PTI MA
MATHEMATICAL PROGRAMMING SOCIETY NEWSLETTER
New OrchardHays Prize
to be awarded in Boston
William OrchardHays has been a leader in the
development of mathematical programming
software since the original development of a
Simplex code for the IBM 701 at the RAND
Corp. in the early 1950's.
At the XII International Symposium
on Mathematical Programming in Boston,
Massachusetts, in August, 1985, The Mathe
matical Programming Society will confer for
the first time the OrchardHays Prize for
Excellence in Computational Mathematical
Programming. The prize for 1985 consists of
$500, travel expenses to attend the meeting,
and a commemorative plaque.
Topics covered by the term "computa
tional mathematical programming" include
new computational methods in the field of
mathematical programming together with
experimental evidence of their effectiveness,
development of methodology for testing
mathematical programming software, pro
cedures for improving the efficiency and
accuracy of existing algorithms, and pro
cedures for analyzing largescale mathe
matical programming models.
Through the awarding of this prize,
the Committee on Algorithms (COAL)
together with the MPS Council has found an
appropriate vehicle for rewarding and
recognizing excellence in an important
aspect of our field: computation. The
screening of books and papers for the 1985
OrchardHays prize will be carried out by
a committee chaired by Professor George
"ip,~
Dantzig. This prize is funded by industry
which has long acknowledged the useful
ness of computational mathematical pro
gramming.
To be eligible for the OrchardHays
Prize, a book, a paper, or a group of papers
must meet the following requirements.
(1) It must be on computational
mathematical programming. (2) It must have
appeared in the open literature. (3) Docu
mentation must be written in a language
acceptable to the screening committee. (4)
Papers eligible for the 1985 prize must have
been published within the years 1979
through 1984.
Judgements will be made by the
Committee using the following criteria:
(1) The magnitude of the contribution to
the advancement of computational mathe
matical programming, (2) The originality of
ideas and methods, (3) Degree to which
unification or simplification of existing
methodologies is achieved, and (4) Clarity
and excellence of exposition.
To be eligible for consideration, the
book or paper must be nominated to the
Committee. This notice constitutes a call for
nominations. Nominations should be sent
to: George Dantzig, Chairman, OrchardHays
Prize Committee, Operations Research
Department, Stanford University, Stanford,
California.
Nominations must be in writing and
include the titles) of the papers) or
bookss, the authorss, the place and date of
publication and four copies of the material.
Supporting justification and any supple
mentary materials are welcome but not
mandatory. All nominations must be
received by December 31, 1984, to allow
time for adequate review.
The 1985 OrchardHays Prize Com
mittee consists of George Dantzig, Alan
Goldman, Harvey Greenberg, Karla Hoff
man, Robert Schnabel, David Shanno,
Douglas Shier and Phil Wolfe.
Karla Hoffman
May 1984
Number 12
Ilssaars~
Recent MP Works
chosen by Lanchester
Prize Committee
KarlHeinz B. ri jr iJ is the recipient
of the 1982 Lanchester Prize for two papers
on the complexity of the simplex method,
and a new dynamic programming book by
Eric Denardo (Yale) shared honorable
mention with the text Stochastic Models in
Operations Research, Vol. 1, by D. P.
Heyman and M. J. Sobel. The prize is
awarded annually by the Operations Re
search Society of America.
The citations of the mathematical
programming works are quoted below:
"Honorable Mention to Eric V.
Denardo, for Dynamic Programming, Models
and Applications, PrenticeHall, Inc. This
text is outstanding for its careful, clear
presentation of complicated issues, devel
oping our intuition while leading us deep
into theory and up to the frontiers of
research. Important topics are covered here
for the first time in a text book; much
material has never been published. The
many problems, some extremely challenging,
extend coverage to many special topics in
the recent literature. This well organized,
innovative and unifying work, by one of the
major figures in the field, fills a longfelt gap
in the literature superbly.
"The 1982 Lanchester Prize to Karl
Heinz Borgwardt for the two articles, Some
DistributionIndependent Results About the
Asympto tic Order of the Average Number of
Pivot Steps of the SimplexMethod, Mathe
matics of Operations Research 7.3 (August
1982) pp. 441462, and The Average Num
ber of Pivot Steps Required by the Simplex
Method is Polynomial, Zeitschrift fur
Operations Research Series A: Theory 26.5
(September 1982), pp. 157177. Until re
cently there were three major open problems
in the field of linear programming:
(1) Are linear programming problems
solvable in polynomial time?
