preparation and Model Solving.277
10.1 Introduction.277
10.2 Data and Data Collection. 277
10.3 Data Type.279
10.4 Data Preparation.280
10.4.1 Data Requirements. 282
10.4.2 Data Aggregation.283
10.5 Data Preprocessing.287
10.6 Model-Driven Data versus Data-Driven Model.292
XI
10.7 Model Solving.292
10.7.1 Excel Solver.293
10.7.2 LINGO and MPL.295
10.8 Summary. 304
Exercises.304
References.308
Appendix-10A Additional Problem-Solving Using LINGO.309
10A.1 Example 4.6 (Model 4.7). 309
10A.1.1 LINGO Code.309
10A.1.2 LINGO Solution.310
10A.2 A Transportation Model. 310
10A.2.1 LINGO in Algebraic Form. 311
10A.2.2 LINGO Solution Report.311
10A.2.3 LINGO Codes (Alternative).312
10A.2.4 LINGO Solution Report (Using
Alternative Codes).312
10A.2.5 A Modified Transportation Model.313
10A.2.6 LINGO Solution Report (with Restricted
Path).314
10A.3 Example 4.14 (Model 4.15).315
10A.3.1 LINGO in Algebraic Form.315
10A.3.2 LINGO Solution Report.316
10A.3.3 LINGO Codes (Alternative Form).316
10A.3.4 LINGO Solution Report
(for Alternative Codes).317
10A.4 Example 3.6 (Model 4.1).318
10A.4.1 LINGO in Algebraic Form.318
10A.4.2 LINGO Model Statistics.318
10A.4.3 LINGO Solution.318
10A.4.4 LINGO Codes (Alternative Form).319
10A.4.5 LINGO Solution for Alternative Codes.319
10A.5 Example 5.3 (Model 5.2).320
10A.5.1 LINGO Codes.320
10A.5.2 LINGO Solution Report.321
10A.5.3 LINGO Alternative Codes.321
10A.5.4 LINGO Solution Report (for Alternative
Codes).321
10A.6 Example 5.16.322
10A.6.1 LINGO Codes.322
10A.6.2 LINGO Solution Report.322
10A.7 Example 4.11 (Model 4.12).323
10A.7.1 LINGO Codes.323
10A.7.2 LINGO Solution Report.324
10A.8 Example 5.10 (Model 5.7).324
10A.8.1 LINGO Codes.324
10A.8.2 LINGO Solution Report.325
,327
.327
.327
329
330
.331
331
332
332
333
333
.336
336
336
336
337
338
338
339
339
339
340
340
340
340
341
342
342
342
343
.344
.344
,347
347
.347
355
365
,374
375
.377
Output Analysis and Practical Issues.
11.1 Introduction.
11.2 Solutions and Reports.
11.2.1 Shadow Price.
11.2.2 Reduced Cost.
11.3 Sensitivity Analysis.
11.3.1 Changes in the Objective Coefficients.
11.3.2 Changes in* the RHS Values.
11.3.3 Changes in the Constraint Coefficients.
11.3.4 Addition of New Product or Variable.
11.3.5 Sensitivity Analysis for Integer and Nonlinear
Models.
11.4 Practical Issues and Tips.
11.4.1 Solutions to Goal Programming Problems.
11.4.2 Multi-Objective Optimization.
11.4.3 Reduction of Variables and Constraints.
11.4.4 Solutions and Number of Basic Variables.
11.4.5 Variables with No Restriction in Sign.
11.4.6 Negative RHS.
11.4.7 Scaling Factors in Modelling.
11.4.8 Linear vs. Nonlinear Relationships.
11.4.9 Non-Smooth Relationships.
11.4.10 Linear vs. Integer and Nonlinear Models.
11.4.11 Rounding for Integer Solutions.
11.4.12 Improved Initial Solutions.
11.4.13 Variable Bounds.
11.4.14 Management Issues in Solution Implementation
11.4.15 Gap between Solutions and Outcomes.
11.4.16 Nontechnical Report.
11.4.17 Special Cases in LP Models.
11.5 Risk Analysis.
11.6 Summary.
Exercises.
Basic Optimization Techniques.
12.1 Introduction.
12.2 Graphical Method.
12.3 Simplex Method.
12.4 Branch-and-Bound Method.
12.5 Summary.
Exercises.
Bibliography.
