PTI MA
MATHEMATICAL PROGRAMMING SOCIETY NEWSLETTER
I a I M 11
Mathematical
Programming
At Oberwolfach
Achim Bachem
( 1i . 1., 11. i is a small village in the
heart of West Germany's scenic Black
i.i I a hamlet better known to the com
runity of mathematicians than most of
1he larger cities of this country. The reason
is that the Mathematisches Forschungs
institut (\I ll.hiii.i,. .al Research Center), an
institute of high international reputation, is
located here at Obernll.l, I \\ alke, a part of
Oberwolfach. This institute is devoted to
oneweek research conferences and work
shops in all areas of mathematics and is
headed by Professor Dr. M. Barner of
the University of Flilulll,. The high reputa
tion of the Oberwolfach institute stems from
Ilte fact that for decades leading experts in
all fields of pure and applied mathematics
have gathered here for highly productive
research conferences. In several branches of
mathematics there are wellknown Ober
wolfachtheorems, problems, and/or solu
tions which were stated or solved at such
workshops. Those working in many classical
fields of mathematics have developed such a
liIn;: "Oberwolfach attitude" that they
return here from all parts of the world every
year or two.
There are many more branches in
mathematics than weeks in a year. Thus it is
not easy for new branches of mathematics to
become established here and to schedule a
week of the year for them.
This year from January 25 to 31, 1981
a conference on Mathematical P .m...,11in.
was held at the Mathematisches Forschungs
institut. It was directed by H. Kiinig (Saar
briiken), B. Korte (Bonn) and K. Ritter
(' ii 11il 1 who also organized the first
meeting in this series in May, 1979. A
Mathematical Programming Study based on
material delivered at this first conference
has just appeared as number 14. It was
during this first Oberwolfach Conference in
1979 that Khachiyan's method was first
MARC 1981
NUMBER 3
.OIa .... ._
Mathematisches Forschungsinstitut
brought to the attention of the scientific
community of the Western world. The
theoretical, as well as practical, conse
quences were discussed here at informal
meetings, although Khachiyan's proof was
not well understood at the time. The first
improvements were done by Gacz and
Lovasz and their paper is one of this Mathe
matical Programming Study.
For this second conference 68 partici
pants from 11 countries were invited and 45
papers were presented .... ii._ the entire
sphere of mathematical programming. One
of the main themes of the conference
was the bridging of the two main areas of
mathematical p1.I .a..l,'i"_ namely the
continuous approach including nonlinear
optimization, control theory and approxima
tion theory on the one hand and combina
torial (or discrete) optimization on the
other. 1.I ellipsoid algorithm by L..(.
Khachiyan and N. Shor served as an excel
lent vehicle for i;.i ,. both groups closer
together. But as 1,. Lovasz indicated in
his talk, the many analogies between sulb
modular functions and convex analysis seen
to be further proof that discrete and con
tinuous programmers should draw closer
together.
To page 3
PRIZES FOR MATHEMATICAL
PROGRAMMING
Committees which will select the
awardees for both the FIulkerson Prize in
1)iscrete Mathematics and the I)antzig Prize
in Mathematical Programming are now in
place, and will entertain nominations for
awardees. Such nominations should be made
to the Chairman of the respective Commit
tee or, if more convenient, to any of its
members. Each prize will he awarded to
one or more people at the Eleventh Sympo
sium on Mathematical ... i. III to be
held in Bonn, Federal Republic of (ermany,
August 2 _::, 1982.
The Chairman of the FIulkerson Prize
Committee is )r. ltonald 1,. (ralam,
(2C380, Bell Laboratories, 600 Mountain
Avenue, Murray Hill, NJ i.'i14, U.S.A.;
telephone, 201582 i,,'',i. The other mem
bcrs are Richard M\. Karp (Computer Science
Division I I I University of California,
Berkeley, U.S.A.) and .. J... I, Klee, ( I 1I,
emiatischlcs Institut, Universitact EIrliangen 
' ... ..I .. F.R.G. until July 1981; then
D)ept. Mathematics, University of Washing
To page 2
2
Prizes
ton, Seattle, I.S.A.).
According to the Fulkerson Prize
specifications: I' .... i to be eligible should
have been published in a recognized journal
during the six calendar years preceding the
year of the Congress. .... lTe prizes will be
given for single papers, not series of papers
or books, and in the event of joint author
ship the prize will be divided.
"The term 'discrete mathematics' is
intended to include graph theory, networks,
mathematical I... ....I.... applied combi
natorics, and related subjects. '. 1,,1. research
work in these areas is usually not far re
moved from practical applications, tthe
i,.I._.,,_ of papers will be chased on their
mathematical quality and significance."
The Chairman of the )anltzig IPrize
Committee is Professor Roger J.H. i . I 
(I)eparlitent of Mlatheniatics, IUniversity of
Kentucky, Lexington, Kentucky lii .r,
I U.S.A. telephone 6062588157). The
other members are E.M.1. Beale (Scientific
Control Systems, Ltd., hlli.., 1 Keynes,
l'England), John IDennis (l)ept. of Mlath.
Sciences, Rice University, Houston, L.S.A.),
and P. Wolfe (I1IM Research (Ce:ter, )1 ork
town lI eights, U.S.A.).
The )anltzig p'rize specificatiolls stale:
"The prize is intended to reward outstanding
contriblutions to the field of mathematical
programming. The contribiution(s) for which
tihe award is made must be publicly available
and may belong to any aspect of mathe
matical programming in its broadest sense.
I1, contributions eligible lor consideration
are not restricted with respect to tlhe age or
number of their authors although preferences
should be given to the singlyauthored work
of 'younger people.'"
The Fulkerson Prize is jointly adhnin
istered by the Mathematical Programminig
Society and the Americanl Mathematical
Society. and was first awarded at the Tenth
International Symposium onil Mathematical
.. ....... i at Montreal in August, 1,979.