(2) Is there a polynomial time version
of the simplex method? (see page 2)
CONFERENCE NOTES
Software Fair
The Committee on Algorithms is
organizing a NATO Advanced Study Insti
tute (ASI) on Computational Mathematical
. .II to be held in Bad Windsheim,
.. Germany, from July 23 to August 2,
1984. The registrations show that a large
percentage of participants are practitioners
who need optimization algorithms as a tool
in their application models, e.g. in mech
anical engineering or operations research.
I i main motivation is to learn new
solution methods for solving optimization
problems. In particular, they are very much
interested in obtaining some information
about corresponding computer programs.
li.. I if COAL plans to establish a soft
ware fair in the sense that information
material about i .1 I ''i. optimization codes
is to be displayed during the ASI and ques
tionnaires are to be published in the confer
ence proceedings. We all know that it is
quite difficult to distribute software infor
mation to possible users, and COAL offers
the chance for making some advertising for
mathematical programming codes.
If you want to participate in the
software fair, two actions are required:
a) Submit three copies of information
material (e.g. code descriptions, user's
guides, reports), which will be li1pl. ...J
for inspection during the ASI. Please under
stand that the . ii .llI. conference budget is
limited and cannot be used for refunding
your expenses.
b) Type one page of condensed
information for each code you want to
contribute to the fair, which will be retyped
and published in the proceedings of the ASI.
The form should contain the following
items: name of the code, authorss, mathe
matical problem, domain of applications,
mathematical method, programming lan
guage, computer systems where the code has
been implemented, special program features,
practical application problems solved by the
code, condition of availability, charge,
address from where the code can be ordered,
references.
Please support our efforts to establish
a qualified and extensive software fair. Feel
free to !i iI,1'r. this request to other
colleagues who might be interested in
participating. Address your response to:
Klaus Schittkowski, Institut fur Informatik,
Universit'ft Stuttgart, Azenbergstr. 12,
D7000 l, r'r.., 1, Germany F.R.
4th MP Symposium
held at Kobe
The Fourth Mathematical Program
ming Symposium Japan was held on Novem
ber 14 and 15, 1983, at Kobe International
Conference Center in Kobe, Japan, with
more than 180 attendants. Besides a major
ity of participants from Japanese universities
and firms, several persons from Europe and
America visiting Japan also participated.
This symposium has been held since
1980 to cover current topics in M.P., tuto
rials on a selected field, and real applications
from invited speakers. This year four papers
on recent developments in mathematical
programming, three on Markovian decision
processes and four on applications of mathe
matical programming, were presented. In
addition, two guest speakers invited from
overseas, Dr. Alan S. Hoffman, IBM, USA,
and Professor HsiangYuin Kwei, Academia
Sinica, China, delivered special lectures titled
"Greedy Algorithms of Linear Program
ming" and "Some Applications of Mathe
matical Programming in China,"
respectively.
The proceedings of 233 pages includ
ing full papers of all presentations (ten
papers in Japanese and four in English) was
published.
Next year the Fifth Mathematical
Programming Symposium Japan will be held
in Fukuoka on October 11 and 12, 1984.
R. Manabe
I/,'II; ':"./Y..' possesses not only truth, but supreme beautya beauty cold
and austere, like that of sculpture, without appeal to any part of our weaker
nature, sublimely pure, and capable of a stern perfection such as
only the greatest art can show.' Bertrand Russell
Prize Committee from page 1
(3) How can the extremely good
,...I.. .ll observed performance of the
simplex method be '.I1l iii..' '
I'.i.!..,,n (1) has been solved in a
theoretical sense with the invention of the
ellipsoid method, i I,., approach provides a
polynomial algorithm for linear program
ming which behaves very poorly in practice.
However, it answered a question which had
been bothering a large number of promi
nent scientists for about thirty years. The
contributors to the ellipsoid method received
the 1982 I1 II... .," Prize for their results.
"Problem (2) is still open. It may
happen, as in the case of the ellipsoid
method, that if a provably polynomial time
version of the simplex method is found, it
will show bad practical behaviour. This, a
positive answer to (2), would not necessarily
solve (3).
"Problem (3) has been solved by
KarlHeinz Borgwardt in the papers cited
above. Dr. Borgwardt shows that the average
mI,;,Ili time of a version of the simplex
method is bounded by a polynomial in n
(the number of variables) and m (the num
ber of rows), i.e. that whenever we take an
LP problem we may expect a good perform
ance of the simplex method. Dr. Borg
wardt's analysis shows that the examples of
Klee and Minty type which force various
variants of the simplex method to perform
an exponential number of pivot steps are
extremely rare.
