Title: Optima
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Title: Optima
Series Title: Optima
Physical Description: Serial
Language: English
Creator: Mathematical Programming Society, University of Florida
Publisher: Mathematical Programming Society, University of Florida
Place of Publication: Gainesville, Fla.
Publication Date: November 1982
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Bibliographic ID: UF00090046
Volume ID: VID00008
Source Institution: University of Florida
Holding Location: University of Florida
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PTI MA
MATHEMATICAL PROGRAMMING SOCIETY NEWSLETTER


November 1982

Number 8


Bonn Symposium Highlights


A highly successful XI MPS Sympos-
ium at the University of Bonn in August
attracted over 700 participants from I
countries. Bernhard '.,rte, program chair-
man, along with co-chairmen Achim Bachemr
;id Martin Grotschel and the program
committee, conducted a smoothly run
meeting which included the presentation
of over 600 papers on a I,.-I range of mathe-
iatical programming topics.
Opening ceremonies on Monday
nor ing featured the awarding of lte
S)antzig and Fulkerson :
rind R.T. I :,, ..:.'.' .. shared the first (;eorge
ii. Dantzig Prize in mathematical program-
and three Fulkerson prizes were
warded for recent research on the ellipsoid
method and proofs of the van der Waerden
conjecture. Soviet mathematicians I' i:
Iudin, A.S. Nemniorovskii, and L.G.
Khachiyan shared one Fulkerson prize; the
team of M. :;I il-it L. Lovasz and A.
Schrijver received another; and the third
went to G.P. Egorechev and D.I. Falikman
[or their independent results on the van der
Warden problem. (See ....... ....' ;
articles by Ronald Graham and Roger
| .i ...)


,'orgye B. Dantzig


The opening ceremonies included a
lecture by George Dantzig, "Reminiscences
on the Origins of Linear Pi.:..r.,riiniir
and the Fulkerson prize lecture by Lazlo

The varied social program was high-
I. 1i, by a reception on Monday, a classical
concert on Tuesday evening, and a six-hour
boat trip and buffet on the i:1'.n. Wednes
day ... ;i :























Program Chairman Bernhard Korte


The business meeting of the Society
on Thursday included a special service award
for Michel L. Balinksi, founding editor of
the Mathematical Programming journal and
the Mathematical Programming Studies
series.

The site of the 1 ":- Symposium is
undecided as yet. The MPS Symposium
Advisory Committee is actively seeking
interested parties. J..m I .ni. Goffin
S. '.I I ill, is the committee chairman.


i-- ..
."





MPS Chairman Jean Abadie

New MPS Officers

The Bonn meeting saw various I 111;.
in the. officers of the Society. Phil Wolfe was
replaced as Vice-Chairman by Alex Orden,
who will become Chairman next Augurist, at
which time Jean Abadie will become .-
(lirin.ii. New Counci-Memters-At-Large
took office: Don Goldfarb, Jean-Louis
Goffin, Jan Lenstra, and Martin Beale. Al
Williams, the newly elected Treasurer, who
normally would not have assumed his duties
until next August, agreed to take office
immediately, at the Council's request,
because of the resignation of Manfred
Padberg.
Mike Held resigned as Chairman of the
Publications Committee and will be replaced
by Jan Lenstra. \hi will be replacing Tom
Magnanti as a Co-Editor of the JOUlRNAL.
Tom Magnanti will be resigning in order to
become Editor-ln-( I, i' of the ORSA
Journal.
Karla Hoffman replaced Rick Jackson
as (t hl.riii.i of COAL, and Jan Telgen
will be replacing Karla as Editor of the
COAL Newsletter.
-Michael Held
-Executive Committee


I II ~I I








The Fulkerson Prizes...


