Title: Optima
Full Citation
Permanent Link: http://ufdc.ufl.edu/UF00090046/00016
 Material Information
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: August 1985
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Bibliographic ID: UF00090046
Volume ID: VID00016
Source Institution: University of Florida
Holding Location: University of Florida
Rights Management: All rights reserved by the source institution and holding location.


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The Mathematical Programming Society

The Mathematical Programming Society is an international organization dedicated to the
promotion and the maintenance of high professional standards in the subject of mathematical
programming. It is incorporated as a non-profit tax exempt scientific organization in the
United States. It publishes the journal Mathematical Programming, consisting of technical
articles on all aspects of the subject; the journal-book series Mathematical Programming
Studies, monographs or collections of papers on particular subfields; the general newsletter
Optima and the Newsletter of the Society's Committe on Algorithms. Every three years the
Society as a whole meets in its International Symposium on Mathematical Programming at
some world center of research. The Society sponsors and supports other meetings and
activities in mathematical programming throughout the world.

A History

The roots of mathematical programming can be found in the applied mathematics of the
nineteenth century, but its emergence as a discipline in its own right awaited the great
advances of the nineteen forties and fifties in the application of mathematical methods to
important problems of business, industry, and technology. In the nineteen-sixties it became
clear that there was a true international community of researchers and practitioners of
mathematical programming. In 1970 a Founding Committee (A. Orden, chairman; J. Abadie,
M.L. Balinski, A.W. Tucker, P. Wolfe, and G. Zoutendijk), proceeded to form a Society from
this community, with the aims of ensuring the continuity of the International Symposia on
Mathematical Programming (reviewed below), and establishing a journal to serve the
community's interests. In 1970 the Committee selected an Editor-in-Chief and a publisher for
the journal Mathematical Programming. In 1971 it set up a Secretariat for the Society, and in
early 1972 enrolled 366 Charter Members, who adopted a Constitution and in 1973 elected
the first officers. The Society became a 'Kindred Society' of the International Federation of
Operational Research Societies in 1975. In 1981 the Society was incorporated in the United
States (state of Delaware) as a non-profit tax exempt scientific organization.
The full list of elected officers is:
Chairmen: G. B. Dantzig (1973-74), E. M. L. Beale (1974-76), A. W. Tucker (1976-78), P.
Wolfe (1978-80), J. Abadie (1980-83), A. Orden (1983-1986).
Treasurers: J. S. Folkers (1973-75), F. A. Lootsma (1975-1980), M. Padberg (1980-82), A.
C. Williams (1982-1986).
Council Members-at-Large:
1973-75: B. Martos, A. Orden, M.J.D. Powell, P. Wolfe
1975-77: J. Abadie, R. Fletcher, D.R. Fulkerson (to 1976), G.P. McCormick
(from 1976), R.T. Rockafellar

~ _I~ I~ II~ _I ~

Symposium Edition

August 1985

Number 16

1977-79: R.W. Cottle, L. Lasdon, G.L. Nemhauser, L.A. Wolsey
1979-82: M. Avriel, M. Held, A. Land, A. Orden
1982-85: E. M. L. Beale, J. L. Goffin, D. Goldfarb, J. K. Lenstra

The Constitution provides for an Executive Committee to carry out the instructions of the
Council. Its chairmen have been R.W. Cottle (1973-76), A.C. Williams (1976-83), and
Michael Held (1983-present). An ad hoc committee (A.W. Tucker and A.C. Williams,
cochairmen) drafted the first Constitution, adopted in 1972, and another (R.W. Cottle,
chairman), drafted the revised Constitution adopted in 1978.
Seven standing committees, whose functions are described further below, were formed to
meet specialized needs. Their dates of formation and present chairmen are:
Committee on Algorithms, 1974, K. Hoffman
Publications Committee, 1976, J. K. Lenstra
Symposium Advisory Committee, 1977, M. Gr6tschel
Fulkerson Prize Committee, 1978, R. Karp
Membership Committee, 1979, M. Grigoriadis
Dantzig Prize Committee, 1980, R. J.-B. Wets
Committee on Stochastic Programming, 1982, A. Prekopa
Tucker Prize Committee, 1985, R. G. Bland
The number of regular members of the Society has gradually risen to about 600. In 1982 a
new class of membership, at half the regular dues, was established for qualified students. The
countries represented by members are: Australia, Austria, Belgium, Brazil, Canada, Chile,
China, Czechoslovakia, Denmark, Finland, France, Germany (Federal Republic), Greece,
Hong Kong, Hungary, Ireland, Israel, Italy, Japan, Korea, Malaysia, Mexico, The Netherlands,
New Zealand, Nigeria, Norway, The Philippines, Poland, Portugal, Romania, Scotland, South
Africa, Spain, Sweden, Switzerland, Thailand, Turkey, United Kingdom, United States of
America, Venezuela, Vietnam, and Yugoslavia. About one third the members reside in North