X1U
Section IV Practical Problems
13 Models for Practical Problems I. 381
13.1 Introduction.381
13.2 A Crop Planning Problem.381
13.2.1 Linear Programming Model.382
13.2.2 Goal Programming (GP) Model. 385
13.3 Power Generation Planning.387
13.3.1 Linear Programming Model.387
13.3.2 Multi-Objective Optimization Model.391
13.4 A Water Supply Problem.392
13.4.1 Linear Programming Model.393
13.4.2 Goal Programming Model.394
13.5 A Supply Chain Problem. 395
13.6 Coal Production and Marketing Plan.398
13.6.1 Multi-Objective Problem.403
13.6.2 Multi-Period Problems.403
13.7 General Blending Problem.404
13.8 Summary.409
References.409
14 Models for Practical Problems II.411
14.1 Introduction.411
14.2 A Combat Logistics Problem.411
14.3 A Lot-Sizing Problem.415
14.3.1 Finished Product Inventory.417
14.3.2 Raw Material Inventory.418
14.3.3 Total Cost Function per Year.419
14.4 A Joint Lot-Sizing and Transportation Decision Problem.420
14.5 Coal Bank Scheduling.423
14.5.1 Static Model.424
14.5.2 Dynamic Model.426
14.6 A Scaffolding System.427
14.7 A Gas-Lift Optimization Problem.429
14.8 Multiple Shifts Planning.432
14.9 Summary.434
References.435
15 Solving Practical Problems.437
15.1 Introduction.437
15.2 A Product Mix Problem.437
15.3 A Two-Stage Transportation Problem.443
15.4 A Crop Planning Problem.445
15.4.1 Constraint and Variable Reduction.448
15.4.2 Scaling the Model.450
15.4.3 Working with Solutions. 450
15.4.4 Multi-Objective Crop Planning Problem.451
XIV
15.5 Power Generation Planning Problem.452
15.5.1 Nlodel Vialidation.452
15.6 Gas-Lift Optimization 455
l5»7 SlllllUldry
Appendix-15A Crop Planning Linear Programming Model.459 |
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author | Sarker, Ruhul Amin Newton, Charles S. |
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callnumber-label | QA401 |
callnumber-raw | QA401 |
callnumber-search | QA401 |
callnumber-sort | QA 3401 |
callnumber-subject | QA - Mathematics |
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dewey-full | 658.4/0352 |
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dewey-ones | 658 - General management |
dewey-raw | 658.4/0352 |
dewey-search | 658.4/0352 |
dewey-sort | 3658.4 3352 |
dewey-tens | 650 - Management and auxiliary services |
discipline | Mathematik Wirtschaftswissenschaften |
discipline_str_mv | Mathematik Wirtschaftswissenschaften |
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spelling | Sarker, Ruhul Amin Verfasser aut Optimization modelling a practical approach Ruhul A. Sarker ; Charles S. Newton Boca Raton, Fla. [u.a.] CRC Press, Taylor & Francis 2008 XXXII, 469 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Modèles mathématiques Optimisation mathématique Mathematisches Modell Mathematical models Mathematical optimization Optimierung (DE-588)4043664-0 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 s Optimierung (DE-588)4043664-0 s DE-604 Newton, Charles S. Verfasser aut http://www.loc.gov/catdir/toc/ecip0714/2007013747.html Table of contents only LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016212729&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016212729&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Sarker, Ruhul Amin Newton, Charles S. Optimization modelling a practical approach Modèles mathématiques Optimisation mathématique Mathematisches Modell Mathematical models Mathematical optimization Optimierung (DE-588)4043664-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
subject_GND | (DE-588)4043664-0 (DE-588)4114528-8 |
title | Optimization modelling a practical approach |
title_auth | Optimization modelling a practical approach |
title_exact_search | Optimization modelling a practical approach |
title_exact_search_txtP | Optimization modelling a practical approach |
title_full | Optimization modelling a practical approach Ruhul A. Sarker ; Charles S. Newton |
title_fullStr | Optimization modelling a practical approach Ruhul A. Sarker ; Charles S. Newton |
title_full_unstemmed | Optimization modelling a practical approach Ruhul A. Sarker ; Charles S. Newton |
title_short | Optimization modelling |
title_sort | optimization modelling a practical approach |
title_sub | a practical approach |
topic | Modèles mathématiques Optimisation mathématique Mathematisches Modell Mathematical models Mathematical optimization Optimierung (DE-588)4043664-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
topic_facet | Modèles mathématiques Optimisation mathématique Mathematisches Modell Mathematical models Mathematical optimization Optimierung |
url | http://www.loc.gov/catdir/toc/ecip0714/2007013747.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016212729&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016212729&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT sarkerruhulamin optimizationmodellingapracticalapproach AT newtoncharless optimizationmodellingapracticalapproach |
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