The Delbert Ray Fulkerson Prize in
Discrete Mathematics was established in
1977 by friends of the late Ray Fulkerson.
It is sponsored i.1;il,1 by the Mathematical
Programming Society and the American
Mathematical Society and is awarded for
outstanding papers in the area of discrete
mathematics.
The guidelines for the Fulkerson Prize
require that in order to be eligible, a paper
must have been published during the six
calendar years preceding the International
Mathematical Programming Symposium at
which it is awarded. I I y also specify that
up to three prizes may be awarded in each
three year period between consecutive
Symposia, and, in the case of joint author-
ship, the prize will be shared.
The Fulkerson Prize Committee, con-
sisting of Richard Karp, Victor Klee and
;,i,.dii Graham ,1 I ......1 .1 ) elected to award
three Fulkerson Prizes at the 11tl Mathe-
matical Programning Society Symposium
held in Bonn during August 23-27, 1982.
I 1. recipients and tie respective papers
cited for the awards are listed below inl
chronological order of publication.
()One prize is awarded jointly to D. B.
ludin and A. S. Nernirovskii for their paper,
Informational Complexity and Effective
Methods of Solution for Convex Extremal
Problems, Ekonomika i Mat. Metody, 12
(1976), 357 :1i.1, and to L. G. Khachiyan for
his paper, A Polynomial Algorithm in Linear
Programming, Dokl. Akad. Nauk SSSR 244
(1979), 1093-1096. One prize is awarded
jointly to G. P. Egorychev for his paper, The
Solution of van der '1L. r.. n's Problem for
Permanents, Dokl. Akad. Sci. SSSR .;:
(1981), 1041-1044 and to D. I. Falikmnan for
his paper, A Proof of the van der Waerden
Conjecture on the Permanent of a Doubly
Stochastic Matrix, Mat. Zametki 29 (1981),
931-938. One prize is awarded to M.
Grotschel, L. Lovisz and A. Schrijver for
their paper, The Ellipsoid Method and Its
Consequences in Combinatorial Optimiza-
tion, Combinatorica, (1981), 169-197.
It is appropriate here to make a few
remarks concerning the work for which
the awards were made. Among the many
discrete optimization problems in operations
research, none has been more thoroughly
investigated than that of linear I,.:..in,.
ming. Yet in spite of this effort, up until
1979, the computational complexity of
linear programming had defied classification


into either being solvable in polynomial-time
or of being NP-complete. Indeed, there were
some researchers who felt that linear pro-
gramming was a good candidate for an
example of a problem which was not in P
(the class of problems solvable by polynom-
ial-time algorithms) and not NP-complete.
( I. reader unfamiliar with these concepts
can find an excellent discussion in the book
by M. R. Garey and D. S. Johnson, Com-
puters and Intractability: A Guide to the
Theory of NP-Completeness, W. H. Freeman
and company San Francisco, 1979). It is
known that such problems must exist if P *
NP. ', 1.i Khachiyan's paper provided was a
proof that linear programming in fact
belonged to P, thus resolving an important
theoretical issue that had plagued researchers
for years. His results were based on an

^.) -







Graham awarding prize to Grotschel, Lovasz,
and Schrijver.

adaptation of the ellipsoid method for
convex optimization first described in the
cited paper of ludin and '.. u..i -l..I. This
algorithm for linear programming is radically
different from the standard (and highly
effective) simplex algorithm and does not
depend directly on the linearity of either the
constraints or the objective function. It
should be pointed out that the theory
developed by ludin, Nemirovskii and
Khachiyan, rests firmly on the pioneering
work done by the Soviet mathematician N.
Z. Shor in the late '60's and early '70's.
Although the ellipsoid method is not
(yet) a serious competitor to the simplex
algorithm for the solution of everyday linear
programming problems, (and it was not
designed to be) it has proved to be an
extremely potent tool in the arsenal of
combinatorial optimizers. In the cited paper
of GrZLtschel, Lovasz and Schrijver, the


li,1 ..... I method is applied to provide
the first time polynomial algorithms for the
basic problems of minimizing submodular
functions and finding maximum indepen-
dent sets in perfect graphs, as well as provid-
ing relatively "easy" unified proofs of
the polynomial solvability of a number
of other combinatorial optimization prob-
lems. Equally important, Grdtschel, Lovrsz
and Schrijver also show that a wide variety
of optimization problems and their corres-
S......I,, (apparently simpler) "separation"
problems are actually computationally
equivalent. While there is not space here to
go into these important ideas any further, it
seems clear that their power is just I. iI.,.
to be '.id'1 'I For an excellent in-depth
survey of all aspects of the ellipsoid method
the reader should consult: R. G. Bland, D.
Goldfarb, and M. J. Todd, The Ellipsoid
Method: A Survey, Operations Research 29.
(1'* ) 1039-1091.
The papers of I...,' and
Falikman each present elegant and sur-
prisingly simple proofs of the notorious
"ppermranent" conjecture of van der Waer
This conjecture, which had resisted ,..e
efforts of mathematicians for nearly 50
years, asserted that the permanent of any n
by n doubly stochastic matrix (i.e., having
nonnegative entries and all row and column
sums equal to 1) is always at least as large as
n!/nn. The strong form of the ... ii. i ....
(also proved by Egorychev) was that the
unique matrix i. l\i.,i. this value has all
entries equal to I/n. [n a sense, both proofs
have their roots in an earlier paper of Marcus
and Newman, On the Minimum of the
Permanent of a Doubly Stochastic Matrix,
Duke Math. J. 26 (1959), 61-72, and both
rely on a key lemma which turns out to be a
special case of the Alexandrov inequalities
for mixed discriminants of quadratic forms
(although Falikman's proof is completely
self-contained). An excellent overview of
the two proofs has recently appeared in: J.
C. Lagarias, The van der Waerden Conjec-
ture: Two Soviet Solutions, \ l Notices
29, (1982), 130-133.
The presentations of the Fulkerson
Prizes took place during the opening dav
ceremonies of the Symposium. Unfor
ately, due to last minute circumstances
beyond their control, none of the recipients
from the Soviet Union were able to be
present.
-Ronald Graham