The I)antzig Prize is jointly administered by
the, Mathematical "''i. ..... .... Society and
the Society for Industrial and Applied
kMathematies; it will 1e first awarded in
1982. P. Wolfe
news from
During the recent months, the Com
rnittee on Algorithms has achieved a number
of milestones. As reported previously in this
column, COAL had organized a conference
on "Testing and Validating Mathematical
Programming Software." That conference,
held January 56, 1981 in Boulder Colorado,
was viewed by those who attended as a
success. It brought together MP Software
users, developers, andl testers from the
Operations Research profession, as well as
other related fields, who have an interest in
developing a sound I, II,...1..1..:. for conm
paring and evaluating such software. 1 .
sessions were ;Il 'I;,_ informative, a(nd
wellattended. I 1, panel discussion on the
last day was especially provocative in that it
focused on future directions for COAL to
take in the area of MP software performance
evaluation. A ', .. .... I;i will be published,
and copies (an be obtained by writing to
Jilin M. Mulvey, School of Engineering and
Applied Science, Princeton University,
PrincetonI, N.J. 08540.
Also at that conference, a COAL
business meeting was held inll which a sub
coummittee was appointed to investigate the
possibility of creating a Central Testing
Laboratory which could serve as a focal
point for disseminating information about
codes, test problems, and testing method
ologies. II,. subcommittee will be asked to
look at questions of l..i....l; location, and
feasibility (would such an undertaking help
or mIerely create an1 unnecessary Ibureaucracy
or suplerstructure?).
Also during the business meeting, a
nominating subcommittee was appointed to
seek candidates to fill the posts of COAL
Chairman and COAL Newsletter Editor
which will become vacant at the Bonn0
meeting of II'. Another topic discussed
was that of holding another such conference
on testing methodologies. It was agreed that
another one should be l eld in a place other
than North America in 1983. Several sites
have been proposed and will be evaluated.
I'l .. were also made( for COAL Sessions to
be included in lhe Bonn meeting.
their r recent COAL activities include
the publication of COAL Newsletter No. 5,
which is being mailed as I write this, and
plans for COAL sessions at forth comiing
ORSA/ I I I.I conferences. Karla HIoffman
will be chairing a session at the Toronto
meeting, on "Testing Curve Fitting Soft
ware.
I'll close this column with the same
request with which it was closed last time. If
you are aweae of research in the develop
ment or testing of optimization software, or
of any issue that might be of interest to
COAL, please write to Karla Iloffman,
editor of the COAL Newsletter, so that we
may highlight it in the next issue. Her
address is: Center for Applied Mathematics.
National Bureau of Standards, '.'I 1il, ....
1).C. 20234.
Richard 11.1. Jackson, Chairmain
The Conmmnittee on Algorithms
CORNELL ANNOUNCES
FULKERSON LECTURE SERIES
The School of operationss iResearch
and Industrial Fnginecriing at Cornell Univer
sity is pleased to announce the establishment
of a annu a al lecture series in honor of the
late D.R. Fulkerson. \ leading figure in
network flow theory andi combinatorics,
D).Ht. Fulkerson was Maxwell lipson Profes
sor of E'ngineering at Cornell from 1971
until his death in 1976. Thle Fulkerson
Lectures will feature distinguished speakers
in all areas of operations research. The first
Fulkerson Lecturer il be George B.
pD.Itli.. Criley Professor of Transporta
tion in Operations Research and Computer
Science at Stanford University. Professor
Dantzig will speak on
Origins of Linear Programming
Energy/Edonomic Models and LargeScale
Methods
Expected Number of Steps of the Simplex
Method
on May 7 8,1' I
R.(. Bland
ClsI1~
Oberwolfach
The papers presented dealt with the
constructive equivalence of separation and
optimization, relations between submodul
arity and convexity, general duality theory,
stochastic linear i.i,.i.li,,,,inj., discrete pro
.liiian iniii with nonlinear objective functions
and dI.ri .inn; polynomial algorithms using
Newton and penalty methods. Moreover,
new results in graph theory, the theory of
polyhedra, complexity theory and theory of
algorithms for scheduling and qi'l.'n in'
problems were presented. An area of central
effort included modifications of Newton's
method for special C1 functions, line search
methods, optimality conditions for non
smooth problems and for quadratic optimiz
ation problems. According to the Ober
wolfach custom there was no rigid program,
but the schedule for each day (9 lectures per
day) were established informally the night
before.
In addition, people assembled for
evening sessions on a variety of different
topics. For instance. L. Lovasz and A.
Sehrijver gave a lecture on the recent proof
of the van der Waerden conjecture. I I.
proof was done by the Russian mathe
matician Yegorichev in 1980. The famous
van der Waerden conjecture (now a theorem)
concerns the Iii.... h, problem. The per
manent, per (A), of an nxn matrix A = (aij)
is defined by per (A) = aln(1).. nn(n)
where 7r ranges over all permutations ol
l1,...,nI Van der W aerden ..... ; .1 in
1926 that if A is doubly stochastic (i.e. A
> 0 and every row and column sum of A is
1), then per (A) > n! / nn (where the matrix
with all entries equal 1/n attains equality).
Yegorichev's proof rests upon an inequality
due to A.D. Aleksandrov (1938) and a result
of i). Loidon (1971).
A. Wierzbicki gave an informal evening
discussion "on the Kornai Cycle" which was
also used to discuss the actual economic
situation in Poland.
M. Balinski brought attention to an
address of John von Neumnann 'lI. Math
ematician") and headlined an evening
discussion: "Is Mathematical ',..,.,,,,,n;, .;
Baroque?" (In his address John von Neu
mann stated that "at a great distance front
its empirical source or after much 'abstract
ii, .... i_ a mathematical subject is in
danger of degeneration" and warns tihe
mathematician: "at the inception thl. style
is usually classical: when it shows signs of
becoming baroque, then the danger signal
is upl"). The community agreed that miatlic
m atical i. .._ ,,,,i._ has just passed its
stone age but is still far from baroque!