Modus Operandi

The Society is governed by its Council, which meets in person on the occasion of each
International Symposium. The Chairman, Vice-Chairman, Treasurer, and Council Members-
at-Large are the voting members of the Council.
All terms of office begin and end an integral number of years from one of the International
Symposia, generally late in August. The original Constitution provided for two-year terms for
most offices; the present Constitution provides for three-year terms, with those of the
Chairman and Treasurer overlapping those of the Council Members-at-Large. Elections are
held every three years starting from Spring, 1979. Council Members-at-Large are installed in
August; the Chairman is installed the next year, serving as Vice-Chairman until then and also
the two years following his retiring as Chairman.
Between Symposia business is ordinarily transacted by mail by the Chairman of the
Executive Committee, as directed by the Council. The members of the Executive Committee
are the Chairman, Vice Chairman, and Treasurer of the Society, the Editor-in-Chief of the
Journal, and such other members as are appointed. It is at times possible to have personal
meetings of that Committee, which are scheduled to facilitate participation by other officers
who may be in the area.
While face to face meetings of the officers with Society members are difficult outside the
triennial Symposia, the Council keeps in touch with the membership through the newsletter
Optima. In addition it solicits comment on Society affairs by mail votes and by a questionnaire
appearing periodically in Optima, and undertakes to respond promptly to any correspondence
from its members.

The Secretariat of the Society handles its routine secretarial and financial affairs. It is
operated by the International Statistical Institute (428 Prinses Beatrixlaan, 2270 AZ Voorburg,
Netherlands). Its functions are to: maintain the membership roster of the Society and mail to
all members of the Society an annual directory; transmit a mailing list to the publishers of the
Society's journal; prepare and issue ballots for all elections, and count the votes; collect the
membership clues; answer queries regarding the Society and conduct the correspondence
necessary for of these tasks; transact the financial operations of the Society, including the
issuance of checks as authorized by the Treasurer, maintenance of the bank accounts, and the
preparation of annual reports.

The International Symposia and Other Meetings

The International Symposia on Mathematical Programming have been the principal
occasions on which large groups of the world's researchers in that subject have assembled.
The list below uses the numbering that was adopted in 1970, and gives the number of papers
presented. The pattern established after the London Symposium reflects the view that
successive International Symposia should be held at widely separated places at approximately
three-year intervals.

0. Chicago, U.S.A., 1949; 34 papers
1. Washington, D.C., U.S.A., 1951; 19 papers
2. Washington, D.C., U.S.A., 1955; 33 papers
3. Santa Monica, U.S.A., 1959; 57 papers
4. ( I,. i, ., U.S.A., 1962; 43 papers
5. London, U.K., 1964; 83 papers
6. Princeton, U.S.A., 1967; 91 papers
7. The Hague, Netherlands, 1970; about 150 papers
8. Stanford, U.S.A., 1973; about 250 papers
9. Budapest, Hungary, 1976; 327 papers
10. Montreal, Canada, 1979; about 450 papers
S1. Bonn, Fed. Rep. Germany, 1982; about 600 papers
12. Boston, U.S.A., 1985
The Symposium Advisory Committee has the p.l.11 .lii of encouraging proposals for
sites for the International Symposia, advising the Council on the choice of site, and assisting
their hosts where possible. The committee members are all organizers of previous Symposia.
The Society's practice with regard to Symposia is to give the host committee charge of the
whole affair, within the framework of certain formal guidelines. The Symposium is expected,
through its registration fee and institutional subsidies, to be self-supporting. The Society can
lend 'seed money' to the Symposium or, to a limited extent, guarantee it against loss. The
host may organize Proceedings of the Symposium as one or more Mathematical Programming
Studies. (Proceedings have not been compiled for all Symposia.)
There are no fixed criteria for the selection of a site. The more important considerations
are technical qualification and enthusiasm of the local staff, adequacy of the meeting facilities,
availability of nearby lodging, and reasonable travel and local costs -- in short, those factors
that will lead to a productive conference that will appeal to a wide range of participants. The
Symposium Advisory Committee welcomes all *.u.-.-,li.ni about possible sites for future
While polls of the membership have shown that the traditional three year interval between
International Symposia is generally satisfactory, mathematical programmers naturally get
together much more frequently than that. Meetings of some other Societies devote a great
deal of their time to the subject, and every year there are several important meetings around
the world dedicated to mathematical programming. The Society recognizes the value of these
meetings for the subject and feels that supporting them is important. For any properly
constituted conference related to mathematical programming or one of its subfields, the