S..anud Che Dantzig HwardE


Since the opening ceremonies of the
recent MPS Symposium marked the in
presentation of the George B. Dantzig i 1..
for mathematical i *1 .--.1.n1.... I would like
to describe the Prize itself and how it came
about.
A Prize that would at the same time
honor Professor )antzig and stimulate the
eivelopinent of Mliatheliatical Programming
was originally thought of as a way to mark
i'rofessor IDantzig' 65thl birthday, by
ith ;,,i Cottle, Ellis Johnson, ,i IL ii, Van
; 1.., and myself. We were four of Professor
1)antzig's first students and our ob ljective
was to make the first award at the 1979
lontreal meeting. In order not to be
unduly delayed we started quite early,
-omeitime in 1976.
I the suggestion of a was
made to the Mathematical P .... ...I ,
society, it was inunediately and entlhsia-
c(ally endorsed. Also a large number of
members of the Society indicated their
:ilpport by pledging substantial contribu-
tiols to the Prize fund. Ilowever at the tine
SMathematical Programming Society was
incorporated and this created some
problems with receiving donations. Legal
advice was sought and after various delays it
was decided to seek, in addition to Mathe-
matical Programming Society, lhe sponsor-
ship of SIAM (the Society of Industrial and
Applied Mathematics). The Prize specifica-
tions required some adjustments to accorn-
modate both Societies, in order to make
them share in the administration of the
Prize. This is why, for example, the Prize,
which is to be given every three years, will
be awarded every third time at a SIAM
National Meeting with the Mathematical
._1.111,i11,i, Symposium hosting the cer-
emiony the other times. Both Phil Wolfe,
then Chairman of Mathematical Program-
ming Society and Ed Block, Managing
directorr of SIAM, have been most support-
ive during these negotiations.
Equipped with two sponsoring soci-
eties, a checking account, funds generously
donated by old and new friends of Professor
I)antzig, and prize specifications, a Prize
committee consisting of Martin Beale, John
nis, Philip Wolfe and myself was ap-
pinted. The prize specifications were, on
purpose, somewhat vague about the precise
criteria to be imet by the winnerss. The
intent was to leave the i', committee as
much latitude as possible in their choice of a


I


1!',:-"r Wets and R.T. Rockafeller


laureate or laureates, in order to enable them
to conform their choice to the spirit of
the Prize. The drafters of the document had
been quite clear:
1. The contributions of the laureate(s)
should be of a comprehensive (or global)
nature. The work should have theoretical
repercussions, computational impact and
lead to significant applications; all of this
very much in keeping with the overall flavor
of Professor Dantzig's own contributions.
2. The winners) should preferably be
"young". This word however was never
defined but the age of 40-45 had sometimes
been mentioned as a possible upper limit.
"i\ I 1.. the Prize Committee finally met
andr was confronted with these guidelines,
it realized that in the field of mathematical
p'....'i. ,Ir]_ it is unusual for a single
contribution or method excluding the
simplex method, to have this global charac-
ter prescribed by the Prize specifications. In
order to preserve their intent, it became
clear that in our field it was the total impact
of a researcher's work that had to be taken
into account: his published work, naturally,
but also Ills other contributions to this
scientific community. This is what i;.l1 ,1
the Prize Coimmittee towards these choices.
The first George B. Iantzig Prize is
awarded jointly to Michael J. D. Powell and


M.J.D. Powell


R. Tyrell Rockafellar for their work in
nonlinear optimization and for the scientific
leadership they have provided the mathe-
matical programming'community.
The citation for Michael J. D. Powell
reads: "On this 23rd day of August 1982,
for his pioneering work in the numerical
optimization of nonlinear functions done at
the outset in collaboration with R. II 1. hI.,
and for his scholarship in i.... i.'i,,- and
leadership in i .I' ..'; ' the work of
others".
The citation for R. Tyrell Rockafellar
reads: "On this 23rd day August l''..2 for
his key contributions to the theory of
nonlinear optimization, in particular for the
development of the general duality frame-
work and its applications, and for his work
on subdifferentiability in the convex and
nonconvex case".
-Roger J.B. Wets


OPTIMA

Donald W. Hearn, Editor
Achim Bachem, Associate Editor
Ann Stone, Editorial Assistant
I ,Il.i i, .I hy the Mathematical Programmingi
Society and Information Services of the
College off I .... i University of Florida.
Composition by Lessie McKoy, and Mech-
ianical Production by )ick Dale. *


rr


3,
b-











CALENDAR

Maintained by the Mathematical ;',gi..,iim!; n Society (.i!l )

