MARCH 1997
T
I
M
Mathematical Programming Society Newsletter
MATHEMATICAL 16thInternational Symposium on
Mathematica Programmingj
PROGRAMMING SOCIETY Lusann. S\.ItZind
AusNomit 21n s 19919
Nominations for 1997 Elections
The Constitution of the Mathematical Programming Society sets
the term of office for all officers of the Society at three years. Elec
tions for all offices (Chairman, Treasurer, and four atlarge mem
bers of the Council) are to be held four months prior to each tri
ennial International Symposium. The sixteenth symposium will
be held in Ann Arbor, August 2429, 1997, so the next election
will be held in April 1997. The new membersatlarge of the
Council will take office at the time of the symposium, while the
Chairmanelect and Treasurerelect will take office one year later.
The Constitution makes the following provisions: Candidates
must be members of the Society. They may be proposed either by
Council or by any six members of the Society. No proper nomi
nation may be refused, provided the candidate agrees to stand.
The Chairman decides the form of the ballot. Bylaws are passed
by the Council to promote international representation on the
Council.
Accordingly, the following procedure will be followed:
(1) Nomination to any office is to be submitted to the Chairman
by April 4, 1997. Such nomination is to be supported in writing
by the nominator and at least five other members of the Society.
(2) In keeping with what seems to have become a tradition, the
next Chairman preferably should NOT be a North American
resident. The membership is asked to consider only residents
from other continents as candidates for Chairman.
(3) When the ballots are counted, the four atlarge candidates for
Council receiving the highest number of votes will be elected, ex
cept that not more than two members having permanent resi
dence in the same country may be elected.
John Dennis, Chairman
Computational Applied Mathematics
Rice University
6100 South Main
Houston, TX 77005
N % , a.pproa4 Iin aseral
111 .lrll.ii s. I Ii is 1111 pr eril' li llnl I 11 ll u.tiL h11t 1111'
il.iiiiiiiil. is 1)1, ii .lii n il if relll nillll f'Vfrr\. l' i .iii
ill.t I \I lll\lll 1 l 1% 1 .11 ll 11' 11% 11 I II til I I h.i ll111
\ l ll.1l.1\ I. I'.ir il III I \\11 dle.1111il .l l I,, ., s I lu11 Iilh
\\if,, Ihi\ ,' ilrl l l. l. ,l I \ i.i\ .11 % .I ,,11 i."i'I. i' 111/1111
.1pIl / .i/\\1 I lll\ .1 l.,\\ I. l. iSl l.llhl l I IIt 1 11 1.1\t.
not received the registration form, you can find it in
this issue of OPTIMA and on the home page of the
Symposium at URL http:
//dmawww.epfl.ch/roso.mosaic/ismp97/welcome.html.
Another useful form that can be found on this Web
site is the abstract submission form. The abstract sub
mission deadline is also April 30. Electronic submis
sion is encouraged. If you present a paper in an invited
session, please send a copy ofyour abstract to the session
organizer.
Since Lausanne will be fully booked this summer, it is
recommended that you reserve a hotel room as quickly
as possible. Information about hotels in various price
categories can be found on the Symposium home page.
The price range is quite wide; one bed in a dorm costs
2025 Swiss Francs, whereas a single room in a luxury
hotel costs about 135 Swiss Francs per night. The hotel
reservation form, which is also in this
SEE PAGE FIVE 
conference notes 2 reviews 8 journals 11 gallimaufry 12
P
co
LO
01
A^
N 53
S] IA I I 1
ZLU
WIU
AND ADJUST THE
)I1NGLY FOR EXAM
K) MEASURES 1 57
N FROM THE PANT
0
v:z
) Third Workshop on Models and
Algorithms for Planning and
Scheduling Problems
Cambridge, England
April 711, 1997
OPTIMIZATION DAYS 1997
Montreal, Canada, H3T 2A7
May 1214, 1997
) 5th Twente Workshop on
Graphs and Combinatorial
Optimization
University of Twente
Enschede, The Netherlands
20 22 May 1997
)MPDP19 Nineteenth
Symposium on Mathematical
Programming with Data
Perturbations
The George Washington
University, Washington, DC
May 2223, 1997
) HPSNO 97 High Performance
Software for Nonlinear
Optimization: Status and
Perspectives
Ischia, Italy
June 46, 1997
) MPS at EURO/INFORMS
Barcelona, Spain
July 1417, 1997
) ICM98
Berlin, Germany
August 1827, 1998
) XVI International
Symposium on Mathematical
Programming, Lausanne
Switzerland, Aug. 2429 1997
MARCH 1997
I I
'"
'
SID N THE TABLE BEL
S10% FROM THE HIGH
O GET THE SID YOU MU
I
''
'
'
'"
'
'"
""
N 53
Si A i1
2ND OPTIMIZATION DAYS
> 1997
GERAD Ecole des HEC
3000, chemin de la CoteSainteCatherine
F 0 R Montreal, Canada, H3T 2A7
May 1214, 1997
Cosponsored by:
Groupe d'Etudes et de Recherch en Analyse des Decisions (GERAD)
Joint research center of:
Ecole des Hautes Etudes Commerciales
Ecole Polytechnique de Montreal
McGill University
University du Quebec a Montreal
Centre de recherche sur les transports (C.R.T.)