Society can provide mailing lists and labels of the Society membership, space in Society
publications for an announcement, facilities for publicity at other meetings, the loan of some
money, and the sponsorship of the Society.


The journal Mathematical Programming began publication with the issue of October, 1971.
The founding Editor-in-Chief was Michel Balinski, succeeded by the present Editor-In-Chief,
Richard Cottle. There are three Co-Editors, L.C.W. Dixon, B. Korte, and M.J. Todd. The
journal is served by a board of over twenty associate editors, all well-known scientists. It
rapidly became the foremost outlet for research in our subject. Its statement of policy is:
'Mathematical Programming publishes original articles dealing with every theoretical,
computational, and applicational aspect of mathematical -ir.j-.ilnn;i,. that is, everything
of direct or indirect use for questions surrounding the problem of finding the extreme
values of functions of many variables. Included, along with the conventional topics of
linear, nonlinear, integer and stochastic :'ir..'.nii..:, are computer experimentation,
techniques for formulating and applying mathematical pr.-._1 ini!nii models, computer
programming devices of special interest to the subject, unconstrained optimization, convexi-
ty, polytopes, and control and game theory done in the spirit of mathematical program-
It is published nine times yearly in issues of about 120 pages. Each member of the Society
(regular and student) receives the journal.
The series Mathematical Programming Studies, created to supplement the journal and serve
as the vehicle for monographs or collections of papers on special subjects, was founded by
Balinski in 1974. Its contents are reviewed editorially in the same way that submissions to the
journal are. The twenty Studies that have so far appeared are:
Pivoting and Extensions
Approaches to Integer Programming
N .ndIlll I II i.hlc Optimization
Computational Practice in Mathematical Programming
Stochastic Systems, Modeling, Identification and Optimization, I and II
Complementarity and Fixed Point Problems
Polyhedral Combinatorics
Mathematical Programming in Use
Point to Set Maps and Mathematical Programming
Engineering Optimization
Combinatorial Optimization I, II
Mathematical Programming at Oberwolfach
Network Models and Associated Applications
Algorithms for Constrained Minimization of Smooth Nonlinear Functions
Nondifferential Techniques in Optimization
Algorithms and Theory in Filtering and Control
Optimality and Stability in Mathematical Programming
They are offered to subscribers in Volumes of three consecutive issues each. Members of the
Society may subscribe at greatly reduced rates.
In 1980 the Society established the newsletter Optima, edited by Donald Hearn. It
provides information about current research in mathematical programming, a worldwide
calendar of meetings on the subject, lists of recent technical reports, summaries of confer-
ences, book reviews, news about members, etc., and features at least one article of broad
interest in each issue. Optima is published three times yearly and distributed to all members.
The Publications Committee monitors and gives advice on the Society's publications, both
present and proposed, and on the structure and personnel of the Editorial Board.