This Calendar lists meetings specializing in mathematical programming or one of its subfields in the
general area of optimization and applications, whether or not the Society is involved in the meeting.
(These meetings are not necessarily "open".) Any one knowing of a forthcoming meeting not listed here
is urged to inform Dr. Philip Wolfe, IBM Research 33-221, POB 218, Yorktown Heights, NY 10598,
U.S.A; Telephone 914-945-1642, Telex 137456.
Some of these meetings are sponsored by the Society as part of its world-wide support of activity
in mathematical programming. Under certain guidelines the Society can offer publicity, mailing lists and
labels, and the loan of money to the organizers of a q(j..iita l1 meeting. For further information address
the Treasurer of the Society, Dr. A. C. Williams, Mobil Corporation, 150 East 42d Street, New York,
New York 10017, U.S.A.; Telephone 212-883-7678.
Substantial portions of meetings of other societies such as SIAM, T. ., and the many national OR
societies are devoted to mathematical programming, and their schedules should be consulted.


1982

December 7-10: 21st IEEE Conference on Decision and Control, Orlando, Florida, U.S.A. Contact:
Professor William S. Levine, Department of Electrical 1'in-1'i, Ii1'. University of 1M.',L.,,,i1.
College Park, MD 20742, U.S.A.


1983

March -31: NETFLOW83, International Workshop on Network I..,- Optimization 'i...1.. and
Practice, Pisa, Italy. Contact: Dr. Claudio Sandi, IBM Scientific Center, Via S. Maria 67,
56100 Pisa, Italy; telephone 50-47383.

April 5-10: 15th Conference "Mathematical Optimization", Sellin/Rtigen, German Democratic
Republic. Contact: Dr. R. Hansel, Sektion Mathematik, ,I,.,ii .,it-- Universitat zu Berlin, 1086
Berlin, German Democratic Republic; telephone 203 2239.

June 20-21: IFAC Workshop on Applications of Nonlinear "i,-,r niii'',i to Optimization and Control,
San Francisco, California, U.S.A. Abstract deadline February 1, 1983. Contact: Herbert E.
Rauch, Lockheed 52-56/205, Palo Alto Research Laboratory, 3251 Hanover Street, Palo
Alto, CA 94304, U.S.A.; Telephone 415-493-441 1, Extension 45677.

July 4-15: Summer School on Combinatorial Optimisation, Dublin. Contact: Secretariat, Summer
School on Combinatorial Optimisation, National Institute for Higher Education, (,I. .... In
Dublin 9, Ireland.

July 11-15: 3d IFAC/IFORS Symposium "Large Scale Systems: Theory and Applications", .i,. ,'.
Deadline for abstracts, 15 February 1982. Contact: Dr. Z. Nahorski, 3d IFAC/IFORS
LSSTA, Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447
Warszawa, Poland; Telex 812397 ibs pl, Telephones 364103, 368150.

July 25-29: 11th IFIP Conference on System Modelling and Optimization, Copenhagen, Denmark.
Deadline for abstracts, 31 December 1982. Contact: !'P t.. ... P. Thoft-( hili.t~-. i 1, Institute
of Building Technology and Structural FricLn-,rin,. Aalborg University Center, P.O. Box 159,
DK-9100 A.1ll i-. I Denmark.







CONFERENCE NOTES


Fourth Symposium on Ml
Data Perturbations

The Fourth Symposium
n atical I',... ... ii.. with Da
tions was .,._ 1; .I by Tony
was held at The George Washin
sity on 17-19 May 1982. Tin
registered participants repre
countries. The more than 2
papers included new results in I
analysis, parametric semi-infini
fning and perturbation bounds.
sium continues to provide an
sampling of the state of the a
matical programming sensitivity
theory and applications.
Tutorials, a new featu
I.. i,. were presented for
cialist on Ekeland's Principle (J
(ii) Parametric Semi-Infinite
(tiii,., Brosowski) and an L
Analysis Tolerance Approac
.ndell). A proceedings of sel
,,ill he edited by I ..... for pu
special issue of i. .. ... iI
AI analysis ad Optimization.


Call For Papers
Optimization Days 1
Ecole Polytechniqu
Montreal, Quebec


This meeting is jointly
IEcole Polytechnique, McGill
(oncordia University, the I
M\ontreal, Ecole des lHautes I
merciales and( the Universite
a Montreal


