PTI MA
MATHEMATICAL PROGRAMMING SOCIETY NEWSLETTER
January 1984
Number 11
inningng Underway for XII MPS Symposium
Jeremy F. Shapiro, Program Chairman,
reports that the planning of activities for the
next Symposium is beginning to take shape.
The XII International meeting will be held
August 59, 1985 on the M.I.T. campus,
Cambridge, Mass.
A first call for papers will be issued in
mid1984 and the deadline for abstracts will
be as late as possible in the Spring of 1985 in
order to encourage contributors to present
their most recent results. Sessions will be
scheduled in all areas of mathematical
I.l., ilmiii. theory, computational imple
mentations, and applications.
Tentative plans call for approximately
10 of the popular stateoftheart tutorials
delivered by prominent researchers. The
tutorials, as at previous symposia, will be
scheduled to minimize conflict with regular
sessions.
A number of special events will be
offered including a banquet in honor of
George Dantzig.
Accommodations for participants will
be available in M.I.T. dormitories as well as
nearby hotels.
For further information contact
Jeremy F. Shapiro, Room E40165, Opera
tions Research Center, Massachusetts Insti
tute of Technology, Cambridge, MA 02139.
Telephone 6172533603.
Soviet Mathematicians at Bonn Symposium. This photograph from the XI Mathe
matical Programming Symposium, August, 1982 shows several prominent Soviet partici
pants. In the foreground (each with a hand on the railing) are N.Z. Shor, W.S. Michalewich,
Kantorovich, and G. Rubinstein.
Climbing Puzzle See Page 8
Call for Nominations
for Society Prizes
Members of the Society are invited to
submit nominations for both the Fulkerson
Prize in Discrete Mathematics and the
Dantzig Prize in Mathematical Programming,
which will be awarded at the Twelfth
International Symposium.
Papers eligible for the Fulkerson Prize
should have been published in a recognized
journal during the years 197984. The term
discrete mathematics is intended to include
graph theory, networks, mathematical pro
gramming, applied combinatorics, and re
lated subjects. The selection committee
consists of Alan J. Hoffman, Richard M.
Karp (Chairman), and Laszlo Lovasz.
Contributions eligible for this second
awarding of the Dantzig Prize must be
publicly available and may belong to any
aspect of mathematical programming. Some
preference is given to the singlyauthored
work of "younger" researchers. The selec
tion committee consists of Michel Balinski,
George Nemhauser, Michael Powell and
Roger Wets (Chairman).
For both prizes, letters of nomination,
suggestions, and comments are welcome, and
may be sent to any member of the appro
priate committee by April, 1984.
MP Study to Honor
George Dantzig
A special MATHEMATICAL PRO
GRAMMING STUDY is being planned
to honor George B. Dantzig on the occasion
of his 70th birthday (November 8, 1984).
All topics normally embraced by the jour
nal's editorial policy are eligible for consid
eration, but preference will be given to those
closest to Professor Dantzig's interests. In
keeping with established editorial policy, all
manuscripts will be refereed. Contributions
to this "Festschrift" should be identified as
such and submitted in triplicate. For further
information contact Richard W. Cottle,
Department of Operations Research, Stan
ford University, Stanford, CA 94305 U.S.A.
(Telephone: (415)4974032.)
~ga~i~BpislBP~ ~
CONFERENCE NOTES
Recent Matroid Workshop
From August 26 to September 2, 1983
an international workshop on matroids took
place at the University of Bielefeld. It was
organized by Walter Deuber, Andreas Dress
(Bielefeld) and Bernhard Korte (Bonn).
About 40 participants presented sur
veys and contributed papers on matroids,
greedoids and submodular functions. In
order to initiate active research, problem
sessions and informal discussions were
organized during the workshop. This success
ful conference gave an excellent state of the
art of the theory of matroids, its extensions
and generalizations, as well as its applica
tions in chemistry and engineering.
A. Bachem, Bonn
OPTihI.,TI.iON DAYS 1984
May 234, 1984
Concordia University
Montreal, Quebec
This meeting is jointly organized by
Ecole Polytechnique, McGill University,
Concordia University, the Universit6 de
Montrial, Ecole des Hautes Etudes Commer
ciales and Universite du Quebec A Montreal.
"Optimization Days" is an annual
conference specializing in recent develop
ments in Optimization Methods and Control
Theory. Its aim is the interaction between
theory and various areas of applications.
Topics of interest include .(but are not
restricted to): Mathematical Programming;
Optimal Control Theory; Numerical
Methods of Optimization; Systems Theory,
including Large Scale Systems; Statistical
Methods; Estimation and Identification, as
well as Applications to Engineering, Manage
ment Sciences, Transportation, Economics,
Urban and Environmental Problems, Re
source Management, Biology, etc.
Sessions will consist of invited and
contributed talks. Papers presenting original
developments as well as those of expository
nature will be considered.