"Solving an extremely important theo
retical question that has defied researchers
for decades is always an outstanding contri
bution to science. But here in addition the
analysis is deep, clever and competent, and
some beautiful ideas combining results from
various areas of mathematics are developed
which finally give the desired result. An
interesting new version of the simplex
method (Shadow Vertex Algorithm) is even
"This work is not the last word to be
said on the subject; indeed, there is currently
a great deal of activity in the field. It is the
opinion of this Committee, shared by many
experts on the subject, that Dr. Borg
wardt's results constitute a pioneering
breakthrough which has excited and moti
vated others to work on this fundamental
problem, and we have therefore selected him
to receive the Prize."
1982 Lanchester Prize Committee
Hamilton Emmons, Chairman
CAL EN DAR
This Calendar lists noncommercial 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.
(The meetings are not necessarily 'open'.) Any one knowing of a meeting that should be listed here is
urged to inform Dr. Philip Wolfe, IBM Research 332, POB 218, Yorktown Heights, NY 10598, U.S.A;
Telephone 9149451642, Telex 137456.
Some of these meetings are sponsored by the Society as part of its worldwide 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 qualified meeting.
Substantial portions of meetings of other societies such as SIAM, TIMS, and the many national OR
societies are devoted to mathematical programming, and their schedules should be consulted.
1984
June 1214: SIAM Conference on Numerical Optimization, Boulder, Colorado, U.S.A. Contact: SIAM
Services Manager, 1405 Architects Building, 117 South 17 Street, Philadelphia, Pennsylvania
19103, U.S.A. Telephone 2155642929.
June 1116: Fifth Bonn Workshop on Combinatorial Optimization, Bonn, Federal Republic of
Germany. Contact: U. Faigle, Bonn Workshop, Institut fur Operations Research, NassestraBe
2, D5300 Bonn 1, Federal Republic of Germany; Telex 886657 unibo d, Telephone (0228)
739285.
July 23 August 2: NATO Advanced Study Institute on Computational Mathematical Programming,
Bad Windsheim, Federal Republic of Germany. Contact: Dr. Klaus Schittkowski, Institut far
Informatik, Azenbergerst. 12, 7000 Stuttgart 1, Federal Republic of Germany. Telephone
0711 2078 335. Sponsored by the Society through the Committee on Algorithms.
August 2729: 9th Symposium on Operations Research, Osnabruck, Federal Republic of Germany.
Contact: Professor Dr. P. Brucker, Universitdt Osnabrtick, Fachbereich Mathematik, Postfach
4469, D4500 Osnabruck, F.R.G. Telephone 0541 608 2564. Sponsored by the German
Society for Mathematics, Economics, and Operations Research.
September 1017: 'International Symposium on Stochastic Optimization', Kiev, U.S.S.R. Contact:
Professor Andrzej Wierzbicki, International Institute for Applied Systems Analysis, A2361
Laxenburg, Austria. Telephone 02236 71521, Telex 079137 iiasa a. Cosponsored by the
Society through the Committee on Stochastic Programming.
October 1112: Fifth Mathematical Programming Symposium Japan, Fukuoka, Japan. Recent Topics in
Mathematical Programming, Stochastic Programming, and Applications. Contact: Professor
Masao Iri (General Chairman), Faculty of Engineering, University of Tokyo, Bunkyoku,
Tokyo 113, or Professor Nasata Furukawa (Program Chairman), Department of Mathematics,
Kyushu University, Fukuoka 812, Japan.
1985
June 1114: 5th IFAC Workshop on Control Applications of Nonlinear Programming and Optimization,
Capri, Italy. Contact: Professor G. Di Pillo, Dipartimento di Informatica e Sistemistica,
UniversitA degli Studi di Roma 'La Sapienza', Via Eudossiana 18, 00184 Roma, Italy. Tele
phone (39) 6484441.
August 59: Twelfth International Symposium on Mathematical Programming in Cambridge, Massachu
setts, U.S.A. Contact: Professor Jeremy Shapiro, Sloan School of Management, Massachusetts
Institute of Technology, Cambridge, MA 02139, U.S.A. Telephone 6172537165. Official
triennial meeting of the MPS.
BOO K R E V I E W S
Optimization and Nonsmooth Analysis
By Frank H. Clarke
John Wiley, New York 1983, 308 p,
During the last decade considerable progress was made in the
analysis of nonsmooth problems, especially in optimization. One of the
basic techniques applied in this field is the use of various kinds of gener
alized derivatives. A broadly used variant among these consists of Clarke's
11 ...1 pi i.i, r,~ ', developed in the early 1970's and now presented in
this book.
Chapter 1 is devoted to an explanation and overview of the book's
contents and provides an introductory exposition of the main concepts.
