Practical Mathematical Models of Optimization Problems

Practical Mathematical Models of Optimization Problems

Using Google OR-Tools

About the Book

  This book is an introduction to the art and science of optimization

  modelling.  It covers the creation and analysis of practical

  algebraic models of optimization problems.  Typical problems

  include:

  - What is the best route to go from home to work?

  - What is the best way to produce cars?

  - What is the best way to distribute groceries?

  - What is the best way to pack a container?

  - What is the best fuel to use in rocket boosters?

  - What is the best placement of transistors on a chip?

  - What is the best basketball schedule?

  

  To answers such questions, researchers and practitioners have

  established a framework into which they mold the questions,

  clarifying meaning and enforcing precision; that is a model.

  Many textbooks cover the theory behind such models, along with their

  solution techniques. This book, the product of the author's decades

  of teaching and consulting, stresses the model creation aspect;

  contrasting alternate approaches and practical variations.

  

  The text can be used as an undergraduate text or a practitioner's

  reference.  Each model is explained thoroughly and written to be

  executed.  The source code from all examples in the book is

  available, written in Python using Google's OR-Tools library.

  Web site: http://www.practicalopt.com/

  Also available is a random problem generator, useful for individual

  study or class assignements. 

About the Author

Serge
Serge Kruk

After a few wandering years studying physics, computer science,engineering and philosophy in Montreal in the seventies, the author entered the industrial world and spent more than a decade designing optimization software, telecommunication protocols and real-time controllers.

He left Bell-Northern Research, the best geek playground in Canada, tobecome the oldest student in the Faculty of Mathematics of the University of Waterloo and attach the three letters Ph.D. to his name.The intention, at first, was to return to the *real world*. But a few years misspent as mathematics and computer science instructor at Waterloo, Wilfrid-Laurier, and finally Oakland convinced him of the appeal of academia.

Since then he has wandered as far geographically as Melbourne and as far culturally as l'Ile de la Reunion, mostly teaching and consulting, with the occasional foray into research, guiding a couple of doctoral students through the painful process of dissertation.

His current research interests still bear the stamp of practicality enforced by years in industry: algorithms for semidefiniteoptimization, scheduling, feasibility and the related numerical linear algebra and analysis.

Table of Contents

Introduction

- What is this book about?

- Features of the text

- Getting our feet wet: Bacterial coexistence

Linear continuous models (LP)

- Diet problem

- Blending crude oils

- Project management 

- Minimax problems

- Absolute value problems

- Multi-stage (multi-period) models

Non obviously linear continuous models (LP)

- Maximum flow problem

- Minimum cost flow problem

- Flow problems (Transshipment)

- Shortest paths (and longest and all-pairs)

-- Critical tasks finder

- Piecewise linear functions

- Non-linear function minimization via linear approximations 

- Non-convex piecewise linear functions

- Curve fitting

Pure linear integer models (IP)

- Set Cover

- Set Packing

- Bin Packing

- TSP

Mixed models (MIP)

- Facility Location

- Multi-Commodity Flow

- All-pairs shortest paths (revisited)

- Staffing levels

- Cutting Stock

- Non-convex objective and other non-convex trickery

-- Selecting k variables out of n to be non-zero.

-- Selecting k adjacent variables out of n to be non-zero..

-- Selecting k constraints out of n.

- Staff Scheduling

- Sport scheduling

- Puzzles

-- Pseudo-chess

-- Sudoku

-- Send more money

-- Ladies and tigers

- Quick reference guide for OR-Tools MPSolver

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