Wednesday afternoon was reserved for
hikes with different degrees of difficulty.
Most of the group went up the snow covered
hills and had a nice walk to the hamlet of St.
Roman where they reassembled at a cafe for
Black Forest cake and/or Black Forest
Kirschwasser. The meeting was closed with a
piano concert by Professor Spedicato on
Friday night.
Besides this series of conferences on
mathematical .,.. ii I which hopefully
will be continued in l"' ., there are ocas
.. ,, Ill. other meetings at Oberwolfach
on related topics of mathematical program
ming. In 1980, for instance, there were
weeks for mathematical game theory (J.
Rosenmiiler), optimization and optimal
control (A Auslender, W. Oettli, J. Stoer)
and for mathematics of operations research
(I1. K:'.;. K. Neumann). Thus mathematical
,,,i....1... I,,, has become established at
Oberwolfach.
There are (at least) two characteristic
features of this institute which give it an
individual and personal atmosphere. First
there is the custom that every participant is
seated for lunch and dinner at some round
table by a random choice (due to a random
distribution of napkins by the kitchen
personnel). Thus everybody has a chance to
get acquainted and after a few days most
participants know each other. Naturally,
mathematicians do not want a chance to
play a role but want to optimize this seating
procedure! Thus at a graph theory meeting
in 1967 G. Ringel formulated the now well
known "Oberwolfach problem" as follows:
"Is it possible to seat an odd number 2n+l
of people at s round tables TI, T2, ...,Ts
(where Ti can accommodate exactly ki
> 3 people and Eki = 2n+l) for m differ
ent meals so that each person has every
other for a neighbour exactly once?" The
problem is equivalent to decomposing the
complete graph K2n+l into isomorphic
edgedisjoint 2factors and includes both the
classical problem of decomposing K(2n+1
into Hamiltonian circuits and also the so
called "Kirkman schoolgirl problem." Sev
eral authors gave solutions for special
cases, but the problem remains open in
general. Thus the distribution of napkins at
Oberwolfach is still done by the kitchen
personnel.
The Institute is perfectly equipped for
its job. Besides excellent lecture facilities,
good accommodations and a good library
there are pleasant game rooms, music rooms,
To page 4
OPTIMIZATION DAYS 1981
May 1314, 1981
University of Quebic, Montreal
1.. .11. ',; the tradition of eight
previous meetings, the conference is being
organized by six academic institutions in
Montreal. The conference is sponsored by
the MPS, CAMS, IEEE Control Systems
Society and SIAM. It will be followed by
the second annual meeting of the Canadian
Applied Mathematics Society, May 1415.
Abstract deadline was January 31,
1981. Registration fee is :ii before April
15, : Il after April 15 and $3 for students.
Direct inquiries to the C I.i I....I ,
Professor Eil. G;alperin
Department of Mathematics
University du Queb ie a MontrUal
P.O. Box 8888, Station"A"
Montreal, Qucbc, Canada
Telephone (514) 2823221
New Letters Journal Announced
Northllolland Publishers has an
nounced a new journal, OPERATIONS
RESEARCH LETTERS, which will feature
short articles and rapid publication. Articles
will be limited to four double column
printed pages and will be published within
three months of submission. The Editor is
George L. Nemhauser (Cornell). The airm of
the journal, the first of its type in the ()R
field, is to provide research ers and practi
tioners timely access to new developments.
Papers may be published which are part of a
larger study that will later be a fulllength
paper in another journal.
Empirical and computational results
will be published, as well as (substantiated)
outlines of new theoretical results. For
further information, including instructions
to authors, contact:
North Holland Publishing Company
P.O. Box 211, Amsterdam, The Netherlands
52 Vanderbilt Ave, New York, NY 10017
OPTIMA
Newsletter of the Mathematical I'i'.
mning Society
Donald W. learn, Editor
Achim Bachem, Associate Editor
Published by the Mathematical Programming
Society and Information Services (of the
College of fi,_; ... ,i;i University of Florida.
Composition by Lessie McKoy, and Mech
anical Production by Dick Dale.
Oberwolfach
etc. Thus in the evening participants group
together to enjoy the ii .. Hli: atmosphere of
the house. This is the second unique feature
of "Oberwolfach".
The Mathematisches Forschungs
institute has an interesting history which is
strongly interwined with the life of its
founder, Professor Dr. W. Siiss. His wife
Irmgard Siiss has written a nice booklet
about the Il..iiimin. of tie Mathematical
Research Institute at Oberwolfach which she
presented at the dedication of the new
building of the Institute in 1967. Let us
mention a few highlights.
In the beginning the Institute was
known simply by the name of the house
"Lorcnzenhof". The name originally be
longed to a farm in the valley below, where
there is now a sawmill. When the farm
went bankrupt in 1905 ownership changed
several times until in 1942 the Baden Min
istry of Education bought the site and
established a fund ( I'! , Ih. i Katholischer
Schulfond") for its maintenance. The site
was considered as a possible appendage of
Freiburg University where at that time
Professor Siiss held the position of Univer
sity Rector. But finally other forces pre
vailed and Lorenzenhof was added to the
teacher training college of Rippoldsau.
In 1942/43, the National Research
Council (NRC) (Reichforschungsrat) was
founded and Siiss managed to have basic
research declared to be of military import
ance. When the NRC created a circle for
mathematical research in the Department
of Physics (Fachsparte Physik), Siiss was
asked to accept the position of leadership in
this field.