Joint research center of:
University de Montreal
Ecole des Hautes Etudes Commerciales
Ecole Polytechnique de Montreal
The scientific meeting "Optimization Days" is organized each year jointly by
the above research centers of the Montreal region. The aim of the meeting is
to survey current trends of research in optimization methods and their appli
cations and to provide a good opportunity for interaction between various re
search groups. Topics of interest include, but are not restricted to:
Mathematical programming
Global optimization
Optimal control theory
Numerical methods of optimization
Systems theory, including large
scale systems
Statistical methods
Estimation and identification
Applications to engineering,
transportation, economics,
management sciences, urban and
environmental problems, resource
management, biology,
telecommunications, networks
Robotics
Expert systems
Energy modelling, etc.
All those interested in optimization
methods and their present or poten
tial applications are kindly invited to
participate. We appeal especially to
those who can give talks on new
methods of optimization and their
applications.
Sessions will consist of invited and
contributed talks. Papers presenting
original developments as well as those
of expository nature will be consid
ered. The languages of the conference
are English and French.
Plenary speakers will be:
JOHN E. DENNIS, Rice University
JERZY A. FILAR, University of
South Australia
PIERRE HANSEN, Ecole des
Hautes Etudes Commerciales
CLAUDE LEMARECHAL, INRIA
STAVROS ZENIOS, University of
Cyprus
For further information contact:
GERAD Optimization Days 1997
3000, chemin de la CoteSainte
Catherine
Montreal, Canada, H3T 2A7
Telephone: (514) 3406043
Fax: (514) 3405665
Email: jopt97@crt.umontreal.ca
WWW: http://www.crt.umontreal.ca/
GERAD
HPSNO 97
Center for Research on Parallel
Computing and Supercomputers
(CPS)
High Performance Software for
Nonlinear Optimization: Status
and Perspectives
Ischia, Italy
June 46, 1997
The Research Center for Parallel
Computing and Supercomputers
(CPS), ajoint research center of the
CNR (National Research Council of
Italy), and the University of Naples
"Federico II" will host a short con
ference entitled "High Performance
Software for Nonlinear Optimiza
tion" on 4 6 June 1997 in Ischia
(which is one of the islands in the
bay of Naples), Italy. The Confer
ence will be organized biennially.
The focus of the conference is to
cover the latest results in optimiza
tion software and, in particular, op
timization software for high perform
mance computers. The conference
will provide an overview of the non
linear optimization field including
algorithms, software evaluation,
implementation issues, applications
and future areas of research through
authoritative lectures given by some
of the most active researchers in the
field. The Conference aims to pro
mote research activities and cooper
tion among scientists in the field
and, therefore, it will provide ample
opportunity for informal exchange
of ideas among researchers.
The Conference will include lectures
given by guest speakers and by au
thors of selected contributed papers.
Topics of interest include, but are
not limited to: (Parallel) Computa
tional Experiments, LargeScale
Constrained and Unconstrained
Problems, Global Optimization,
Quadratic Programming, Automatic
Differentiation, Linear and Nonlin
ear Least Squares, Numerical Linear
Algebra problems arising in Optimi
zation, Solution of Large Nonlinear
Systems, Nonsmooth Optimization,
Semidefinite Optimization, Combi
natorial Optimization, Complexity,
Applications in Sciences, Manage
ment and Engineering.
Contributed abstracts, limited to 70,
must reach the conference organizers
by 5 April. Authors will be notified
of acceptance or rejection by the end
of April. The selected talks will last
15 minutes with an additional 5
minutes for discussion and ques
tions.
There are special conference hotel
prices for a limited number of
rooms. Forms for registration for
both the conference and the hotel
are available from the Organizing
Committee, as listed below.
Organizing Committee Coordinates:
For information or for registration,
send an email message to
hpsno@matna2.dma.unina.it or
send a fax to +39817662106 (Prof.