Here and elsewhere the reader finds examples drawn from economics, engi
neering, mathematical physics, and various branches of analysis. Chapter 2
deals with the calculus of the generalized gradient and relates it to the
associated geometric concepts of normal and tangent cones. In Chapter 3
the foundations are laid for the Ii; r;. i to follow. The author con
siders the problem of minimizing a function over the set of trajectories of a
differential inclusion subject to certain constraints and gives necessary and
sufficient conditions for optimality. This theory is applied to furnish a
nonsmooth calculus of variations (Chapter 4) and nonsmooth optimal
control (Chapter 5). Chapter 6 deals with optimization theory in general.
It contains sections on Lagrange multipliers, on different types of con
straint qualifications, and on sensitivity of nonsmooth problems. The
concluding Chapter 7 presents mixed applications in analysis. These range
from generalized versions of some classical theoremslike the inverse
function theoremover fixed points of continuous maps, to certain exis
tence results on hamiltonian dynamical systems. Here the techniques
developed in Chapters 2 and 3 lead not only to new results, but (as in
Chapters 4 and 5) shed new light on classical ones by allowing for novel
viewpoints.
Written in a lucid style, Clarke's book may well serve as an introduc
tion into nonsmooth analysis for the nonexpert, but equally well (in spite
of not being encyclopedic in scope) as a reference work for those in any of
the various fields that use optimization.
G. Wenzel, Erlangen
Polynomials and Linear Control Systems
by Stephen Barnett
Marcel Dekker
New York, Basel 1983
This book treats two major problems related to polynomials:
the problem of determining the greatest common divisor of two poly
nomials and the problem of checking the stability of a single polynomial.
Although there is already vast literature on the subject, this book takes
another look at these problems and, more specifically, tries to rederive
known results using techniques that are more familiar to control engineers.
In the first section, for example, the condition for the existence of a
(greatest) common divisor between two polynomials is derived via com
panion forms first and is then linked to other tests such as Sylvester and
Bezout forms and tabular arrays (Routh) based on euclidean type recur
sions.
In the second section, the connections with control theory are
carried through by linking these tests to the controllability of a system in
companion form. Along the same line, control problems such as canonical
forms and poleplacement via feedback are discussed.
The third section is probably the most interesting one. Here, the
author again uses classical algebraic tools of control theory (namely the
Lyapunov equations as stability test) to derive known stability and root
location criteria both for the continuous and discretetime case. These are
the criteria of Routh, Hurwitz, LienardChipart, Hermite for the contin
uoustime case and of JuryMarden, SchurCohn and SchurCohnFujiwara
for the discretetime case. Finally, links are also made with the Sturm
sequences and the Cauchy index, which is the more classical approach for
discussing the above criteria.
The fourth section is devoted to extending the above results to
polynomial matrices, with special emphasis on their use for multivariable
systems such as polymial matrix fraction descriptions and feedback.
Although the results are much scarcer here, an account is given of some
recent results about greatest common divisors using ideas developed in the
first section.
The last section is devoted to generalized polynomials or poly
nomials written in terms of other (for instance othogonal) polynomials.
Here again, extensions of some of the results of the previous sections are
given.
The book is clearly written for control engineers since concepts
familiar to them are used to tackle the problems. The term "control
systems" appearing in the title is also justified by the several examples and
applications of the two basic problems mentioned above, which are largely
extracted from the control area. Yet one should not expect too much
from the "control systems" part of the book. The style, liri. .1 kept
very simple, as well as the examples, are still of a rather algebraic (theoret
ical) nature than what would be expected by "control engineers". Guide
lines for choosing and implementing some of these criteria or methods are
also too scarce to make it appealing to control engineers. The book is
therefore rather meant for what could be called mathematicall control
engineers". Finally, it is worth mentioning that the book contains over
400 references and is therefore a welcome guide in the wealth of (recent)
papers in the area.
Paul Van Dooren, Philips Research Laboratory, Brussels
Theory and Practice of Combinatorics
by A. Rosa, G. Sabidussi, J. Trugeon
Annals of Discrete Mathematics Vol. 12
NorthHolland, Amsterdam, 1981
Edited on the occasion of Anton Kotzig's sixtieth birthday this
volume contains 28 original papers from different fields of combinatorics.
Only one of the contributions is conceived as a survey article (W. T. Tutte:
Counting rooted ri irinil,..i whereas the major part is closely con
nected to results or ideas of the jubilee, as is partly reflected by the
nomenclature (Kotzig factorization). In most of the articles graph theoretic
problems i. rri;..lii problems, planar graphs) are treated, but additive
number theory is also strongly represented. Furthermore, papers on block
designs, Hadamard matrices and other design problems and even from
algebra can be found. This volume should be of interest to any combina
torialist.