Already for some time Siiss had
thought it desirable to create a central
international institute for mathematics. The
fact that he just received an offer of a
Professorship from Gittingen while serving
as President of the German Mathematical
Society (DMV) and Rector of the University
of Freiburg gave him the leverage to set his
project in motion. In 1944. the Baden
Ministry of Education offered him the
Lorenzenhof as an appropriate place for the
institute and in September 1944, Kneser,
Sperner and Siuss met at Oberwolfach for a
kind of founders session. In the beginning
there was much coming and ;*.;. between
Freiburg and Oberwolfchl. During university
summer vacation many mathematicians from
Freiburg stayed at Iorenzenhof and held
colloquia there. To page 5
10th IFIP CONFERENCE ON SYSTEM
MODELING AND 01'l\1T/ \ I'ON
August 31 to September 4, 1981
New York City
The aim of this conference is to
discuss recent advances in the mathematical
representation of _;n.i 1,_ socioteclnical
and socioeconomic systems as well as in the
optimization of their performance. Topics
include mathematical ...,.i.iiiiii iui com
binational optimization, optimal control
and computational ,.,,,...I i.',. The confer
ence will be composed of invited as well as
contributed papers in 15 minute presenta
tions. A Conference Proceedings will be
published. The conference language is
English.
Abstract deadline was February 15,
1981 with notice of acceptance by April 30,
1981. J. Stoer is chairman of the
International Program Committee and R.F.
Drenick and F. Kozin are cochairmen of the
Conference Organizing Committee. For
further information, contact 10th IFIP
Conference, Polytechnic Institute of New
York, 333Jay .. I, Brooklyn, N.Y. 11201,
U.S.A. Telephone (212) 1.1 :2:i
Advanced Study Institute
THEORETICAL APPROACHES TO
SCHEDULING PROBlii.EMS
July 16 19, 1981
Durham, England
Tile institute is sponsored by the
NATO Advanced I.Il, Institutes Progranm
me and Systems Science Panel, by The
Institute of Mathematics and Its Applica
tions, and by the Mathematisch Centruim,
Amsterdam. Lecturers include M.A.H.
Dempster, E.Gelenbe, E.L. Lawler, J.K.
Lenstra, A.H.G. Rinnooy Kan (Program
Committee), E.G. Coffman, Jr., M.L. Fisher,
J.C. Gittins, S.M. Ross, L.E. Schrage and G.
Weiss.
Further information can be obtained
from J.K. Lenstra and A.H.G. linnooy Kan,
c/o Econometric Institute, Erasmus Univer
sity, P.O. Box 1' .::, 3000 I)R Rotterdam,
The Netherlands.
FACULTY POSITIONS AVAILABLE
School of Industrial and Systems Engineering
Georgia Institute of Technology
The School of Industrial and Systems
Engineering at Georgia Tech invites applications
for faculty positions. Individuals with interests in
areas such as mathematical programming,
operations research, human factors, uses of mini
computers in manufacturing processes, ware
housing and location are encouraged to apply.
Several openings are available and appointments
may be made at a rank commensurate with the
individual's record. Georgia Tech is a major educa
tional and research institution and faculty mem
bers are expected to contribute in both research
and undergraduate and graduate educational
programs. Applicants should possess the Ph.D. in
Industrial Engineering, Operations Research, Statis
tics or related fields. Interested individuals should
submit their resume to: Director, School of Indus
trial and Systems Engineering, Georgia Institute of
Technology, Atlanta, Georgia 30332. Georgia
Tech is an Equal Opportunity/Affirmative Action
Employer.
FACULTY POSITIONS AVAILABLE
University of Florida
Department of Industrial and Systems Engineering
The University of Florida, Department of
Industrial and Systems Engineering, invites applica
tions for two tenure track positions. Applicants
must have an earned doctorate in Industrial
Engineering, Operations Research, or a related
discipline, and a strong commitment to teaching
and research. Candidates should have a strong
background in the application of mathematics and
statistics to problems in industrial engineering,
operations research, and/or statistical decision
theory. Possible areas of emphasis include, but are
not limited to: theory and design of production
and distribution systems; applications of systems
theory and decision theory in engineering; and
resource allocation :..... .ii... These positions are
in association with the University of Florida Center
for Econometrics and the Decision Sciences. A
strong minor interest in economics is desirable.
Rank and salary of these openings will be
commensurate with the applicant's experience
and background. Applicants for a senior level
position must have demonstrated the ability to
carry on a strong independent research program.
Send detailed resume, with names and
addresses of three or more references to: Chair
man, Faculty Search Committee, Department
of Industrial and Systems Engineering, University
of Florida, Gainesville, FL 32611. Applications
for a January, 1982 appointment, must be received
by May 1, 1981.
The University of Florida is an Affirmative
Action/Equal Opportunity Employer.
Oberwolfach
After the war, Mr. Wolileb, a friend of
Suss, m.m.i.I:.d to have the I..., iInIil of
SouthBaden assume responsibility for rental
of the house instead of tle no longer exis
lent German government. So tilhe life of
tlie institute continued and as time passed
mathematicians came to Oberwolfach from
all over the world for meetings and study
vacations. The international reputation
started to bloom late in the summer of 1946
when Charles Elresmann frontm >I..lii'.
le.i/ Hopf from Ziirich, Henri Cartan from
Paris, and Hadwiger and Stiefel from Bern
and Zilrich visited Oberwolfach. From then
on the Guests Book vividly shows the
gradual increase in the number of visitors of
all nationalities. In 1966 the "Volkswagen
wertIillnii'' built the new building we
have today. Credit for the international
reputation which Oberwalfach enjoys today,
also goes to Professor Barner, the current
Director who has continued the ideas of Siiss
and the traditions of the Institute.
I participants of the Mathematical
I'i... 111in.... meeting were: J.M. Abadie
(Paris), A. Auslender (Aubierc), A. Bachemi
(Erlangen), E. Balas (Klln), M.L. Balinski
(Paris), M.J. Best (Waterloo), B. Brosowski
(Frankfurt), R.E. Burkard (I..11.;, A.R.