A. Murli) or send a letter to Prof.
Almerico Murli or to Prof. Gerardo
Toraldo CPS CNR, Complesso
Monte S. Angelo, ed. T, Via Cintia
80126, Napoli ITALY.
www page: http://pixel.dma.unina.it/
Events/HPSNO97.html http://
www.netlib.org/confdb/confsearch.html
PAGE 3
MARCH 1997
PAGE 4
MPS at EURO/INFORMS
Barcelona, Spain
July 1417, 1997
The Mathematical Programming Society has
sponsored a stream at the Joint International
Meeting of EURO and INFORMS, July 1417,
1997 in Barcelona. The stream organizers are
Karen Aardal and Jan Karel Lenstra, and the
stream consists of the following sessions:
Numerical Optimization
Organizer: Anders Forsgren, Stockholm
Speakers: Ulf Ringertz, Walter Murray,
Anders Forsgren
Stochastic Programming
Organizers: Riidiger Schultz, Berlin, and
Leen Stougie, Amsterdam
Speakers: Michael A.H. Dempster,
Laureano F. Escudero, Hercules Vladimirou
Stochastic Integer
Programming
Organizers: Riidiger Schultz, Berlin, and
Leen Stougie, Amsterdam
Speakers: Francois Louveaux, Asgeir Tomasgard,
Rtidiger Schultz
Algebraic Methods in
Optimization
Organizer: Winfried Hochstattler, K6ln
Speakers: Regina Urbaniak, Markus
Wiegelmann, Matthias Hayer,
Winfried Hochstattler
Local Search
Organizer: Martin Zachariasen, Copenhagen
Speakers: Andreas Fin, Eric Taillard, Cees Duin,
Martin Zachariasen
Optimization in Industry
Organizer: Petra Bauer, Mfinchen
Speakers: Ruediger Schultz, Roland Wessaely,
Ulrich Lauther, George L. Nemhauser
Optimization in
Telecommunication
Organizers: Stan van Hoesel, Maastricht, and
Karen Aardal, Utrecht
Speakers: Cor Hurkens, Robert van de Leensel,
Stan van Hoesel
Optimization in Statistical
Disclosure Control
Organizers: Matteo Fischetti, Udine, and
Juan Jose Salazar, Tenerife
Speakers: Leon Willenborg, Cor Hurkens,
Matteo Fischetti
Vehicle Routing and Loading
Organizers: Goos Kant, Utrecht, and
Karen Aardal, Utrecht
Speakers: Stefan Tschoeke, Bram Verweij,
Goos Kant
N 53
INFORMS
Institute for Operations Research and the
Management Sciences (formerly ORSA &
TIMS)
1997 George B. Dantzig
Dissertation Award
The George B. Dantzig Dissertation Award Com
mittee is now accepting entries for the 1997
award. The award for the best OR/MS disserta
tion serves to promote greater interaction be
tween academia and industry by encouraging re
searchers to conduct innovative research that is
relevant to practice in any area of operations re
search and management science. The first and
second place winners will receive awards of $800
and $400, respectively. Additional finalists will
receive honorable mentions with $100 awards.
Prizes will be awarded at the INFORMS National
Fall Meeting in Dallas, Texas, Oct. 2629, 1997.
Each entry must:
1) Consist of a doctoral dissertation written pri
marily by the entrant and completed between Jan.
1, 1996, and July 1, 1997.
2) Present original ideas obtained predominantly
by the entrant.
3) Clearly illustrate and demonstrate the rel
evance of the work in practice and the potential
impact in industry.
Entrants should submit six copies of the following
items before July 15, 1997:
1) A summary of the dissertation (less than 5
doublespaced pages) highlighting the significance
of the problem, the novelty of the methodology
approach, the contribution of the research to in
dustry, and the scope of the dissertation.
2) A self contained paper (less than 25 double
spaced pages) based on the thesis so that the
award committee can evaluate the contribution
of the work.
3) A letter of recommendation from the entrant's
thesis advisor that describes the significance of the
research and comments on the originality of the
work.
MARCH 1997
4) A letter of recommendation from an industry
associate that describes the relevance and the po
tential benefits of the research in their organize
tion. This letter must be written by a manager
familiar with the research who has served as an
advisor to the research or as a coordinator to the
on site research project. The manager should be
informed that they may be contacted by the
committee members asking questions regarding
the entrant's search.
The entries in the first round will be judged, and
five finalists will be selected by an awards com
mittee comprised of experts from industry and
academia. All submissions should be postmarked
before July 15, 1997, and sent to the Chair of
the George B. Dantzig Dissertation Award
Committee:
Professor David SimchiLevi
Northwestern University
Department of Industrial Engineering and
Management Sciences,
2225 N. Campus Drive
Evanston, IL 602083119
Phone: (847) 4915399
Fax: (847) 4918005
Email: levi@iems.nwu.edu
WWW: http://primal.iems.nwu.edu/ levi/
Each finalist will be notified by September 1,
1997, and requested to submit the entire disser
station to the chair of the committee. All finalists
will give a presentation of their work in a special
session at the Dallas, Texas, meeting.
Susan L. Albin, Professor & Graduate Director
Department of Industrial Engineering
Rutgers University
PO Box 909
Piscataway, NJ 088550909
salbin@rci.rutgers.edu
fax: 9084455467
tel: 9084452238
I
N 53
I IA II1
16th International Symposium on Mathematical Programming
issue of OPTIMA, should bi s.in
directly to the Lausanne Tonm is
Office (address and fax numll i Il
the form).