A 200700 word summary (either in
English or in French) which clearly defines
the content of the paper should be for
warded by January 31, 1984 to: G.
Pederzoli or C. L. Sandblom, Department of
Quantitative Methods, Concordia University,
7141 Sherbrooke Street West, Montrial,
Quebec H4B 1R6, Canada.
Combinatorial Workshop
Bonn, West Germany
June 1116, 1984
This Vth Bonn Workshop on Combi
natorial Optimization is devoted .primarily to
recent research in the area of discrete
optimization and related topics (graph
theory, matroids, polyhedral combinatorics,
analysis of algorithms, etc.).
The program committee consists of A.
Bachem (Bonn), A. Frank (Budapest), M.
Grotschel (Augsburg), and CoChairman B.
Korte (Bonn), and L. Lovisz (Budapest).
For further information, please write
to U. Faigle, Bonn Workshop, Institut fur
Operations Research, Nassestr. 2, D5300
Bonn 1, West Germany.
SIAM Conference on Numerical Optimization
June 1214, 1984
Boulder, Colorado
On June 1214, 1984 SIAM will
conduct a conference on numerical optimi
zation at the Broker Inn, Boulder, Colorado,
on the edge of the University of Colorado
campus. The conference will address com
putational aspects of nonlinear optimization
including unconstrained problems; problems
with nonlinear, linear, equality and inequal
ity constraints; nonlinear least squares; and
general nonlinear systems of equations.
Topics to be emphasized are mathematical
software for optimization, techniques for
dealing with nonlinear constraints, and
algorithms for finding global extrema.
Invited presentations will include
"Issues in Computational Testing" by David
M. Gay (Bell Laboratories), "Design and
Implementation of Optimization Codes" by
Walter Murray (System Optimization Labo
ratory, Stanford University), "The Degrada
tion of Constrained Optimization Codes on
Difficult Problems" by Michael J. D. Powell
(Cambridge), "Methods for Nondifferenti
able Optimization" by Andrew R. Conn
(Waterloo), "Penalty Functions for Con
strained Optimization" by Roger Fletcher
(Dundee), "Recent Developments in GRG
and SLP Algorithms" by Leon S. Lasdon
(Texas), "Stochastic Methods for Global
Optimization" by Alexander H. G. Rinnooy
Kan (Erasmus), "A 'Tunneling' Algorithm
for Global Optimization" by Alejandro
Velasco Levy (University of Mbxico).
Contributions (200 words or less)
2
should be submitted on a SIAM al:r
form available from SIAM, 117 South 17th
Street, Suite 1405, Philadelphia, PA 19103
(telephone 2155642929). Abstract dead
line: February 1, 1984. SIAM plans to
publish a proceedings of the conference
consisting of the papers of the invited
speakers and a selection of the contributed
papers.
A short course on current methodo
logies in numerical optimization will be
conducted on June 11. It will provide an
overview of the stateoftheart in numerical
optimization specifically for users of optimi
zation techniques and for applied mathe
maticians desiring an introduction to the
field. In particular, it will focus on two
principal topics of the conference
optimization software and nonlinear con
straints. The course will be conducted by
Paul T. Boggs (National Bureau of Stan
dards) and Robert B. Schnabel (University
of Colorado).
9th Symposium on Operations Research
Universitiat Osnabruck
August 2729, 1984
The 9th Symposium on Operations
Research is the annual meeting of the
German Society for Mathematics, Econom
ics and Operations Research. It will give to
theoretical and practical specialists in
Operations Research, Mathematical Econom
ics and related topics an opportunity to
discuss problems and to present their recent
results of their field of research.
Topics of the Symposium include:
Nonlinear Optimization, Linear and Discrete
Optimization, Interface with Computer
Science, Mathematical Economics and Equi
librium Theory, Stochastics, Statistics, Econ
ometrics, Optimal Control Theory, Game
Theory, and Applications in Management.
For further information please write to the
address below, before February 15, 1984.
Presentation of contributed papers is
limited to twenty minutes. If you intend
to present a paper, please obtain further
information before sending an abstract.
Since abstracts will be published in advance,
the deadline for submission of them will be
June 15, 1984. All accepted papers ill
published in a proceedings volume. (..t.i.i.
Prof. Dr. P. Brucker, Universitat Osnabruck
Fachbereich Mathematik, Postfach 44 69 D
4500 Osnabruck, West Germany.
Technical Reports & working Papers
SCornell University
School of Operations Research
and Industrial Engineering
Upson Hall
Ithaca, NY 14853
L. Schruben and D. Goldsman, "Asymptotic Properties of Some
Confidence Interval Estimators for Simulation Output," TR 544.
W. Vervaat, "Sample Path Properties of SelfSimilar Processes with
Stationary Increments," TR 545.
N. U. Prabhu and C.M. Harris, "Stochastic Comparison of Single
Server Queues, "TR 546.
