Handbooks in Operations Research and Management Science, Volume 12

Handbooks in Operations Research and Management Science, Volume 12 pdf epub mobi txt 电子书 下载 2026

出版者:Elsevier Science Ltd
作者:K. Aardal
出品人:
页数:620
译者:
出版时间:2006-1
价格:197
装帧:HRD
isbn号码:9780444515070
丛书系列:
图书标签:
  • Operations Research
  • Management Science
  • Optimization
  • Mathematical Programming
  • Stochastic Models
  • Queueing Theory
  • Inventory Control
  • Simulation
  • Decision Analysis
  • Supply Chain Management
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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 group relaxations" 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.

运筹学与管理科学手册 (Handbook in Operations Research and Management Science) 第十二卷:高级优化模型与应用 图书简介 本卷深入探讨了现代运筹学与管理科学领域中一系列尖端优化模型及其在复杂现实问题中的创新应用。它汇集了该学科多位领军学者的最新研究成果,旨在为研究人员、高级学生以及工业界的决策分析师提供一个全面、深入且具有前瞻性的参考指南。 本书结构严谨,内容涵盖了从理论基础到前沿算法实践的广阔范围,尤其侧重于处理大数据、不确定性、大规模约束以及跨领域集成所带来的新挑战。本卷的每一章节都代表了特定研究方向的深度综述与最新进展,确保了内容的权威性和时效性。 --- 第一部分:大规模优化与计算挑战 本部分聚焦于处理超越传统规模限制的优化问题所必需的理论框架和计算策略。随着数据量呈指数级增长,开发高效、可扩展的算法成为运筹学的核心任务之一。 第一章:大规模线性规划与内点法的新进展 本章回顾了经典内点法(Interior Point Methods, IPMs)在处理具有数百万变量和约束的大规模线性规划(LP)问题时的局限性与突破。重点讨论了预处理技术(如稀疏矩阵技术、代数重构)如何显著提升求解器的性能。此外,还深入分析了基于IPM的并行化策略,包括分解技术与分布式内存环境下的数据管理,为超大规模供应链优化和资源分配问题提供了坚实的计算基础。 第二章:随机优化与大规模样本平均近似(SAMP) 在许多实际决策场景中,参数是随机的或只有概率分布信息。本章详细阐述了随机规划(Stochastic Programming)的框架,特别是如何利用大规模样本平均近似(Sample Average Approximation, SAA)方法将复杂的随机优化问题转化为可求解的确定性等价形式。章节着重探讨了收敛速度分析、最优性界限的计算,以及在金融风险管理和能源系统规划中应用SAA的实际案例研究。 第三章:凸优化求解器的鲁棒性与适应性 凸优化是许多工程和管理问题的基石。本章不再仅仅关注于基础的梯度下降或牛顿法,而是转向于开发针对特定结构(如低秩、分块对角线结构)优化问题的自适应算法。探讨了自适应步长选择、次梯度方法(Subgradient Methods)的改进,以及如何设计对计算误差和输入噪声具有内在鲁棒性的求解器。这对于实时决策和嵌入式优化系统至关重要。 --- 第二部分:不确定性下的决策制定 管理科学的核心任务之一是在信息不完全或存在风险的情况下做出最优选择。本部分集中探讨了处理复杂不确定性的现代工具。 第四章:鲁棒优化(Robust Optimization)的理论深化与多阶段扩展 鲁棒优化旨在找到对不确定性集合内所有可能情景都表现良好的解。本章系统地回顾了经典Box型和Ellipsoidal不确定集模型,并重点介绍了其向更具现实意义的“组合不确定性集”(如Bertsimas-Sim模型)的演进。更进一步,本章引入了多阶段鲁棒优化框架,用于解决需要按时间顺序做出决策的动态不确定系统,例如库存控制和动态定价策略。 第五章:概率约束优化与条件值风险(CVaR) 当严格确保约束不被违反不切实际时,概率约束优化提供了替代方案。本章详细阐述了如何将概率约束转化为可处理的确定性等价形式,如使用切片法(Slicing Methods)。核心内容集中在条件值风险(Conditional Value-at-Risk, CVaR)作为一种更一致、更易于优化的风险度量,及其在投资组合选择和保险定价中的应用。 第六章:博弈论与均衡分析的计算方法 在存在多个理性决策主体(如市场竞争者、多部门政府机构)的环境中,博弈论是不可或缺的工具。本章侧重于计算方法,探讨了如何使用互补性问题(Complementarity Problems)和变分不等式(Variational Inequalities)来求解纳什均衡。特别关注了网络博弈(如交通流分配)和拍卖理论中的非合作与合作博弈模型的求解算法。 --- 第三部分:高级建模范式与跨学科应用 本部分展示了运筹学工具如何与新兴技术和特定领域的复杂性相结合,形成新的混合模型。 第七章:混合整数规划(MIP)的高效求解与分支定价 混合整数规划是组合优化的核心,广泛应用于调度、设施选址和网络设计。本章超越了基础的分支定界(Branch and Bound)框架,深入研究了分支与割平面法(Branch-and-Cut)的最新改进,尤其是针对大规模稀疏问题的割平面生成策略。重点讨论了分支与价格(Branch-and-Price)方法在资源受限项目调度(RCPSP)等问题中的应用,并探讨了如何有效利用松弛问题的对偶信息来指导分支过程。 第八章:离散优化与深度强化学习的融合 近年来,运筹学与人工智能的交叉研究成果显著。本章探讨了如何利用深度强化学习(DRL)来指导传统离散优化算法的搜索过程。具体而言,讨论了如何训练智能体来学习有效的启发式规则(如选择分支变量、生成有效的割平面),从而加速NP-难问题的求解。分析了这种混合方法在动态路由问题和复杂制造流程控制中的潜力。 第九章:网络优化与大规模图论问题 网络模型是运筹学应用最广泛的结构之一。本章关注于处理具有复杂属性(如时间依赖性、动态容量)的大规模网络问题。内容包括动态网络流、弹性网络设计(考虑故障恢复)以及交通网络中的实时拥堵最小化问题。特别强调了利用图嵌入技术和高效图算法来处理超大规模网络结构的新方法。 第十章:可持续性与社会福利优化 本章将优化模型置于环境和社会责任的背景下。研究了如何将碳排放限制、资源回收率和公平性约束纳入传统的成本最小化模型中。讨论了多目标优化(Multi-Objective Optimization)在平衡经济效益与环境影响之间的权衡(Pareto前沿分析),并提出了将生命周期评估(LCA)指标整合到供应链网络设计中的优化框架。 --- 总结 《运筹学与管理科学手册》第十二卷提供了一个全面的视角,展示了该领域如何通过先进的数学建模、尖端的计算技术和对现实世界复杂性的深刻理解,继续在科学研究和工业实践中发挥核心作用。本书不仅总结了既有理论的成熟应用,更引领读者探索了未来十年运筹学可能突破的前沿领域。

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