Almost everything you need I,,
know about the Symposium. i .111 I
found on the home page givi II
above, so please have a look!
Program
The program is developing ii, 1\
Over 200 invited sessions ha'
been organized so far. All inm InI.
sessions, including the name ..I i111
speakers, are listed on the W I
The following speakers have .1,I11 I
to give featured lectures:
Pierre Auslender, Paris
Egon Balas, Pittsburgh
Alexander Barvinok, Ann Arl i
Rainer Burkard, Graz
Andreas Dress, Bielefeld
Arne Drud, Bagsvaerd
Matteo Fischetti, Udine
Michel Goemans, Cambridge
(USA)
1 (. Lni. il.1k. /liii. l
I'l.llr I .lll l l N r" I m '
*,,. ,,,. I 1 d\ s \ ,,ui ,,..,I 
M .IS.lk.lull KI..III. I k\i,,
MI.,11111. .1 .111 .11 I1'.,1%,
*.,i, S. Il I i .. 11 i s ,11111ll1 \. ,
Ml.n, hli l I'..11II., N ,. \. ..ik
j..uiig III I'.iri lI.Ili, I,..I ,.
A.iilr i  l\, i,,. i ski \\.ns..,\
h .illi .l \ ..,l N ,\ I I.IM,.
1.,,u., 1 i, l.,k % l), .ll
PhilipliI I iiilnt. N aI.iU lir
U[ /iiniii'imiin. lini. h nschr ig
j..i hI. *ll /l.\ i f 5l..ula ll
S.'\.'i.il sl). i .il s' slsilis .111 Iliinr
in1; I'lil \\' ..lhl s .,11 l \i1' % 111 \
I i.i.. .. IIII I I nl t11 .mi\ ,.iail .i ",,"
sion where Tucker Prize Finalists
present their work.
I n "l ,ml l l.,\. \,r.,lnis g l 1 lii.r \\ il
llh .III illli .lll.ll I  >I ll. IllTr \ lf ll
il lll) lks .lll l Z ,' s l I I"I I I l ll, ,"l l\
IIll' I I .1 1.1 1I%.1111 1 .11ni I l l ( .111
* ).i iiii Pl n I I iil i S I.I. .111 1 .I.II
I I l II,.1\ \l iiUS Lit i.. I III lh' 1,i llll
. %11,.1 \l11 M Ill 1 R llnl l l l.,\ I'.n I \
I)llnn, wi ll be ,irgal il h..i im m ig
ki,+nohw .alks. \All p.rliic ii:alns .AIV
In'iLedl O(n \\eiliiesil.h I rrIlini4.
\LiglIr Z7. Ihelrr %ill he a 1h..ia Ib.11
,i1nt oil the I.inan I ak, I',..i ,.
lli1 II I l l ill pal li.rip.l IIII1si 1 11n
tickr Is Ih r % l li tilll
Finainial Support
',.,, h \ \ ,kin d. I p \ I ,i I
11.llh I.Il s111111)1 r l,,\\.lrll i ,,IP.I.'I n
I M Iln l L. l' ll' l ll_.iI' i l Lll Uilgi
nizing committee Th. M. Liebling
at the following address:
Th. M. Liebling
Chair Organizing Committee
ISMP97
EPFL
CH1015 Lausanne, Switzerland
Email: liebling@dma.epfl.ch
Please explain why you need the
support and include a curriculum
vitae and an abstract of the talk you
wish to present at the meeting. Ap
plicants will be notified by May 15,
1997, about the decision. Please
note that there are limited funds
available.
The members of the organizing
committee welcome everyone to
Lausanne and express their hope
that, with the help and contribu
tions of the participants, the Sym
posium will be a great success.
On behalf of the Symposium Organizers,
Karen Aardal
(aardal@cs.ruu.nl)
International Congress of Mathematicians 1998 in Berlin Gets Special Stamp
Here is good news for the philatelists among the mathematicians. About two years ago the ICM98 Organizing Committee
contacted the German Ministry of Postal Affairs and Telecommunication to issue a special stamp on the occasion of the
International Congress of Mathematicians in Berlin in August 1998. A few days ago we received a positive reply. The "selection
committee for special stamps" proposed ICM98 as one of the themes for a special stamp. The Minister of Postal Affairs agreed.
The Ministry will ask several artists for design proposals. The artists are supposed to contact the ICM98 organizing committee
for ideas. Another committee will make the selection.
Stamp collectors will have the opportunity to buy firstday covers during the opening day, August 18, 1998, of ICM98 in Berlin.
This occasion may be another good reason to attend the International Congress in Berlin.