Conn (Waterloo), W.H. Cunningham (Ontar
io), B. Iejon (Erlangen), L.C.W. Dixon
(Hertfordshire), J. i h. i (Stuttgart), J.
Fonlupt ((renoble), D. Goldfarb ( '.
York), A. Goldstein (Seattle), B. Gollan
(\\ ;i Ii.. If Griewank (Cambridge), M.D.
Grigoriadis (\. Brunswick), M. (Grtschel
(Bonn), R. Henn (Karlsruhe), M.R. Hes
tenes (los Angeles), P. Iluard (Clanmart),
IE.. Jolinson (Yorktown leiglts and Bonn),
C. King (Stuttgart), W. Kno;del (Stuttgart),
II. Kniiig (Saarbrucken), B. Korte (Bonn),
W. Krabs (Darmstadt), I). Kraft (Oberpfaf
fcenhofen), C. Lemareclial (Le ( 1.1, ), F.
Lempio (Bayreuth), J.K. Lenstra (Amster
dam), T. M. Liebling (Lausanne), L. Lovfisz
(Szeged), 0.1L. Mangasarian (1I I...... 1,.
McLinden (Urbana), K. Mehlllorn (Saar
briicken), D. Naddef (Grenoble), G. Neim
hauser (Ithaca), K. Neumann (Karlsruhe), W.
)ettli (Mannheim), M. :' .il.. (I.e
( li. i.. ), D. Pallaschke (St. Augustin), M.
Plummner ('....h II. and Bonn), M.J.D.
Powell (Cambridge), A 'Pr(kopa (Budapest),
W. Pulleyhlank (Calgary and Bonn).
A.II.G. Rinnooy Kan (Rotterdam), K. hitterr
(Stuttgart), S. Rolewicz (Warszawa), S.
Schaible (Alberta), .B. Schnlabel (Boulder),
R. Sclhrade (Bonn), A. Schrijver (Aimster
dam), D).I I1 .I ... (Arizona), E. Spedicato
(Bergamno), J. Stoer (\\ ;i. n._ i, M.J. Todd
(Cambridge), P. Tonit ( .... L.E. Trotter
(Itllaca), W. Vogel (Bonn), II. Werner
(Born), A Wierzbicki (Laxenburg), I.A.
Wolsey (louvainlaNeuve), I'. Young (Lax
i i... ), i. Zimmermann (K'iln), Zowe
(Bayreuth).
SECOND
MATHEMATICAL PROGRAMMING
SYPMOSIUM IN JAPAN
October 1920, 1981
Kyodai Kaikan, Kyoto, Japan
This symposium will consist of
sessions in Linear and Nonlinear Program
ming chaired by Kaoru Tone, Multiobjective
Optimization chaired by Nobuo Sannomiya,
and Applications chaired by Tatuso
Aonuma. Participation from abroad will be
welcome. Contact a session chairman or the
Chairman of the Executive Committee:
Prof. Toshihide Ibaraki
Department of Applied Mathematics and
Faculty of Engineering
Kyoto University, SakyoKu, Kyoto,
Japan 606
SIAM CO \ I. i.. [l NCE ON THE
APPLICATIONS OF DISCRETE
MATHEMATICS
June 10 20, 1981
Rensselaer Polytechnic Institute
Troy, New York
C( li. i of the conference are to
critically examine recent applications of
discrete mathematics, to review recent
developments in discrete mathematics that
have potential applications, and to identify
problems that have to he solved to enhance
the application of discrete techniques. I i.
conference immediately follows tihe three
day SIAM National Meeting at the same site.
Invited speakers include Vasek Clhvatal,
(.11I 1li), John Edmunds, (Waterloo), Peter
L. Hammer, (\\.1,. I.... Richard A. Karp,
(Berkeley) and George L. Nemhlauser,
(Cornell). Keynote speaker is Alan Goldman,
Department of Mathematical Sciences, Johns
Hopkins University.
Authors of contributed presentations
are invited to submit their full paper manu
scripts for consideration by the Conference
Committee, for inclusion in the proceedings
of the conference, wlich will be published as
a special issue of SIAM Journal on Algebraic
and Discrete Methods.(The abstract deadline
was .ii .. 2.) Full papers must he submitted
prior to, or at the conference, and these will
be subject to SlAM's standard refereeing
process.
Conference Organizing Committee:
Ronald L Graham, Bell Laboratories; Daniel
J. Kleitman, Massachusetts Institute of
TI ... 1,... Fred S. Roberts (Chairman),
Rutgers University.
Advance registration material will be
available in May 1981. For additional
information, contact Mr. H.B. Hair, SIAM,
117 South 17th Street, l'ii.i..1. 11.i ., PA
19103. Telephone (215) 564 ,' ,i.
Announcing
XIth International Symposium on Mathematical Programming
August 2327, 1982
.' ,II be organized by the Institut flir Okonometrie und Operations
Research and the Sonderforschungsbereich 21 (DFG) of tile Reininische
Fr. .i. I 1 I I.11,. Iii, I itersitat Bonn.
All inquiries should be addressed to: Math Prog. Secretariat, Institut
fur Operations Research, Nassestrasse 2, D5300 Bonn 1, W. Germany.
Achimn Bachem Bernard Korte
Martin Grotsclel Chairman
CoChairman Program Conmmittee
Organizing Chairman
Technical Reports & Working Papers
UNIVERSITY OF MARYLAND
Department of Management Science & Statistics
College of Business and Management
College Park, MD 20742
B. Stewart and B. Golden, "Computing E ffective Subscriber Bus
Routes," WP80002.
B. Golden and R. Wong, "Capacitated Arc Routing Problems,"
WP80003.
