Decomposition Techniques in Mathematical Programming: Engineering and Science Applications / Edition 1

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Overview

This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as engineering, operations research and applied economics graduate and postgraduate students. "Decomposition Techniques in Mathematical Programming" is based on clarifying, illustrative and computational examples and applications from electrical, mechanical, energy and civil engineering as well as applied mathematics and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides rigorous decomposition algorithms as well as heuristic ones. Practical applications are developed up to working algorithms that can be readily used. The theoretical background of the book is deep enough to be of interest to applied mathematicians. It includes end of chapter exercises and the solutions of the even numbered exercises are included as an appendix.

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Editorial Reviews

From the Publisher
From the reviews:

"A review of a large variety of optimization models where decomposition is used, and to present the available methods in a clear, illustrative, and application-oriented way. … The large number of examples and exercises with applications from economics and electrical, mechanical, energy, and civil engineering makes the book extremely valuable for people working in these areas who want to get a quick … and qualified, introduction to relevant decomposition techniques. The large number of exercises makes it attractive as a textbook … ." (K. Schittkowski, Mathematical Reviews, Issue 2007 e)

"Mathematical programming is one of the main techniques used in theoretical and applied operations research (OR). … This book is primarily oriented to the students in science and engineering. However, its material and style of presentation also make it suitable for students of business management, OR, and applied economics. … I think that this book would be valuable in the libraries of all institutions that teach advanced mathematical-programming courses … ." (A. Žilinskas, Interfaces, Vol. 37 (5), 2007)

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Product Details

  • ISBN-13: 9783642066078
  • Publisher: Springer Berlin Heidelberg
  • Publication date: 11/9/2010
  • Edition description: Softcover reprint of hardcover 1st ed. 2006
  • Edition number: 1
  • Pages: 542
  • Product dimensions: 1.14 (w) x 9.21 (h) x 6.14 (d)

Table of Contents

Motivation and Introduction.- Motivating Examples: Models with Decomposable Structure.- Decomposition Techniques.- Decomposition in Linear Programming: Complicating Constraints.- Decomposition in Linear Programming: Complicating Variables.- Duality.- Decomposition in Nonlinear Programming.- Decomposition in Mixed-Integer Programming.- Other Decomposition Techniques.- Local Sensitivity Analysis.- Local Sensitivity Analysis.- Applications.- Applications.- Computer Codes.- Some GAMS Implementations.- Solution to Selected Exercises.- Exercise Solutions.

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