MARTIN GROETSCHEL President, ICM98 Organizing Committee
More information about ICM98 can be found in the ICM98 WWWserver (URL:
http://elib.zib.de/ICM98). This WWWserver also offers an electronic
preregistration form. If you do not have access to the World Wide Web and
would like to subscribe to the ICM98 circular letters, just send an email to
icm98@zib.de, writing "PRELIMINARY PREREGISTRATION" into the SUBJECT
line.
ZIB's NEW ADDRESS:
Please note that the KonradZuseZentrum (ZIB) has moved and that all mail, e
mail and internet domain addresses, and all phone and fax numbers have
changed! ZIB's new internet domain address is "zib.de". The old ZIB domain
address "zibberlin.de" remains valid until December 31, 1998. Here are some
new coordinates:
Electronic Information on ICM98 at URL: http://elib.zib.de/ICM98 (with form for
preliminary preregistration)
ICM98 General Email Address: icm98@zib.de
President of the ICM98 Organizing Committee:
Prof. Dr. M. Graetschel
KonradZuseZentrum fuer Informationstechnik (ZIB)
Takustrasse 7 D14195 BerlinDahlem
Germany
Email: groetschel@zib.de
Phone: +49/30/84185210
FAX: +49/30/84185269
Secretary: Sybille Mattrisch
Phone: +49/30/84185208
ZIBURL: http://www.zib.de
PAGE 5
MARCH 1997
MARCH 1997
Nonlinear Programming
Dimitri P Bertsekas
Athena Scientific, PO Box 391
Belmont, MA 021789998, 1995
ISBN:1886529140
This is a beautifully written book by a prolific author (10
books in the 1 I 11I .. I who has taken painstaking care
in making the presentation extremely lucid. As such, the
book can be used either as a text for an upper level under
graduate course or as a beginning graduate level course. It
can also serve as a research reference book inasmuch as it
contains some of the latest research on many topics of
nonlinear programming. The style is unhurried and intui
tive yet mathematically rigorous. The book contains six
chapters and four appendices as follows:
Unconstrained Optimization [pp. 1172]
Optimization Over a Convex Set [pp. 173252]
Lagrange Multiplier Theory [pp. 253310]
Lagrange Multiplier Algorithms [pp. 311414]
Duality and Convex Programming [pp. 415486]
Dual Methods [pp. 487532]
Appendix A Mathematical Background [pp. 533556]
Appendix B Convex Analysis [pp. 557601]
Appendix C Line Search Methods [pp. 602606]
Appendix D Implementation of Newton's Method
[pp. 607612]
References [pp. 613642]
Besides the ordinary material covered by the above chap
ter headings, the book contains some interesting non
standard topics not usually found in nonlinear program
ming books such as: Incremental Gradient Methods (as
those used in Backpropagation Algorithms of Neural
Networks which take one term of the objective function
ata time), the Kalman and Extended Kalman Filter (which
incrementally solve linear and nonlinear systems of equa
tions), and Two Metric Projection Methods (one metric
for direction finding and another for projection).
The numerous figures in the book are especially well
thought out and are used in a very effective way to elu
cidate the text. The detailed and 11 ii ,,1 ... long
captions accompanying each figure are extremely help
ful.
Ti .. i. I ... ., .'.1.1 the four appendices serve as a
masterfully written introduction to the field of nonlinear
programming that can be used as a self contained mono
graph. Teachers using this book could easily assign these
appendices as introductory or remedial material.
In conclusion, this is a highly recommended book that
is well worth acquiring and using either as a textbook or
reference.
OLVI MANGASARIAN
N 53
i S Ii A1
Numerical Solution of Initial
Value Problems in Differential
Algebraic Equations
2nd Edition
K.E. Brenan, S.L. Campbell
and L.R. Petzold
Siam, 1996
ISBN 0 898713536
In the 1. I 1I ... a lot of work has been performed to
develop numerical methods for the solution of Differen
tialAlgebraic Equations (DAE). The most general form of
DAE systems is the full implicit form
where Fandyare vector valued and yjdenotes the deriva
tive ofywith respect to the time t. Such DAE systems occur
in a wide variety of applications, for example, in optimal
control problems, mechanics, in discretizationof PDEs and
in electric and circuit problems. If the system can be
algebraicly transformed to the form
then it is referred to as a system of implicit ODEs. The book
is focused on problems for which this is impossible or less
desirable. The book is on initialvalue problems in DAE
systems, that is, we also have an initial condition y(t)=y.
There also exist boundary value problems in DAEs; how
ever, they are only briefly mentioned in the book. When
the first edition of the book appeared in 1989, it was the
first really good summary of the work that had been done
on DAEs. The first six chapters of the second edition are
identical to the first edition of the book.