Switch


on Miatle-


Call for Papers
Applied Discrete Mathematics
M.I.T., June 27-29, 1983


ta Perturba- A call for papers has been issued for
Fiacco and the SIAM Symposium on the Applications
gton Univer- of IDiscrete Mathematics, which will be held
ere were 28 June 27-29, 1983, at the Massachusetts
senting six Institute of Technology.
0 presented )Objectives of the sypmpsium are to
,P sensitivity critically examine recent applications of
ite program- discrete mathematics, to review recent
The sympo- developments in discrete mathematics that
authorative have potential applications, and to identify
rt in mathe- problems that have to be solved to enhance
and stability the applications of discrete mathematics.
The symposium is intended to bring together
re for this researchers in the various fields of discrete
the nonspe- mathematics with users of discrete matlhe-
on Borwein), matics in industry and government.
Programming The deadline for abstracts is December
P-Sensitivity 1, 1982. Standard abstract forms may be
h (Richard obtained from SIAM, 1405 Architects
ected papers Building, 117 South 17th Street, Philadel-
blication as a phia, PA I'l 11
Functional Twelve invited speakers -seven from
industry-will address the symposium. Some
-Tony Fiacco of the speakers will discuss recently devel-
oped techniques in integer, linear, and
Boolean i...I II..... network analysis,
matroids and the foundations of combina-
)83 trial optimization, graphs and .-, ,i,1 algo-
e rithms, coding theory, and complexity
theory. Others will describe applications of
techniques in these areas to switching
organized by networks, production scheduling, traffic
University, phasing, cryptography, job assignments,
Jniversite de computational complexity, electric power
tudes Corn- system 11,1 ;...I;. resource allocation, clec-
du Quebec tronic signal pi...... "-. and pipeline net-
works.


Sessions will consist of invited and
contributed talks. Papers presenting original
developments as well as those of expository
nature will be considered.
A 200-700 word summary (either in
English or in French) which clearly defines
the content of the paper should be for-
warded by January 31, 1983 to Michael
Polis or Richard Hurteau, Department of
Electrical T'i... i.. ..i_ Ecole Polytechnique,
Campus de 1 'Universite de Montreal, Case
postal 6079, succursale "A", Montreal,
Quebec -13C 3A7.


At least three time segments will be
scheduled for contributed papers and poster
presentations.
The conference organizing committee
consists of Ronald L. Graham of Bell Lab-
oratories, Peter L. Hammer of the University
of I ,i. r... Daniel J. Kleitman of the
Massachusetts Institute of Technology, and
Fred S. Roberts of Rutgers University.
Roberts is committee ( I.111 ,,n.ii


Hugh B. Hair


Summer School on
Combinational Optimisation
Dublin, July 4-15, 1983

A Summer School on Combinational
Optimisation will be held in Dublin, Ireland,
July 4-15, 1983. The invited speakers,
N. Cristofides, M.L. i I,., M. Grigtschel,
R.M. Karp, E.L. Lawler, J.K. Lenstra, G.L.
Nemhauser, M. P.itll.-:.. C.H. Papadimitriou,
A.H.G. Rinnooy Kan, and L.E. Trotter, Jr.,
will each deliver an introductory lecture in
his chosen area and a lecture devoted to
recent research.
A limited number of contributed
papers will complement the invited papers.
The venue for the school is the Nat-
ional Institute for Higher Education, Dublin,
a new technical university.
The fee for attendance is IR 120.
Meals, accommodations and travel are not
included. For further information, contact
Secretariat, Summer School on Combina-
tional Optimisation, National Institute for
Higher Education, Glasnevin, D.ublin 9,
11:1! \ND.


Call for Papers
IFIP Conference on
System Modeling and Optimization
Copenhagen, July 25-29, 1983

The aim of the conference is to discuss
recent advances in the mathematical repre-
sentation of, ; . ;r in. socio-technical, and
socio-economic systems as well as in the
optimization of their performances.
The conference will include several
sessions on mathematical .... i. .... in-
cluding theory, algorithms and applica-
tions.
Extended abstracts of papers for
presentation on the conference should be
submitted to the secretariat by December
31, 1 ':- They should be approximately 2
pages long, aind should describe original
unpublished results by their authors. Noti-
fication of acceptance will be by March 1,
1983.
Contact the conference director P.
Thoft-Christensen, Institute of Building
T In....._ and Structural F,, ...11
Aalborg University Centre, P.O. Box 159,
DK-9100 A1l... 1 Denmark.
Telephone: International + 45 8 142333.












1 ;:%:ILB?:A i k) li fi j i
d. ~L '. ~ r~rK~hr&?:r


THE JOHNS HOPKINS UNIVERSITY
Operations Research Group
Ames Hall (Mail Room 419)
Baltimore, MD 21218

C. ReVclle, J.L. Cohon and D. Shobrys, "Multiple Objectives in
S'" ., Location: A Review, 81-01.
A.J. Goldman, ',. l.. i. .. on Modeling and Model Assessment,"
SI-)03.
J.L. Cohon, T.W. Eagles, T.S. '.i,,..,,i, and C.S. ReVelle, ' I ..
lio l/ Cost t, .. t for Nuclear Reactor ,11... Policies," 81-04.
J.A. Filar, i.... ... 1... Equilibrium Points and Action
Costs, 82-01.
J. Current, C. RcVclle and J. Colon, li,, i .. to Design of
Transportation Networks," 82-02.
l.11. Byrd, A.J. Goldman and M. Heller, i ..-.... 1 Unbounded
Integer r.. t. ." 82-03.