A. Assad, "Solving Linear Multicommodity Flow Problems,"
WP80004.
W. Widhilm, "Extensions and 1 1( ..a .r... of Linear Goal Program
ming Models," WP80005.
L. Brodin and B. Golden, "' 1.l.,t l.... in Vehicle Routing and
Scheduling," WP80006.
B. Golden and L. Bodin, "Network Analysis,"WP80007.
S. Gass, "Linear Programming: A Review for the Encyclopedia of
Statistical Sciences," WP80008.
A. Assad, "A Class of Train . I..tl/1... Problems," WP80009.
L. Levy, B. (olden and A. Assad, "The Fleet Size and Mix Vehicle
Routing Problem, WP80011.
A. Assad, M. Ball, L. Bodin and B. Golden, "Combined Distribution
Routing and Scheduling In A Large Commercial Firm," WP80013.
T. Sexton and L. Bodin, "The Single Vehicle Many to Many Rout
ing and Scheduling Problem with Desired Delivery Times," WP80014.
E. Baker, L. Bodin and M. Fisher, "The Development and Imple
mentation of A Heuristic Set Covering Based System For Air Crew Sched
uling, "WP80015.
B. Golden, L. Levy and R. Dahl, "Two Generalizations of the
Traveling Salesman Problem," WP80016.
UNIVERSITY OF PITTSBURGH
Graduate School of Business
Pittsburgh, PA 15260
Jerrold II. May, "Linearly Constrained PseudoNewton Method,"
WP360.
George Kimeldorf, Jerrold II. May and Allan R. Sampson, "Con
cordant and Discordant Monotone Correlations and their Evaluation
by Nonlinear Optimization," WP412.
UNIVERSITY OF SOUTHAMPTON
Faculty of Mathematical Studies
Highfield, Southhampton, S09 5NH
England
W. Forster, "On a New Convergence Criterion for Pivoting Algo
rithms Derived from the Ilopf Conjecture and Utilizing a Novel Theorem
by E. Sperner," Preprint No. 53.
STANFORD UNIVERSITY
Department of Operations Research
Stanford, CA 94305
Richard W. Cottle and Richard E. Stone "On the Uniqueness of
Solutions to Linear Complementarity Problems," Report 8010.
Richard W. Cottle, "Minimal Triangulation of the 4Cube," Report
8023.
James C. Bean, "An IAdditive Algorithm for the Multiple Choice
Integer Program," Report 8026.
GEORGIA INSTITUTE OF TECHNOLOGY
Atlanta, GA. 3332
C.E. Blair and R.G. Jeroslow, "The Value Function of an Integer
Program," W.P. series M.S. 805, College of Management.
G.E. Monahan, "Optimal r..i ii,,. in a Partially Observable, Binary
valued Markov Chain with Costly Perfect Information," M.S. 809, College
of Management.
G.E. Monahan, "Optimal New Product Advertising," M.S. 808,
College of Management.
G.E. Monahan, "A Survey of Partially Observable Markov Decision
Processes: Theory, Models, and Algorithms," M.S. 807, i ..II .. of Manage
ment.
K.T. Phelps with C.J. Colbourn, M.J. Colbourn and V. Rodl, "Col
oring Steiner Quadruple Systems," School of Mathematics.
II.D. Sherali and C.M. Shetty, "A Finitely Convergent Procedure for
Facial I'r,.,.i.n.. Programs," J8019, School of Industrial and Systems
Engineering.
H.D. Sherali and C.M. Shetty, "I.,...... i.... Programming, Poly
hedral Annexation Techniques, and Nondominated i,,t .. ,, .* Cutting
Planes," J7928, School of Industrial and Systems Engineering.
M.J. Sobel, "Ordinal Sequential Games," M.S. 803, College of
Management.
M.J. Sobel, **",..,, ....,..... Markov Decision Procsesses," M.S. 8010,
College of Management.
J.E. Spingarn, "On Optimality Conditions for Structured Families
of Nonlinear Programming Problems," School of Mathematics.
UNIVERSITY OF FLORIDA
Center for Econometrics and Decision Sciences
Gainesville, FL 32611
Antal Majthay, "Smooth Sturctures in a Matrix Space," )D14.
UNIVERSITY OF CLERMONTFERRAND II
Complexe Scientifique des Cezeaux
Department de MathImatiques Appliquies
Boite Postale no 45
63170 AUBIERE
France
A. Auslender, "A Method for Linearly Constrained Minimization
Problems."
A. Auslender, "Theorem of Constant Rank for Lipschitzian Maps
and Applications in Optimization Theory."
A. Auslender, "I...Int,,,i. for Computing Points that Satisfy
Second Order, .. ..... Conditions."
J.P. Crouzeix, "About Differentiability of Quasiconvex Functions."
J.P. Crouzeix, "Sur l'existence de la D6rivee des Fonctions
Quasiconvexes."
J.P. Crouzeix, "Some Differentiability Properties of Quasiconvex
Functions."
J.P. Crouzeix, "A Review on Continuity and Differentiability
Properties of Quasiconvex Functions on Rn. "
J.B. HiriartUrrnty, "Lipschitz rContinuity of the Approximate
i,t .itll . "
J.B. IiriartUrruty, "On eSubdifferential Calculus."
J.B. HiriartUrruty, "Characterizations of the Plenary Hull of the
Generalized Jacobian Matrix."
TECHNICAL REPORTS &
WORKING PAPERS....
STANFORD UNIVERSITY
Systems Optimization Laboratory
Department of Operations Research
Stanford, CA 94305
B.C. Eaves and R.M. Freund, "Optimal Scaling of Balls and Poly
hedra," Sol 8022.
Greg Dobson, "Worst Case Analysis of Greedy Heuristics for Integer
Programming with Nonnegative Data," Sol 8025.
Philip E. Gill, Walter Murray, Michael A. Saunders and Margaret H.
