Recent Developments and Future Directions in Mathematical Programming
Yugoslav journal of operations research, Tome 2 (1992) no. 2, p. 143
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
Recent advances in mathematical programming methodology have included: development of interior methods competing with the simplex method; improved simplex codes; vastly improved performance for mixed integer programming
using strong linear programming formulations; and a renewed interest in decomposition. In addition, use of vector and parallel processing have improved performance and influenced algorithmic developments. Applications areas have been
expanding from the traditional refinery planning and distribution models to include
finance, scheduling, manufacturing, manpower planning. and many other areas. We
see the acceleration of better methods and improved codes moving together with
faster, lower-cost, and more interesting hardware into a variety of application areas
and thereby opening up new demands for greater function of optimization codes.
These new functions might include, for example, more powerful nonlinear codes, decomposition techniques taking advantage of network and other problem—dependent
structures and mixed integer capability in quadratic and general nonlinear problems. Stochastic scenario programming and multi-time period problems are becoming solvable and open up applications and algorithmic challenges. The Optimization
Subroutine Library has helped to accelerate these changes, hut will have to continue
to change and expand in ways that will be touched upon in this paper.
Keywords:
mathematical programming, linear programming, mixed-integer programming, decomposition
@article{YJOR_1992_2_2_a1,
author = {Ellis L. Johnson and George L. Nemhauser},
title = {Recent {Developments} and {Future} {Directions} in {Mathematical} {Programming}},
journal = {Yugoslav journal of operations research},
pages = {143 },
year = {1992},
volume = {2},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_1992_2_2_a1/}
}
Ellis L. Johnson; George L. Nemhauser. Recent Developments and Future Directions in Mathematical Programming. Yugoslav journal of operations research, Tome 2 (1992) no. 2, p. 143 . http://geodesic.mathdoc.fr/item/YJOR_1992_2_2_a1/