Committee on Algorithms

The Committee on Algorithms has as its major objective the improvement of the art of
computational mathematical programming. Areas of research of concern to the Committee
include the development of methodology for testing mathematical programming software,
procedures for improving the efficiency and accuracy of existing algorithms, new computation-
al methods together with experimental evidence of their effectiveness, and procedures for
analyzing large-scale mathematical programming models. To foster these objectives the
Committee disseminates information on the availability of software and test-problem packages,
and has produced guidelines which encourage those who distribute mathematical p,..-I.iiillii-
software to meet certain standards of portability, testing, ease of use, and documentation.
The committee has a large and active membership, operating like a 'special interest group'
within the Society, and has pursued its goals in a number of ways. It organized the NATO
Advanced Study Institutes 'Design and Implementation of Optimization Software' in Boulder,
Colorado in 1981, and 'Computational Mathematical Programming' in August, 1984 in Bad
Windsheim, F.R.G. It has held sessions at many international conferences, including the Ninth
International Symposium on Mathematical Programming in Budapest, 1976; the Bicentennial
Conference on Mathematical Programming in Washington, D.C., 1976; the XXIV Internation-
al TIMS meeting in Hawaii, 1979; the Tenth International Symposium on Mathematical
Pr._.,,nli;i, Montreal, 1979; the Xl International Symposium on Mathematical Program-
,nin_. Bonn, F.R.G., 1982; and the EURO IV M.I.lin-, Cambridge, U.K., 1981. The Commit-
tee has also sponsored a variety of sessions at almost every ORSA/TIMS meeting since the
Committee's inception in 1975.
The Committee has conducted two surveys of mathematical pr. "'I imnl.- software users:
one surveyed the availability of mathematical programming software and the other questioned
which code performance indicators were most preferred by users of M.P. software.
The Committee publishes its own Newsletter, edited by Jan Telgen (Rabobank Nederland,
Laan van Eikenstein 9, 3705 AR Zeist, Netherlands) and Robert Meyer (Computer Science
Department, University of Wisconsin, 1210 West Dayton Street, Madison, Wisconsin 53706,
U.S.A.) which is sent free to all members of the Society and to several hundred others for a
small fee.


Rewards for outstanding work in a field promote its quality as well as bring it deserving
The Fulkerson Prize came into being through the efforts of Lloyd Shapley, supported by
many of the late Ray Fulkerson's friends. The description of the Prize runs: Its specifications:
'The Fulkerson prize for outstanding papers in the area of discrete mathematics is sponsored
jointly by the Mathematical Programming Society and the American Mathematical Society.
Beginning in 1979, up to three awards of $750 each will be presented at each (triennial)
International Symposium of the Mathematical Programming Society; they will be paid out of a
memorial fund administered by the American Mathematical Society that was established by
friends of the late Delbert Ray Fulkerson to encourage mathematical excellence in the fields of
research exemplified by his work. Papers to be eligible should have been published in a
recognized journal during the six calendar years preceding the year of the Congress. This
extended period is in recognition of the fact that the value of fundamental work cannot always
be immediately assessed. The prizes will be given for single papers, not series of papers or
books, and in the event of joint authorship the prize will be divided. The term 'discrete
mathematics' is intended to include graph theory, networks, mathematical programming,
applied combinatorics, and related subjects. While research work in these areas is usually not
far removed from practical applications, the judging of papers will be based on their mathe-
matical quality and significance.'

The first awards of the Prize were made at the Tenth International Symposium on Mathe-
matical Programming in 1979: to Richard M. Appel and Wolfgang Haken ('.... of the four
color theorem); to Richard M. Karp (computational complexity of combinatorial problems);
and to Paul D. Seymour (matroids and the max-flow min-cut property).
The next awards, at the Eleventh Symposium in 1982, were to: to D.B. Judin, L.G.
Khachian, and A.S. Nemirovski (the ellipsoid algorithm); to M. Gr6tschel, L. Lovasz and A.
Schrijver (consequences of the ellipsoid algorithm), and to G.P. Egorychev and D.I. Falikman
(proof of the van dcr Waerden conjecture).