W. Mader, Universit'dt Hannover
Descartes on Polyhedra, A Study of the De Solidorum Elementis
by P. J. Federico
Springer, Berlin, 1982
The book is a ,.. I, treatment of the history and the content of
a manuscript of Descartes on polyhedra ("De Solidorum Elementis"). This
manuscript is only known as a copy, made by Leibniz, and it was found as
late as 1860, approximately 230 years after it had been written. The
manuscript contains a formula of which the Euler formula for polyhedra is
an immediate consequence. There are numerous contradictory statements
by various authors concerning the priority of Descartes or Euler for this
formula, and this was the author's main motivation for writing the book.
It is divided into three main chapters. The first discusses the (very
interesting) history of the manuscript itself; the second chapter treats the
parts of manuscript dealing with geometric properties of (3dimensional)
convex polyhedra; and the third concerns those parts which deal with
figurate numbers associated with polyhedra (especially the regular and
semiregular ones).
The second chapter is certainly the most ini.. r;l .a as it deals with
the part of the manuscript which contains the most significant results
judged from the modern point of view.
The author's clear translation of the Latin text is followed by
detailed comments on the mathematical content. The main results of
Descartes are subsumed by the author in six Propositions. Except for
Proposition 4 (which is an algebraic treatment of the number of regular
convex polyhedra) all of them concern relations between different kinds of
angles and numbers of faces of 3polyhedra. Proposition 1 states that the
sum of the exterior solid angles is equal to eight right solid angles (unfor
tunately, Figure 4(b), which is meant to illustrate the planar analogue of
this fact, is false and .. .. This result, though it can be interpreted
as a consequence of the GaupBonnet Theorem or of the Steinerformula
for parallel convex bodies, seems not t have been explicitly known before
the discovery of the Descartes manuscri t.
Proposition 6 states: P = 2F +2V 4 where P is the number of
plane angles (angles at vertices of facet F the number of facets and V
the number of vertices of a polytope. As another statement of the manu
script is P = 2E, where E is the number of edges, it has been asserted by
many authors that Descartes actually was aware of Euler's Theorem which
Books for review should be sent to the Book Review Editor, Prof. Dr.
Achim Bachem, Mathematiches Institute der Universitit zu Kiln,
Weyertal 8690, D5000 K6ln, W. Germany.
by this identity is equivalent to Proposition 6. The author is right in saying
that this question can only be answered: "Yes, probably" or "No, prob
ably", and he discusses this in a very detailed way (including the literature
on this question). The only thing that one can be safe about is that
Descartes, in case he did see the identity E = F + V 2, certainly did not
think it was as ;..'. .' as his Proposition 6.
The Descartes manuscript certainly represents the "state of the art"
in the theory of convex polyhedra for 1630. Its content, its spirit and its
historic meaning are carefully elaborated in this book which was a pleasure
to read. I recommend it to everybody interested in the history of poly
hedra.
Peter Kleinschmidt (Bochum)
JOURNALS & STUDIES
Forthcoming Mathematical Programming Study
Mathematical Programming with Data Perturbations
Edited by A. V. Fiacco
B. Bank and R. Hansel, "Stability of MixedInteger Quadratic
Programming Problems."
B. Brosowski, "Parametric SemiInfinite Linear Programming."
T. Gal, "Linear Parametric Programming A Brief Survey."
J. Gauvin and F. Dubeau, "Some Examples and Counterexamples
for the Stability Analysis of Nonlinear Programming Problems."
J. Guddat, H. Wacker and W. Zulehner, "On Imbedding and Para
metric Optimization A Concept of a Globally Convergent Algorithm for
Nonlinear Optimization Problems."
S. Holm and D. Klein, "Three Methods for PostoptimalAnalysis in
Integer Linear Programming."
R. Janin, "Directional Derivative of the Marginal Function in
Nonlinear Programming."
K. Jittorntrum, "Solution Point Differentiability Without Strict
Complementarity in Nonlinear Programming."
D. Klatte, "A Sufficient Condition for Lower Semicontinuity of
Solution Sets of Convex Inequalities."
M. Kojima and R. Hirabayashi, "Continuous Deformation of Non
linear Programs."
B. Kummer, "Generalized Equations. Solvability and Regularity."
R. T. Rockafellar, "Directional Differentiability of the Optimal
Value Function in a Nonlinear Programming Problem."