Chapter 1 gives anintroduction to DAEs. It presents some
of the most basic types of DAEs and gives some applica
tions. Chapter 2 presents some basic theory of DAEs. In
this chapter important concepts like differentiation index,
local index, standard canonical form, Hessenberg form and
consistent initial values are defined. The index is an espe
cially important property that determines the properties of
the system. One difference between implicit ODEs and
DAEs is that ODEs are solvable for all initial values, whereas
DAEs are only solvable for consistent initial values. In
Chapter 2 we also find solvability theorems for different
kinds of DAEs. Chapter 3 deals with multistep methods
for DAEs. It is illustrated that multistep methods applied
to DAEs may have some properties ODEs do nothave. One
example is that multistep methods applied to DAEs may
have a boundary layer of instability. Some convergence
theorems are also given.
Chapter 4 deals with implicit RungeKutta methods on
DAEs. As one of the results we note that implicit Runge
Kutta methods do not always have the same order of con
vergence as when they are applied to OCEs. Chapter 5 is
on Linda Petzold's code DASSL. It is a FORTRAN code
for the solution of DAEs of index 0 or 1. DASSL is based
on variable step size backward differential formulas. This
code should be recommended to anyone who wants to solve
such problems. The code DASSL won the first Wilkinson
Prize for Numerical Software in 1991. Chapter 6 is on ap
plications.
The last chapter, Chapter 7, of the second edition deals with
results obtained since the first edition was published in
1989. Here concepts like pertubation index, uniform dif
ferentiation index, uniformsolvability, and impasse points
are presented. Some recent results and codes for Runge
Kutta methods on DAEs are also mentioned. Several pages
are spent on new codes which can be considered as further
developments ofDASSL. The code DASPK is constructed
for largescale systems ofDAEs. The main ideas in the code
are described. To solve sparse large systems of linear equa
tions, it uses the Krylov subspace projection method,
GMRES. The user has to provide a preconditioner, which
is explained by the fact that any nontrivial DAE needs a
preconditioner. Two parallel versions DASPKF90 and
DASPKSO and the strategies theyuse for sensitivity analysis
of a DAE are described as well as how consistent initial con
editions can be obtained in DASPK. At the end of the book
there is information on obtaining the different codes in the
DASSL family by electronic mail.
The authors tend to focus on their own research, while the
research of others can be found sometimes only in the bib
liography. For instance, there is very little in the book on
the researchby the Berlin group, among others, ofR. Marz,
E. Gripentrog, S. Reich. For anyone who wants to test
different methods, it is abit irritating that some details, like
values of parameters, are left out of the examples. To get
the values, it is necessary to go to the original references.
The book does not present any open research problems.
Probably one of the most important open problems is if
there exist any simple conditions that guarantee that a nu
medical DAE method is convergent, like consistency and
zero stability imply convergence for ODEs.
However, there are many more positive than negative things
to say about the book. It is indisputablythebestexistingbook
on DAEs. It has structured the most important results on
solvability properties, numerical methods and software for
DAEs. It is well written and describes difficulties with DAEs
in a comprehensible way. It does not require any prior
knowledge of the subject by the reader. The book is rec
ommended to anyone who wants an introduction to DAEs.
It is also a book that everyone who performs research on
DAEs should have.
ANDERS BARRLUND
Mathematical Programming
Glossary on the World Wide Web
by Harvey J. Greenberg
The amount of information placed and then to be found
on the World Wide Web (WWW) is growing at a fran
tic pace every day. Even relatively optimistic and com
puterliterate individuals (like this reviewer tends to think
ofhimself) may look at this progress with some scepticism.
Being massively inundated by information does not nec
essarily contribute to our general wellbeing or even to a
better understanding and improved knowledge. Of
course, the validity of such a general statement greatly
depends on the information offered (or pushed), as well
as on the purposes and circumstances of the person seek
ing that information. Sometimes one would like to pos
sess the vision of Leonard Cohen's legendary Suzanne who
could show ... where to look among the garbage and the
flowers..." but, probably, thatbelongsto a differentessay.
In the diverse scientific fields, quite a few people have put
a noble and most typically, voluntary effort into col
lecting and disseminating useful information, primarily
for the benefit of their colleagues: professors, researchers
and students. Harvey Greenberg is one of these devoted
scholars, as some of his otherwork e.g., Greenberg (1993,
1995) can also attest. His expanding Mathematical
Programming Glossary (MPG) on the Web can be re
garded as a remarkable effort to provide concise and, at
the same time, sufficiently precise information related to
mathematical programming terms, concepts, and meth
odology. The MPG Morality Code actively encourages
the educational use of the Glossary; prospective online
users probably in the middle of writing or reading an
assignment, report, an article, or a book can also profit
from the information collected in the Glossary.
