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Integer Programming (Graduate Texts in Mathematics, 271)

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Incorporating recent developments that have made it possible to solve difficult optimization problems with greater accuracy, author Laurence A. Wolsey presents a number of state-of-the-art topics not covered in any other textbook. These include improved modeling, cutting plane theory and algorithms, heuristic methods, and branch-and-cut and integer programming decomposition algorithms. This self-contained text:



Integer Programming
 is an ideal text for courses in integer/mathematical programming-whether in operations research, mathematics, engineering, or computer science departments. It is also a valuable reference for industrial users of integer programming and researchers who would like to keep up with advances in the field.


Written for students of integer/mathematical programming in operations research, mathematics, engineering, or computer science, Integer Programming offers an updated edition of the basic text that reflects the most recent developments in the field.



LAURENCE A. WOLSEY
 is a mathematician working in the field of integer programming. He is a former president and research director of the Center for Operations Research and Econometrics (CORE) at UCLouvain in Belgium where he is Emeritus Professor of applied mathematics in the Engineering school. Table of contents Preface to the Second Edition xii


Recently a duality theory for integer programming has been developed. Here we examine some of the economic implications of this theory, in particular the necessity of using price functions in place of prices, and the possibility of carrying out sensitivity analysis of optimal solutions. In addition we consider the form of price functions that are generated by known algorithms for integer programming.



Laurence Alexander Wolsey
 is an English mathematician working in the field of integer programming. He is a former president and research director of the Center for Operations Research and Econometrics (CORE) at Université catholique de Louvain in Belgium.[1] He is professor emeritus of applied mathematics at the engineering school of the same university.


Wolsey has made seminal contributions in duality theory for integer programming, submodular optimization, the group-theoretic approach and polyhedral analysis of fixed-charge network flow and production planning models.[3]


Review by Jakub Marecek (Computer Journal) The emphasis put on mixed integer rounding and mixing sets, heuristics in-built in general purpose integer programming solvers, as well as on decompositions and heuristics using integer programming should be praised... There is no doubt that this volume offers the present best introduction to integer programming formulations of lotsizing problems, encountered in production planning. (2007)


The revised second edition of Integer Programming explains in clear and simple terms how to construct custom-made algorithms or use existing commercial software to obtain optimal or near-optimal solutions for a variety of real-world problems. The second edition also includes information on the remarkable progress in the development of mixed integer programming solvers in the 22 years since the first edition of the book appeared. The updated text includes information on the most recent developments in the field such as the much improved preprocessing/presolving and the many new ideas for primal heuristics included in the solvers. The result has been a speed-up of several orders of magnitude. The other major change reflected in the text is the widespread use of decomposition algorithms, in particular column generation (branch-(cut)-and-price) and Benders' decomposition. The revised second edition:






There was this course in many undergraduate mathematics programs called integer programming. It included Modelling, Linear Programming Primal, Linear Progra

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