T. Zolezzi, "On Stability Analysis in Mathematical Programming."
Vol. 28 No. 3
T. Coleman and J. More, "Estimation of Sparse Hessian Matrices
and Graph Coloring Problems."
R. Wong, "A Dual Ascent Approach for Steiner Tree Problems on a
Directed Graph."
M. Kojima and Y. Yamamoto, "A Unified Approach to the Imple
mentation of Several Restart Fixed Point Algorithms and a New Variable
Dimension Algorithm."
S. Mizuno, "An Analysis of the Solution Set to a Homotopy Equa
tion Between Polynomials with Real Coefficients."
G. Tinhofer, "Rational Solutions of the Graphsack Problem."
M. Aganagic, "Newton's Method for Linear Complementarity
Problems."
Vol. 29 No. 1
M. W. Padberg and L. A. Wolsey, "Fractional Covers for Forests and
Matchings. "
A. Schrijver, "Proving Total Dual Integrality with CrossFree Fami
lies A General Framework."
M. Gr'tschel and G. Nemhauser, "A Polynomial Algorithm for the
MaxCut Problem on Graphs Without Long Odd Cycles."
G. G. Brown and W. G. Wright, "Automatic Identification of
Embedded Network Rows in LargeScale Optimization Models."
M. E. Dyer, "An O(n) Algorithm for the MultipleChoice Knapsack
Linear Program."
A. Buckley, "Termination and Equivalence Results for Conjugate
Gradient Algorithms."
B. C. Eaves, "Permutation Congruent Transformations of the
Freudenthal Triangulation with Minimum Surface Density. "
S. Kim, "Economic Planning with Institutional Price Constraints for
a Decentralized Economy."
J. F. Shapiro, "A Note on Node Aggregation and Benders' Decom
position."
M. Bastian, "Implicit Representation of Generalized Variable Upper
Bounds Using the Elimination Form of the Inverse on Secondary Storage."
Volume 29 No. 2
S. Fujishige, "Structures of Polyhedra Determined by Submodular
Functions on Crossing Families."
S. Fujishige, "Theory of Submodular Programs: A Fenchel Type
MinMax Theorem and Subgradients of Submodular Functions. "
M. N. Thapa, "Optimization of Unconstrained Functions with
Sparse Hessian Matrices  NewtonType Methods."
A. EchCherif and J. G. Ecker, "A Class of RankTwo Ellipsoid
Algorithms for Convex Programming."
J. Jahn, "Scalarization in Vector Optimization."
A. P. Sethi and G. L. Thompson, "The Pivot and Probe Algorithm
for Solving a Linear Program."
T. F. Coleman and D. C. Sorensen, "A Note on the Computation of
an Orthonormal Basis for the Null Space of a Matrix."
Vol. 29 No. 3
P. Dubey and L. S. Shapley, "Totally Balanced Games Arising from
Controlled Programming Problems."
P. Lindstrom and P.A. Wedin, "A New Linesearch Algorithm for
Nonlinear Least Squares Problems. "
M. J. D. Powell, "On the Global Convergence of Trust Region
Algorithms for Unconstrained Minimization."
R. E. Wendell, "Using Bounds on the Data in Linear Programming:
The Tolerance Approach to Sensitivity Analysis."
D. Granot and G. Huberman, "On the Core and Nucleolus of
Minimum Cost Spanning Tree Games."
S. Fujishige, "On the ": .'.. '. '. .: ...' of a Submodular Function."
Technical Reports & Working Papers
The University of Tennessee
College of Business Administration
Knoxville, TN 37996
James K. Ho,"Equivalent Piecewise Linear Formulations of Separ
able Convex Programs," WP 175.
James K. Ho, "Convergence Behavior of Decomposition Algorithms
for Linear Programs," WP 17 9.
James K. Ho, "A Parametric Subproblem for Dual Methods in
Decomposition," WP 185.
James K. Ho, "High Precision Linear Programming," WP 187.
The Johns Hopkins University
Department of Electrical Engineering
and Computer Science
Baltimore, MD 21218
J. O'Rourke and K. R. Sloan, Jr., "Dynamic Quantization: Two
Adaptive Data Structures for Multidimensional Spaces," 83/01.
H. Edelsbrunner, J. O'Rourke, and E. Welzl, "Stationing Guards in
Rectilinear Art Galleries," 83/02.
R. Melville, "A New Minimum Spanning Sphere Algorithm," 83/05.
J. O'Rourke and R. '.'. i.I,,,'..ri "Curve Similarity via Signatures,"
83/08.
H. L. Weinert, "The Complementary Model in Continuous/Discrete
S . ,. ." 83/09.