WASHINGTON STATE UNIVERSITY
Department of Pure and Applied Mathematics
Pullman, WA 99164-2930

Robert Mifflin, i.r..r.... i.ri and ., ( rt... .. Convergence of an
'. rr,, for Univariate Locally Lipschitz Constrained Minimization,"
July 1982.

CORNELL UNIVERSITY
School of Operations Research and Industrial Engineering
Upson Hall
Ithaca, NY 114853

M. Gr'tschel and W.R. Pulleyblank, "Weakly Bipartite Graphs and
the Max-Cut Problem, TR 511.
Y. Ikura and G.L. Nemhauser, "Simplex Pivots on the Set Packing
SI i. i."TR 513.
MJ. Todd, "Large-Scale Linear Programming: Geometry, I..rt.i,_
Ibses and Factorizations, TR 520.
W.F. Lucas and K. Michaelis, "Finite Solution Theory for Coali-
tional Games,"TR 521.
W.F. Lucas, K. Michaelis, S. Muto and M. Rabie, "A New Family of
Finite Solutions," TR 522.
W.F. Lucas, K. Michaelis, S. Muto and M. Rabie, "Detailed Proofs
for a Family of Finite Solutions," TR 523.
MJ. Todd, "A Linear System that Can be Used in Sparse Piecewise-
Linear Homotopy Algorithms," TR 525.
MJ,. Todd, "Piecewise-Linear Homotopy !I.....lii, for Sparse
Systems of Nonlinear Equations," TR 527.
J. Bloom, "Long Range Generation Planning Using Generalized
1 'inders' Decomposition, "TR 528.
L.J. Billera and B. Munson. "Polarity and Inner Products in
Oriented Matroids, "TR 529.
M. Gr'dtschel and G.L. Nemiauser, "A Polynomial .-1.. nil,, for
tIh Max-Cut Problem on Graphs Without Long Odd Cycles," TR 537.
G. i in.. ._, and G.L. Nemhauser, "The k-Domination and k-. i i,.
Problems on Graphs, "TR 540.
J. Bloom, "!,ri ....... Production Planning and Energy Manage-
ment Models Using Decomposition Methods," TR 542.
G. I in i.. and G.L. Neminauser, "R-Domination on Block Graphs,"
TH 543.


UNIVERSITY OF ALBERTA
Faculty of Business
Edmonton, AB, TGG 2G1
CANADA

S. Schaible, "Bicriteria Quasiconcave :,* .. ." March 1982.
S. Schaible, ,i Ii .1 ., i, i in Fractional t' ............." May 1982.



UNIVERSITY OF IOWA
'ii.,:. of Business Administration
Iowa City, Iowa 52242

R. ,_ .' i ..'i,, and S. Schaible, "Duality in Generalized Fractional
;' . .......... via Parkas' Lem ia, W.P. No. 82-8, March 1982.


UNIVERSITY OF AMSTERDAM
Institute of Actuarial Science and Econometrics
Jodenbreestraat 23
1011 NH Amsterdam
The Netherlands

W.H.M. Zijm, "The Optimality Equations in Multichain Denumer-
able State Markov Decision Processes with the Average Cost Criterion: The
Bounded Cost Case," AE 2/82.
A. Schrijver, "Proving Total Dual Integrality with Cross-free Fami-
lies A General Framework," AE 5/82.
W.H.M. Zijm, "Continuous-time Dynamic Programming Models,"
AE 7/82.
R. Jonker and A. Volgenant, "Non-optimal Edges for the Sym-
metric Traveling Salesman Problem," AE 10/82.
G. Kindervater, A. Volgenant, G. de Leve, and V. van Gijlswijk, "On
Dual Solutions of the Linear Assignment Problem," AE 11/82.
A. Schrijver, "Duality and Combinatorial Optimization," (in
Dutch), AE N4/82.
A. Schrijver, "Submodular Functions," AE N5/82.
P. Fris and A. Volgenant, "Solving the Traveling Salesman Problem
in Basic," AE N9/82.



MATHEMATICS RESEARCH CENTER
610 Walnut Street
Madison, Wisconsin 53706

L.B. Rall, "Solution of Finite Systems of Equations by Interval
Iteration," 2271.
C.D. Ha, "An Algorithm for Structured, Large-Scale Quadratic
Programming Problems," 2276.
J.C. Strikwerda, "A Generalized Conjugate Gradient Method for
Non-Symmetric Systems of Linear Equations," 2290.
C. de Boor, R.-Q. Jia and A. Pinkus, "Structure of Invertible (Bi)
1., .' Totally Positive Matrices, 2311.
0. w .,. S.-P. IHan and O.L. Mangasarian, "Local Duality oj
Nonlinear Programs, 2329.
N. Dlyn and W.E. Ferguson Jr., "The Numerical Solution of a Class
of Constrained Minimization Problems, 2340.
S. Friedland, "Simultaneous .,,i.,ri of Matrices, 2345.
P.L. Lions, I., lr ,i. .. and Optimal Stochastic Control," 2350.







l'l EI CAL KTEPORTS &

WORKING PAPERS....