The Dantzig Prize was founded by a group of George B. Dantzig's former students (R.W.
Cottle, E.I.. Johnson, R.M. van I 1. and R.J-B. Wets). It is awarded jointly by this Society
and the Society for Industrial and Applied Mathematics. 'The prize is awarded for original
work which, by its breadth and scope, constitutes an outstanding contribution to the field of
mathematical programming... The contributions) for which the award is made must be
publicly available and may belong to any aspect of mathematical programming in its broadest
sense. The contributions eligible for consideration are not restricted with respect to the age or
number of their authors although preference should be given to the in I, mthored work of
'younger' people... The prize will be awarded every three years. The award will be presented
at each International Symposium of MPS except every third time at a national meeting of
SIAM, either the National ( ii I.) or Fall meeting of SIAM in the year of the award.
The first awards of the Prize were made at the Eleventh International Symposium on
Mathematical Programming in 1982 to M.J.D. Powell, for his pioneering work in the optimiza-
tion of nonlinear functions, and to R.T. R..1. ,i. ii. for his key contributions to the theory of
nonlinear optimization.

The Orchard-Hays Prize is administered by the Society's Committee on Algorithms, which
expects to make the first award at the Twelfth Symposium in Boston in 1985. Entitled 'The
Orchard-Hays Prize for Excellence in Computational Mathematical Programming', it will be
awarded on this occasion for a paper published within the years 1980 through 1984, and
thereafter for publication within the three year period prior to the Symposium at which it will
be awarded. 'Computational mathematical programming' includes experimental evaluation of
mathematical programming algorithms, the development of high-quality mathematical program-
ming software, the development of new computational methods together with experimental
evidence of their effectiveness, and the development of new methods for the empirical testing
of mathematical programming techniques.

The A. W. Tucker Prize was established by the Society early in 1985, and will first be
awarded at the Thirteenth Symposium in 1988, and at every Symposium thereafter. It will be
awarded for an outstanding paper solely authored by a student, graduate or undergraduate.
The paper may concern any aspect of Mathematical Pil 1' mininmi. it may be original research,
an exposition or survey, a report on computer programs and computing experiments, or a new
and ingenious application. The nominations will be screened and at most three finalists
chosen. The finalists will be invited to give oral presentations at a special session of the
Symposium, at which time the winner will be selected. The Society will pay partial travel
expenses for each finalist to attend the Symposium.

Members of the Society are encouraged to contact the Chairmen of the respective Prize
committees for further information or to submit nominations to the committees.

Philip Wolfe


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 33-2, 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 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.


June 11-14: 5th IFAC Workshop on Control Applications of Nonlinear Programming and Optimization,
Capri, Italy. Contact: Professor G. Di Pillo, Dipartimento di Informatica e Sistemistica,
University degli Studi di Roma 'La Sapienza', Via Eudossiana 18, 00184 Roma, Italy. Tele-
phone (39) 6-484441.

July 8-19: School on Combinatorial Optimization, Rio de Janeiro, Brazil. Contact: Prof. Nelson
Maculan, COPPE, Federal University of Rio de Janeiro, P.O. Box 68501, 21944 Rio de
Janeiro RJ, Brazil. Telephone (021)280 8832, Ext. 404.

August 5-9: 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 617-253-7165. Official
triennial meeting of the MPS.

September 2-6: Twelfth International Federation for Information Processing Conference on System
Modeling and Optimization, Budapest, Hungary. Contact: Professor Andras Prekopa, IFIP
Conference, John von Neumann Society for Computer Science, H-1368 Budapest, P.O.Box
240, Hungary. Telephone 329-349, Telex 22-5369.

November 7-9: Sixth Mathematical Programming Symposium Japan, Tokyo, Japan. Recent Topics in
Mathematical Programming, Polynomial Algorithms, and Applications. Contact: Professor
Masao Iri (General Chairman), Faculty of Engineering, University of Tokyo, Bunkyo-ku,
Tokyo 113, or Professor Hiroshi Konno (Program Chairman), Institute of Social and Human
Sciences, Tokyo Institute of Technology, Meguro-Ku, Tokyo 152, Japan. Telephone 03-726-
1111, Extension 2371.


June 16-19: The International Conference on Numerical Optimization and Applications, Xi'an,
Shaanxi, China. Contact: Professor You Zhao-Yong, Department of Mathematics, XI'an
Jiaotong University, Xi'an, Shaanxi, China. Telex 70123 XJTU CN.

Application for membership

c/o International Statistical Institute
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2270 AZ Voorburg, The Netherlands


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