U. B. Desai and H. L. Weinert, "A Vector Space Approach to the
Indefinite LQR Problem," 83/10.
H. L. Weinert, "On the Inversion of Linear Systems," 83/11.
P. Tiwari, "An :. .. :.' Parallel Algorithm for ', ,, ;. ** the Root of
a Depth First Spanning Tree," 83/12.
A. Aggarwal and R. C. Melville, "Fast Computation of the Modality
of a I ... ." 83/15.
G. G. L. Meyer, "Convergence Properties of Relaxation
Algorithms," 83/16.
R. C. Melville, "An Unusual Algorithm for Finding the Minimum
Spanning Circle of a Convex Polygon," 83/17.
Erasmus Universiteit Rotterdam
Econometric Institute
P. O. Box 1738
3000 DR Rotterdam
The Netherlands
L. F. M. de Haan, "A Spectral Representation for MaxStable
Processes," 8309/S.
J. K. Lenstra, A. H. G. Rinnooy Kan and L. Stougie, "A Framework
for the Probabilistic Analysis of Hierarchical Planning Systems," 8311/0.
J. M. Schumacher, "Almost Stabilizability Subspaces and High Gain
Feedback," 8312/M.
V. Stern, "User Manual to Subroutine Package Minmax for the
Dimensioning of a Telephone Network with Nonlinear Blocking Prob
ability Constraints," 8313/1.
M. Haimovich and A. H. G. Rinnooy Kan, "Bounds and Heuristics
for Capacitated Routing Problems: Part I," 8314/0.
A.H. G. Rinnooy Kan and G.T. Timmer, "Stochastic Methods for
Global Optimization," 8317/0.
H. K. van Dijk and T. Kloek, "Posterior Moments Computed by
Mixed Integration," 8318/E.
C. G. E. Boender and A. H. G. Rinnooy Kan, "Bayesian Stopping
Rules for a Class of Stochastic Global Optimization Methods," 8319/0.
C. G. E. Boender and A. H. G. Rinnooy Kan, "Nonparametric
Bayesian Estimation of a Discrete Probability Distribution with Unknown
Domain," 8320/0.
C. G. E. Boender and A. H. G. Rinnooy Kan, "Bayesian Multinomial
Estimation of Animal Population Size," 8322/0.
J. K. Lenstra and A. H. G. Rinnooy Kan, "Scheduling Theory Since
1981: An Annotated Bibliography," 8324/0.
H. Nijmeijer and J. M. Schumacher, "Zeros at Infinity for Affine
Nonlinear Control Systems," 8325/M.
H. K. van Dijk and T. Kloek, "Experiments With Some Alternatives
for Importance Samplingin Monte Carlo Integration," 8326/E.
G.L. Blankenship, "Analysis of Singular Dynamic Leon tief Models,"
8327/M.
L. F. M. de Haan and J. Pickards III, "Stationary MinStable Sto
chastic Processes," 8329/S.
H. Nijmeijer and J. M. Schumacher, "InputOutput Decoupling of
Nonlinear Systems With an Application to Robotics," 8330/M.
G. van der Hoek, H. W. van den Meerendonk and R. Th. Wijmenga,
"The Elimination of Convexly Dominated Cutting Patterns'in Trimloss
Problems," 8333/0.
J. R. de Wit and C. G. E. Boender, "How a Claim by Wagner Proves/
to be False, or the s,Q Model's Algorithm Revisited," 8334/0.
University of Bonn
Department of Operations Research
Nassestr. 2
D5300 Bonn 1, West Germany
"List of ... r':,r. Papers, 7201OR 83300OR (19721983)", WP
83301OR.
M. Skowronska, M. M. Syslo and C. Zamfirescu, "An Algorithmic
Characterization of Total Digraphs," WP 83302OR.
U. Faigle and R. Schrader, "Minimizing Completion Time for a Class
of Scheduling Problems," WP 83303OR.
B. Korte and L. Lovasz, "Relations Between Subclasses of
Greedoids, "WP 83304OR.
U. Derigs, "Ueber eine Anwendung statistischer Schranken in der
kombinatorischen Optimierung,"WP 83305OR.
U. Faigle and R. Schrader, "Zur Maschinenbelegungsplanung unter
TNIgeordneten Restriktionen, WP 83306OR.
S. Holm, "Dual Price Function v. Dual Prices for the Capital
Budgeting Problem," WP 83307OR.
U. Faigle and R. Schrader, "Comparability Graphs and Order
Invariants," WP 83308OR.
Y. Wakabayashi and M. Gurgel, "A Result on HamiltonConnected
Graphs, "WP 83309OR.