UNIVERSITY CATHOLIQUE DE LOUVAIN
Center for Operations Research and Econometrics
34 Voie Du Roman Pays.
1348 Louvain-La-Neuve
Belgium, 010/41.81.81

M. Fisher and L.A. Wolsey, "On the Greedy Heuristic for Covering
and Packing Problems," 8124.
L.A. Wolsey, "An Analysis of the Greedy Algorithm for the Sub-
modular (Set) Covering Problem," 8125.
T.J. Van Roy and D. Erlenkotter. "A Dual-lBased Procedure for
Dynamic Facility Location, 8127.
T.J. Van Roy, "Cross Decomposition for Integer ; s.' .ii'.
8134.
M. I .!l.. and L.A. Wolsey, "Trees and Cats," 81138.
J.-P. Vial. ".*i, anrd Weak Convexity of Sets and Functions,"
8140.
M. Padberg and L.A. Wolscv, "Fractional Covers for Trees and
t.,,.. 1,... 8141,
F.V. Louveaux and Y. Smeers, "R-I) Analysis of a New Technology
by Stochastic Propgamming: The Case of Uinderground ,-,.. ..
8143.
P. Michel and J.-P. Vial, "An Analysis of Ih tch Production Systems
,in Optimal Control I .. . ." 8 '145.
M. Conforti atnd (i. Cornuiejols, "Siubmodular Set Functions, Mal-
roids and the Greedy i .... / A Tight Iorst-Case Bound," 8201.
M. Conforti and G. Corinuejols, "Suliodutlar Set Functions, Mat-
roids and tie Greedy ,,..'... II: Some Generalizations of the Rado-
Idmonds 'Theorem," 8204.
G. Cornuejols, I). ilartvipscn and W. Pulleyblalnk, "'The Traveling
Salesman Problem in Graphs with 3-Edge (Cit sets," 8212.
P. Gille and I,. Ioute, I -,,,,_ the LUA Gaussian Decomposition
,.,, lnk-One Corrections. Application to Linear ....'... lisis Parti-
tioning Techniques, 8213.
I. Cornet, "Existence of Slow Solutions for a Class of Differential
Inclusions," 8224.
UNIVERSITY OF MARY LANI)
.II L'. of Business and \:.im ., ,* i. i
College Park, Maryland 20742

Gheysens, "A More Compact Transformation of the Symmetric
iii,,tl,, Traveling Salesman Problem with Fixed Charges, 82-014.
Ball, Golden, Assad, and Bodin, "i '.,....... for Truck Fleet Size in
the Presence of a Common Carrier Option, 82-015.
Assad, Golden, Dahl, atn Dror, '"*. i.., of an ..1. i. i ...i...
System for a Large Propane-Distribution Fiirnm," 82-01 6.
Skiscim and Sanborn, "Some New Computational Experiments with
the TSP," 82-018.
Golden and FI. .,i;,. "P'. ,. ii,,,,r, a Forecast Horizon for Cash
Flow Management," 82-019.
Golden, Assad, Levy, and .-i,.. ...-. "The Fleet Size and Mix
Vehicle Routing Problem," 82-020*.
Baker and Golden, "The Analysis of Network Optimization Algo-
rithms: An Overview," 82-022.
Provan and Ball, "Computing Network Reliability in Time Poly-
nomial in the Number of Cuts," 82-023.
Johnson, "Sign Patterns of Inverse Nonnegative Matrices, 82-025.
Stewart, Golden, and Gheysens, "A Survey of Stochastic Vehicle
Routing," 82-027.
Gheysens, Golden, and Assad, "A Relaxation Heuristic for the Fleet
Size and Mix Vehicle Routing Problem," 82-029.
Wasil, Golden, and Assad, "Diverse Applications of An Expected
ility Comparison Approach, 82-031.
Ball and Derigs, "An Analysis of Alternate I1. .... for Imple-
men ting Matching Algorithms, 82-033.
Hevner and Yao, "Network Database Design Methods," 82-034.


*This is a revision of Working Paper MS/S 80-011.


JouErrod: Q; PtudPOIJ


(This schedule of journal contents is subject to changes by the publisher.)