Wright, A Numerical Investigation of Ellipsoid Algorithms for Large
Scale Linear Programming," Sol 8027.
UNIVERSITY CATHOLIQUE DE LOUVAIN
Center for Operations Research & Econometrics
34 Voie Du Roman Pays.
1348 LouvainLaNeuve
Belgium, 010/41.81.81
Z. 1..i,, !._ "A Positive Recurrence Criterion Associated with Multi
Dimensional Queucing Processes," DP7903.
F. Cole, J. Ecker, W. Golhet, Y. Smeers and F. Van Assche, "Rev
ersed Geometric Prograrnming: A BranchandBound Method Involving
Linear Subproblems," DP7909.
Z. Rosberg, "A Note on the Ergodicity of Markov Chains, DP7912.
S. Olivieri and Y. Smeers, "Water Quality Management with Non
linear Dynamic Ecological Model" DP7916.
J. Vail, "Sets whose Normals .1i a Global Iipschitz Property,"
DP7926.
M. Marchand, S. Proost and E. Wilberz, "A Model of District
Heating Using a Combining IHeat and Power Plant," DP7929.
Y. Smeers and D. Tyteca, "On the Optimal Location of Wastewater
Treatment Plants," DP7933.
L.A. Wolsey, "Decomposition Algorithms for General Mathematical
Programs," D P7940.
T.L. Magnanti and R.T. \ ..,., "Accelerating Benders Decompos
ition: Algorithmic Enhancements and Model Selection Criteria," DP8003.
J.K. Ho and E. Loute, "An Advanced Implementation of the
I'.,,,:. Il..0. Decomposition .it .,, iii for Linear Programming,"
DP8014.
W.L. Hsu, "On the General Feasibility Test of Scheduling Lot
Sizes for Several Products on One Machine," DP8017.
J. Vial, i .. .. Convexity of Sets and Functions," DP8018.
L.W. Wolsey, "Maximising RealValued Submoidular Functions:
Primal and Dual Heuristics for Location Problems," DP801 9'.
G. van der Laan and A..J.. Talman, "i I,. .. Rules and Orient
ation: On Sperner's Lemma and Brouwer Degree," DP8023.
c<1\
Journal/ & /tudiel
Richard W. Cottle has announced the ..II.... i. contents of
Mathematical Programming, Volume 20, Numbers 1 and 2:
VOLUME 20 No. 1
S. P. Han, "Variable Metric Methods for Minimizing a Class of
Nondifferentiable Functions."
D. de Werra, "On Some Characterizations of Totally Unimodular
Matrices."
K.L. Hoffman, "A Method for Globally Minimizing Concave Func
tions Over Convex Sets."
G. van der Laan and A.J.J. Talman, "A Class of Simplicial Restart
Fixed Point Algorithms Without an Extra Dimension."
J. Hald and K. Madsen, "Combined LP and QuasiNewton Methods
for Minimax Optimization."
JS. Pang and P.S.C. Lee, "A Parametric Linear Complernentarity
Technique for the Computation of Equilibrium Prices in a Single Commod
ity Spatial Model."
S.R. Mohan, "Degenerate Complementary Cones Induced by a'
Matrix."
F. S. Sisser, "Elimination of Bounds by Transforming Variables."
VOLUME 20 No. 2
D.F. Karney,"Duality Gaps in ..... I.,f'ln. Linear Programming
An Approximation Problem."
M.J. D. Powell, "A Note on QuasiNewton Formulae for Sparse
Second Derivative Matrices."
J.S. Pang, "An Equivalence Between Two Algorithms for Quadratic
Programming."
M.E. Posner and C.T. Wu, "Linear MaxMin Programming. "
L.A. '***I "Integer 1. ....u.,... Duality: Price Functions and
Sensitivity Analysis. "
A. Stachurski, "Superlinear Convergence of 1.. .. ..'.s 0OClass of
Methods."
D. Slow, "Hlomeomorphisms of Triangulations with Applications
to Computing Fixed Points."
W.L. Ilsu, Y. Ikura and G.L. Nemhauser, "A Polynomial Algorithm
for Maximum Weighted Vertex Packings."
H. Groflin and T.M. Liebling, "Connected and l. ...,,... Vectors:
Polyhedra and Algorithms."
J.K. Ho and E. Loutc, "A Set of Staircase Linear Programming Test
Problems."
This public documents was promulgated at a cost of 1.', 15 or .I ii per copy to inform rc
searchlers in mathematical programming of recent research results.
MPS
CALENDAR
1981
March 1620: "Optimization: Theory & Algorithms", Confolant (Miremont, PuydeD6me) France,
coorganized by J.B. HiriartUrruty, W. Oettli, and J. Stoer. For information and registration
contact one of the organizers. Data for Professor HirriartUrruty are: D6partement de
Math6matiques Appliqu6es, Universit6 de ClermontFerrand II, B.P. 45, 63170 Aubiere;
Telephone (73) 264110.
April 68: "International Congress on Mathematical Programming", Rio de Janeiro, Brazil. Contact:
Professor Milton Kelmanson, Caixa Postal 1507 CEP 20100, Rio de Janeiro, R.J., Brazil.
Sponsored by Sociedade Brasiliera de Pesquisa Operacional and the MPS.
May 1314: "Optimization Days", Universit6 du Quebec a Montr6al. Contact: Professor Efim
Galperin, D6partement de math6matiques, Universit6 du Qu6bec a Montr6al, C.P. 8888 Succ.
"A", Montreal, Oudbec, Canada H3C 3P8; telephone 5142823221. Sponsored by the
Canadian Applied Mathematics Society, the IEEE Control Systems Society, SIAM, and the
MPS.