The MPG is organized into an alphabetical index; nota
tions, basic MP information and supplements are also
provided, with links to several bibliographies. The total
length of the Glossary index is about 12 printed pages (as
of January 1997, when printed in a font of size 12). This
corresponds to a somewhat aboveaverage length index,
typically attached to a university textbook or even to a
scientific research monograph. However, it certainly does
not have (yet) the comprehensive scope and depth of a
science dictionary or an encyclopedia. For illustration, the
terms discussed under the letter "A" are listed below:
PAGE 9
MARCH 1997
N 53
S] IA I I 1
Abstract program; Active constraint; Active set
method; Activity analysis; Acyclic; Adjacency
matrix; Adjacent basis; Adjoint; Admissible; Af
fine combination; Affine function; Affine hull;
Affine independence; Affine scaling; Affine set;
Aggregation; AIMMS; Algorithm; Almost
complementary; Alternative systems; AMPL;
Analytic center; Ant colony optimization; Artifi
cial variable; Assignment polytope; Assignment
problem; Asymptotic stability; Auction algo
rithm; Augmented Lagrangian; Augmenting
path; Automatic differentiation.
As this list indicates, the topics covered include classical
as well as more recent MP related information. Its con
tent is relevant and useful; probably most of us would find
a few items to read or doublecheck, before saying or
writing a paragraph or a page about the subject in ques
tion.
Looking more closely at several MPG items, for illustra
tion I chose the letter N" which had, at the time of writing
this review, about 20 entries. All of these are described on
some four pages, leaving on average one fifth of a page (ap
proximately 10 12 lines) per entry. Of course, some items
 e.g., the concept of a negative semidefinite matrix can
be described by a single line; others e.g., a summary of
the heuristic search method of Nelder and Mead may
occupy about onethird of a page. The glossary items are
quite carefully interwoven by HTML (HyperText
Markup Language) connections. That is, by applying a
pointing device to (clicking by a mouse at) certain des
ignated (underlined and bluecoloured) sets of words in
the item description, the reader can be led directly to the
corresponding related concepts. This HTML feature
used extensively, e.g., in MS Windows style help facili
ties is, of course, a great asset: it nicely complements the
reading of most professional materials which best
accommodate a (default) linear reading style. Again for
illustration, fromthe NelderMeadalgorithmdescription
one could directlyjump to the following Glossary entries:
Heuristic search, Unconstrained optimization, and Sim
plex.
The Glossary is, definitely, instatunascendi: to my knowl
edge, it has onlybeen developed (posted) since 1996. This
explains that minor errors and misprints can undoubtedly
be found; I am also convinced that it could and will
be extended in many directions and also in depth. How
ever, even in its present evolutionary phase (which most
probably will last for a long ideally, "infinite" time),
itrepresents a distinguished addendum to the Web, help
ing mathematical programmers to stay on top of a rap
idly changing discipline and everexpanding body of
scientific knowledge.
Additional Notes
1. Harvey Greenberg encourages his MPG visitors to provide feedback
and asks for contribution proposals. Corrections, substantive additions
and supplements are all solicited.
2. The WWW (URL) address of the Mathematical Programming
Glossary is http://wwwmath.cudenver.edu/hgreenbe/glossary/
glossary.html.
3. The MPG is written in HTML such that no special browser is
needed to view its essential contents. The commonly used browsers
for instance, Lynx, Mosaic, or Netscape are adequate though, of
course, graphical information needs graphics browser capabilities.
References
Greenberg, H.J. (1993) A bibliography for the development of an
intelligent mathematical programming system. Technical Report,
Department of Mathematics, University of Colorado, Denver,
Colorado. (Also available in updated form on the WWW;
http://wwwmath.cudenver.edu/ hgreenbe/consortium/biblios.html.)
Greenberg, H.J. (1995) Mathematical programing models for
environmental control. Operations Research 43, 578 622.
TANCnS n PINTER
ON
, .
I!.
'" r* E
Announcing SIAM Journals Online
The Society for Industrial and Applied Mathematics (SIAM) is
pleased to announce that its prestigious journals are now
available to subscribers via the Web. Beginning with the 1997
issues, the full text of articles from our 11 journals can be
accessed in three formats: PostScript, Adobe Acrobat PDF, and
DVI. As a special promotion for 1997, electronic subscriptions
are offered, upon request, at no additional charge to members
and institutions who subscribe to the 1997 print version.
Electroniconly subscriptions are available as well.
Headquartered in Philadelphia, SIAM was founded to advance
the application of mathematics to science and industry, promote
mathematical research, and provide media for the exchange of
information and ideas among mathematicians, engineers, and
scientists. SIAM has grown from a few hundred members at its
inception in 1951 to over 9000 members today.
For more information about SIAM and SIAM Journals Online,
access our web site at http://www.siam.org.
SIAM 3600 University City Science Center
Philadelphia, PA 191042688
2153829800, service@siam.org
n
PAGE 10
0 0 0 I
N0 53
I A II1
Vol. 76, No. 2
R. Polyak, Nonlinear rescaling and proximallike methods in convex optimization.
W. Kaplan, Duality theorem for a generalized FermatWeber problem.
S. Iwata, A capacity scaling algorithm for convex cost submodular flows.
C. C. Gonzaga, The largest step path following algorithm for monotone linear complementarity problems.
K. Kilakos, Fractional and integral colourings.
Vol. 76, No. 3
L. Qi, A. Ruszczyiski and R. Womersley, Computational Nonsmooth Optimization.
Yu.M. Ermoliev, A.V. Kryazhimskii and A. Ruszczyfski, Constraint aggregation principle in convex
optimization.