Volume 24 No. 2

T. F. Coleman and A. R. Conn, "Nonlinear Programming via an
Exact Penalty Function: Asymptotic Analysis".
T. F. Coleman and A. R. Conn, "Nonlinear Programming via an
Exact Penalty Function: Global Analysis".
L. McLinden, "'r .I. ir.tr.il Extensions of Some Theorems of Linear

M. I' .i.... and Y. Yamamolo, "Variable Dimiension l ....i
Basic i,. ., Interpretations and Extensions of Some Existing Methods".
M. J. Todd, "On the Computational Complexity of Piecewise-lineiar
Homotopy Algorithms".
J. M. Borwein, "A Note on the Existence of d.i. i ".
B. Kalantari and J. B. Rosen, ., t fJor Zero-One Integer Equi-
valent Problem".
Y. Censor and A. Lent, "Cyclic 'i ....i. Projections".


Volume 24 No. 3

C. Lemarechal and R. Mifflin, "Global and Superlinear Convergence
of an Algorithm for One-Dimensional Minimization of Convex Functions".
A. Auslender, "On the !'*,t.. r r ii.i Properties of the ,',i'r, .'"
Function of the e- ,I it,. ,. r ,. of a Convex Function".
R. Euler, "i...., L, (2,2) Systems".
J. S. Pang and D. Chan, "Iterative Methods for Variational and
Complementarity Problems".
J. R. I i,:. "The Value of the Stochastic Solution in Stochastic
Linear Programs with Fixed Recourse".
J. Flachs, "Global Saddle-Point Duality for Quasiconcave ir....r., i
1".
M. G. Sklar and R. D. Armstrong, "Least Absolute Value aind
Chebychev Estimation rI 1,lit,, Least Squares Results".
Y. Y. Sung and J. B, Rosen, "Global Minimum Test Problem Con-
struction ".
J. M. Danskin, "A Lipschitz Constant Connected with Lemke's
Closest-Point Principle".

Volume 25 No. 1

B. A. Murtagh and F. I. Solirnan, "Subgradient Optimization Ap-
plied to a Discrete Nonlinear Problem in Engineering Design".
A. Federgruen and P. Zipkin, "Solution Techniques for Some
Allocation Problems ".
A. Kalliauer, "An Algorithm for Hierarchical Optimization of
Large-Scale Problems with Nested Structure".
T. J. Van Roy, "Cross Decomposition for Integer Programming".
R. Grinold, "Convex Infinite Horizon Programs".
S. A. Awoniyi and M. J. Todd, "An I it,. . Simplicial Algorithm
for Computing a Zero of a Convex Union of Smooth Functions".
S. Zlobee, ",I ,,r.. i. r,,,,. an Optimal Input in Perturbed Convex

P. C. Jones, "A Note on the Talnan, Van der Heyden Linear Com-
plementarity Algorithm".
R. B. Schnabel and Ph. 1,. Toint, I ........ Sparsity by Projecting
with Respect to a ', I 1.i .. .. iIt Weighted Norm ".


~p;~7










Galimaufry

Harold W. Kuhn (Princeton) has been awarded a Guggenheim Fellowship for
1982-83... Science carried an article entitled "Mathematician Solves Simplex Problem" in
the July 2, 1982 issue. The article concerned the result of Stephen Smale (Berkeley) on the
average behavior of the simplex algorithm. Smale presented his results in a tutorial at the
recent Bonn :,... rin% \li'' Chairman Jean M. Abadie (Paris) has been elected to The Insti-
tute of Management Sciences Council... Hfugh Everett, III, a pioneer in mathematical pro-
...illiji;.. as developer of the generalized Lagrange multiplier technique, died of a heart
attack July 19, 1982...Masao Iri (Japan) has been elected as a Vice-President of IFORS...
David Shanno, formerly at the University of Arizona, has accepted a professorship at the
University of California, Davis, effective July 1, 1982... Inmre Barany from the Mathematical
Institute of the Hungarian Academy of Sciences will be at CORE (Louvain) for the current
year... Lloyd Shapley (RAND) is visiting (CORE for Fall, 1982...COAL Newsletter No.7 was
published in September... Mordecai Avriel (Technion) has been appointed to the recently
established Abraham Tulin ( i Ir iin operationss Research... New MPS dues have been an-
nounced: 35 US dollars, 20 UK pounds, 72 Swiss francs, _' ', French francs, :,. Gernan
marks, or I I)utch guilders... An unfortunate larceny of an IBM copy of a Schickard
calculator (from the historical computer exhibition) occurred on the last day of the IBorni
.. l r. Anyone having information shoubl contact the program committee. A reward of
IM -'llI 'l is offered for information leading to the return of the calculator.

Achim ;., .l .. associate editor of ()PT'lIMA I I .. book reviews aid these
I ih become a ,. .,l,, feature of the newsletter. Authors of recent and forthcoming books
should notify their publishers to send review copies directly to him.

Deadline for the next (PTIMA is February 15, 1.:,








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