May 2122: "Third Symposium on Mathematical Programming with Data Perturbations", The George
Washington University, Washington, D.C., U.S.A. Deadline for submission of abstracts, 1
March 1981. Contact: Professor Anthony V. Fiacco, Department of Operations Research,
School of Engineering and Applied Science, The George Washington University, Washington,
D.C. 20052, U.S.A.; telephone 2026767511.
June 1012: "Conference on the Applications of Discrete Mathematics", Rensselaer Polytechnic
Institute, Troy, New York, U.S.A. (a SIAM Special Conference, immediately following the
SIAM National Meeting in Troy June 810). Deadline for abstracts of contributions, 2 March
1981. Contact: Mr. H.B. Hair, SIAM, 117 South 17th Street, Philadelphia, PA 19103,
U.S.A.; telephone 2155642929.
July 1324: "NATO Advanced Research Institute on Nonlinear Optimization", Cambridge, England.
Contact: Professor M.J.D. Powell, Department of Applied Mathematics and Theoretical
Physics, University of Cambridge, Silver Street, Cambridge CB3 9EW, England. Sponsored
by the MPS.
July 2024: "Eighth British Combinatorial Conference", Swansea, England. Contact: A.D. Keedwell,
Department of Mathematics, University of Surrey, Guildford, Surrey GU2 5XH, U.K.
July: "Stochastic Pr._.iiunin" ', Budapest, Hungary. Contact: Bolyai Janos Mathematical Society,
Budapest VI, Anker kov 13, I. Em. III, Hungary.
August 2428: "C081: Conference on Combinatorial Optimization", Sl;ili._. Scotland. Contact:
Professor L. Wilson (C081), Department of Computing, Stirling University, Scotland, U.K.
August 31September 4: "Tenth IFIP Conference on System Modeling and Optimization", New York
City, U.S.A. Deadline for submission of abstracts, 15 February. Contact: 10th IFIP Confer
ence, Polytechnic Institute of New York, 333 Jay Street, Brooklyn, NY 11201, U.S.A.;
telephone 2126432305.
October 1920: Second Mathematical Programming Symposium Japan, Kyoto, Japan. Contact:
Professor Toshihide Ibaraki, Department of Applied Mathematics and Physics, Faculty of
Engineering, Kyoto University, Sakyoku, Kyoto, Japan 606.
October 1922: "International Symposium on Optimum Structural Design" (Eleventh Naval Structural
Mechanics Symposium), Tucson, Arizona, U.S.A. Contact: Dr. Erdal Atrek, Dept. of Civil
Engineering, Building 72, University of Arizona, Tucson, AZ 85721, U.S.A.
1982
August 2328: Eleventh International Symposium on Mathematical Programming in Bonn, Federal
Republic of Germany. Contact: Institut fir Okonometrie und Operations Research LUniversitat
Bonn, NassestraiBe 2, 5300 Bonn 1, Federal Republic of Germany; Telex '.,..1' 7 unibo b,
Telephone (02221) 739285. Official triennial meeting of the MPS. (Note: The International
Congress of Mathematicians will be held August 1119 in Warsaw, Poland.)
THIRD SYMPO'C;II ON
MATHEMATICAL PROGRAMMING
WITH DATA PERTURBATIONS
May 2122, 1981
The George Washington University
Washington, D.C., U.S.A.
II,. abstract deadline was 1 March,
1981. Direct all inquires to:
Professor Anthony V. Fiacco
Department, of Operations Research
School of Engineering and App lied Science
ThIe (eorge Washington University
Washington, ).C. 1'iiI ,1
('i') 6767511,
Symposium Organizer:
Professor Anthony V. Fiacco
The Institute of M.iI..,. .. n.i Science
and Engineering and the Department of'
Operations Research, School of Engineering
andl Applied Science, The George Washing
ton University, will sponsor the Thirdl
Symposium on Mathematical Programming
with Data Perturbations at the University's
Marvin Conference Center on Thursday andi
Friday, 21 and 22 May 1981. This sympo
sium is designed to bring together practi
tioners who use mathematical programming
optimization models and who have to deal
witl questions of sensitivity analysis, with
academic and other research workers who
are developing tools applicable to these
problems.
CREST Summer School
June 1526, 1981
Bergamo, Italy
A (CREST summer f school on "Design
of Numerical Algorithms for Parallel Proc
essing" will be held at the University of
Bergamo, Italy, June 1526, 1981. Inquiries
to:
Enrico Cavalli
Instituto Di Matematica
Istituto Universitario l)i Bergamo
Via Salveeccio, 19
24100 Bergamo, Italy
SYMPOSIUM ON NETWORK FLOWS
August 9 14, 1981
The Johns Hopkins University
Baltimore, Maryland
This symposium is sponsored by the
Johns Htopkins University Department of
Mathematical Sciences and( the Johns llop
kins Press as the fifth I)istinguished Lecture
Series in the Mathematical Sciences. Prin
cipal speaker I)arwin Klingman will deliver a
series of instructional lectures on optimiza
tion algorithins and data structures for
network flow problems. Other invited
and contributed papers to be arranged; some
travel/subsistence support possible. For
information contact Alan J. (;oldman,
Matihematical Sciences D)epartment, The
Johns Hlopkins University, Baltimore, MD
21218.
A.J. Goldlman
THE MATHEMATICAL PROGRAMMING SOCIETY
ENROLLMENT
I hereby enroll as a member of the Society for the calendar year 1981.
PLEASE PRINT: Name
Mailing address
My subscription to Maltheimatical Programming is for my personal use and not for the benefit of any library or other institution.
Signed
The dues for 1981 are:
42 Dollars (U.S.A.)
17.5 Pounds (U.K.)
69 Francs (Switzerland)
176 Francs (France)
76 Marks (Fed. Rep. Germany)
82 Guilders (Netherlands)
Please send this application with your dues to:
The Mathematical Programming Society
% The International Statistical Institute
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IL~
grrs~~