E.A. Nurminski, Separating plane algorithms for convex optimization.
C. Lemarnchal and C. Sagastizabal, Variable metric bundle methods: From conceptual to implementable
forms.
L. Qi and X. Chen, A preconditioning proximal Newton method for nondifferentiable convex optimization.
J.M. Martinez and A.C. Moretti, A trust region method for minimization of nonsmooth functions with
linear constraints.
J. Sun, On piecewise quadratic Newton and trust region problems.
N. Yamashita and M. Fukushima, Modified Newton methods for solving a semismooth reformulation of
monotone complementarity problem.
F. Facchinei and C. Kanzow, A nonsmooth inexact Newton method for the solution of largescale nonlin
ear complementarity problems.
A. Fischer, Solution of monotone complementarity problems with locally Lipschitzian functions.
S.C. Billups and M.C. Ferris, QPCOMP: A quadratic programming based solver for mixed
complementarity problems.
H. Sellami and S.M. Robinson, Implementation of a continuation method for normal maps.
B. Kummer, Parametrizations ofKojima's system and relations to penalty and barrier functions.
D. Ralph and S. Scholtes, Sensitivity analysis of composite piecewise smooth equations.
APPLICATION FOR MEMBERSHIP
I wish to enroll as a member of the Society.
My subscription is for my personal use and not for the benefit of any library or institution.
El willpay my membership dues on receipt ofyour in voice.
SI wish to pay by creditcard (Master/Euro or Visa).
CREDITCARD
NUMBER:
FAMILY NAME:
EXPIRY DATE:
MAILING ADDRESS:
Mail to:
The Mathematical Programming Society, Inc.
c/o International Statistical Institute
428 Prinses Beatrixlaan
2270 AZ Voorburg
The Netherlands
Cheques or money orders should be made payable to
The Mathematical Programming Society, Inc., in
one of the currencies listed below.
Dues for 1997, including subscription to the journal
Mathematical Programming, are Dfl.110.00 (or
$65.00 or DM100.00 or 40.00 or FF330.00 or
Sw.Fr.80.00).
Student applications: Dues are onehalf the above
rates. Have a faculty member verify your student sta
tus and send application with dues to above address.
Faculty verifying status
institution
MARCH 1997
TEL.NO.: TELEFAX:
EMAIL:
SIGNATURE
Donald W. Hearn, EDITOR
hearn ise.ufl.edu
Karen Aardal, FEATURES EDITOR
Utrecht University
Department of Computer Science
P.O. Box 80089
3508 TB Utrecht
The Netherlands
aardal@cs.ruu.nli
Faiz AlKhayyal, SOFTWARE & COMPUTATION EDITOR .
Georgia Tech
Industrial and Systems Engineering
Atlanta, GA 303320205
faiz isye.gatech.edu
Dolf Talman, BOOK REVIEW EDITOR
Department of Econometrics
Tilburg University
P.O. Box 90153
5000 LE Tilburg Fall 996 award: ,:,i INF,:PMS,,er I.:. :e.eral
The Netherlands
Thealands malhemal:al prc:grammer: kr,.:... ., .:.r Ihe.r ie/: a: .. ell a:
talman.kub.nl lheir re.ear:h Harvey M. W agner ..,:,r, the Fr:l EF:..:.:,.:.r,
Elsa Drake, DESIGNER Writing Award and Frederick S. Hiller and Gerald J.
PUBLISHED BY THE "r Lieberman rece..ed H.:,n:,rable Merl,.:.r .:.r the Lar,.:he:ler
MATHEMATICAL PROGRAMMING SOCIETY & Prize wh,:h Robert J. Aumann and Michael B.
GATOREngineering, PUBLICATION SERVICES Mascheler shared %jih Martin L. Puterman Richard
UNIVERSITY OF FLORIDA Tapia ha: re:e,,ed a Pre:,dernal A..,ard if:.r E/.:eller.n:e ,rn
Science Malhemalic: and Eng.neer.ng tA.:.r.].:.r.r., and he
Journal contents are subject to change by the publisher.e M : ad
haS al':, been named I.:. ihe NaI.:.ral .:,er.:e B:ard
.* ', Deadline fc,r the rne/ C'PTIlM ,: Mta> i. i'1 7
O P T I M A
MATHEMATICAL PROGRAMMING SOCIETY
UNIVERSITY OF
FLORIDA
Center for Applied Optimization
371 Weil Hall
PO Box 116595
Gainesville FL 32611 6595 USA
FIRST CLASS MAIL