G. Cornuejols and W. H. Cunningham, "Compositions for Perfect
Graphs,"WP 83310OR.
A. Bachem and W. Kern, "Adjoints of Oriented Matroids," WP
83311OR.
M. Vlach, "On the Three Planar Sums Transportation Polytope,"
WP 83312OR.
U. Derigs, "Exchange Properties and kBest Strategies in Combina
torial Optimization," WP 83313OR.
G. Turan, "On the Greedy Algorithm for an EdgePartitioning
Problem," WP 83314OR.
Yale University
School of Organization and Management
P. O. Box IA
New Haven, CT 06520
Ron S. Dembo and Ulrich Tulowitzki, "Computing Equilibria on
Large Multicommodity Networks: an Application of Truncated Quadratic
ProgramingAlgorithm," Series B 65.
Ron S. Dembo and Siddhartha Sahi, "A Convergent Framework for
Constrained Nonlinear Optimization," Series B 69.
Ron S. Dembo and Ulrich Tulowitzki, On the Minimization of
Quadratic Functions Subject to Box Constraints, "Series B 71.
Ron S. Dembo, "A Primal Truncated Newton Algorithm with
Application to LargeScale Nonlinear Network Optimization," Series B 72.
" ~
Technical Reports & Working Papers continued
Cornell University
School of Operations Research and Industrial Engineering
Upson Hall
Ithaca, NY 14853
M. Taqqu and R. Fox, "Central Limit Theorems for Quadratic
Forms in Random Variables Having LongRange Dependence," TR 590.
M. Taqqu and R. Fox, "NonCentral Limit Theorems for Quadratic
Forms in Random Variables Having LongRange Dependence," TR 591.
M. Taqqu and R. Fox, "Maximum Likelihood Type Estimators for
the Selfsimilarity Parameters," TR 592.
N. U. Prabhu, "Stochastic Comparison of Bulk Queues," TR 593.
L. W. Schruben, "Initialization Effects in Computer Simulation
S. TR 594.
M. Todd, "Polynomial Expected Behavior of a ., Algorithm
for Linear Complementarity and Linear Programming Problems, "TR 595.
L. W. Schruben and D. Goldsman, "On Selecting the Best of k
Simulated Systems: An Expository System," TR 596.
L. J. Billera and M. Bayer, "Counting Faces and Chains in Poly
topes and Posets," TR 597.
E. Slud, "An Empirical Bayes Goodness of Fit Test," TR 598.
M. Taqqu and R. Fox, Multiple Stochastic Integrals with Depen
dent Integrators," TR 599.
R. Kulkarni and C. Jennison, "Optimal Properties of the Bechhofer
Kulkarni Bernoulli Selection Procedure," TR 600.
A. Hayter, "A Proof of the Conjecture that the TukeyKramer
Multiple Comparisons Procedure is Conservative, TR 601.
Y. Ikura and G. L. Nemhauser, "A PolynomialTime Dual Simplex
Algorithm for the T. ..'. '... Problem," TR 602.
Y. Ikura and G. L. Nemhauser, "A PolynomialTime Dual Simplex
Algorithm for the Transportation Problem: Condensed Version," TR 602a.
J. Muckstadt and T. Boucher, "Cost Estimating Methods for
Evaluating the Conversion from a Functional Manufacturing Layout to
Group Technology, "TR 603.
M. Taqqu and C. Czado, "A Survey of Functional Laws of the
Iterated Logarithm for .' 'I. .i,.:r Processes," TR 604.
Application for membership
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GALLIMAUFRY
Achim Bachem, Associate and Book Review Editor of Optima, has
accepted a Professorship at Mathematisches Institute, Universitit zu Koln...
Darwin Klingman (Texas) recently received the Outstanding Research Award
given by the Golden Key National Honor Society. .A recent article in the
MarchApril, 1984 issue of the ORSA/TIMS newsletter OR/MS Today
reviews a microcomputer software package for linear programming which
solved problems up to 513 variables and 340 constraints. .Paul Boggs
(N.B.S.), an organizer of the June 1214, 1984 conference on numerical
optimization (see Calendar) has initiated a series of articles concerning the
topics of the conference in the November, 1983 issue of the SIAM News
letter. .A conference sponsored by the Design Optimization Laboratory,
University of Arizona, Tucson, is scheduled for February 1115, 1985, and
calls for papers in optimization related to CAD/CAM and automation.
Contact K.M. Ragsdell.
Deadline for the next OPTIMA is August 15, 1984.
This public document was promulgated at a cost of $426.15 or $0.61 per copy to inform
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