M. Todd, "Complementarity in Oriented Matroids," TR 547.
J. Muckstadt, "A MultiEchelon Model for Indentured Consumable
Items," TR 548.
R. Smith and H. Taylor, "Models for FiberMatrix Composites with
Local Load Sharing," TR 549.
W. Vervaat and G. O'Brien, "Marginal Distributions of SelfSimilar
Processes with Stationary Increments," TR 550.
G. Chang and G. Nemhauser, "Covering, Packing and Generalized
Perfection Processes with Stationary Increments, "TR 551.
C. Jennison, "Equal Probability of Correct Selection for Certain
Bernoulli and Multinomial Selection Procedures," TR 552.
N. U. Prabhu, "WienerHopf Factorization of Markov Semigroups 
I The Countable State Space Case," TR 553.
L. E. Trotter, Jr. and 0. Marcotte, "An Application of Matroid
Polyhedral Theory to UnitExecution Time, TreePrecedence Job Sched
uling," TR 554.
J. Bloom, "Long Range Generation Planning with Limited Energy
and Storage Plants Parts I and II,"TR 557.
L. Billera, "Polyhedral Theory and Commutative Algebra," TR 559.
R. Bechhofer and T. Frisardi, "A Monte Carlo Study of the Per
formance of a Closed Adaptive Sequential Procedure for Selecting the
Best Bernoulli Population," TR 560.
W. Maxwell and J. Muckstadt, "Establishing Consistent and Realistic
Reorder Intervals in ProductionDistribution Systems," TR 561.
J. Muckstadt, M. Lambrecht and R. Luyten, "Protective Stocks in
MultiStage Production Systems," TR 562.
T. Mitchell and B. Turnbull, "A Computer Program for the Statis
tical Analysis of Disease Prevalence Data from Survival/Sacrifice Experi
ments,"TR 564.
M. Todd, "Linear and Quadratic Programming in Oriented Ma
troids," TR 565.
M. Taqqu and J. Levy, "Using. Renewal Processes to Generate
LongRange Dependence and High Variability," TR 566.
R. Bechhofer and A. Tamhane, "Optimal Sample Size Allocation for
Selecting the Best of Several Normal Populations with Known, Unequal
Variances," TR 567.
M. Todd, "QuasiNewton Updates in Abstract Vector Spaces,"
TR 569.
P. Jackson, "What to do Until Your Ship Comes In: Ship Up to S
Allocation Policies in a TwoEcheon Distribution System," TR 570.
A. Tamhane, "Some Sequential Procedures for Selecting the Better
Bernoulli Treatment Using a Matched Samples Design," TR 571.
C. Jennison and B. Turnbull,. "Repeated Confidence Intervals for
Group Sequential Clinical Trials," TR 572.
A. Mandelbaum and M. Taqqu, "Invariance Principle for Symmetric
Statistics," TR 573.
A. Tamhane, "Data Reconciliation and Gross Error Detection in
Chemical Process Networks," TR 574.
T. Santner and R. Tenga, "Testing GoodnessofFit to the Increasing
illur. Rate Family," TR 575.
G. O'Brien and W. Vervaat, "SelfSimilar Processes with Stationary
Increments Generated by Point Processes," TR 576.
T. Santner and R. Tenga, "Testing GoodnessofFit to the Increasing
Failure Rate Family with Censored Data,"TR 577.
P. Jackson, "Measurable Extreme Point Strategies in Markov Deci
sion Processes," TR 578.
P. Jackson, W. Maxwell and J. Muckstadt, "The Joint Replenish
ment Problem with a PowersofTwo Restriction," TR 579.
R. Bechhofer, C. Dunnett and A. Tamhane, "Multiple Comparisons
and Subset Selection with Respect to a Control: Optimal Allocations of
Observations and TwoStage Procedures with Associated Tables," TR 583.
M. Todd, "Solutions to Certain Matrix Optimization Problems," TR
584.
C. Jones, P. Domich, W. Maxwell and J. Dill, "Scheduling with
interactive Computer Graphics, "TR 585.
W. Lucas, "Game Theory and Accounting," TR 586.
W. Lucas, "Game Theory and Productivity," TR 587.
G. Chang and G. Nemhauser, "Graphs with KBalanced Closed
Neighborhood Matrics, "TR 588.
M. Todd, "J' A New Triangulation of Rn,"TR 589.
Stichting Mathematisch Centrum
Kruislaan 413 .1098 SJ Amsterdam
Postbus 4079 1009 AB Amsterdam
The Netherlands
J. K. Lenstra, A. H. G. Rinnooy Kan and P. van Emde Boas, "An
Appraisal of Computational Complexity for Operations Researchers," BW
159.
H. Nijmeijer, "Observability of Autonomous DiscreteTime Non
linear Systems: A Geometric Approach," BW 160.
J. C. P. Bus, "A Differential Geometric Approach to Optimal Con
trol," BW 161.
H. Nijmeijer, "Invertibility of Affine Nonlinear Control Systems:
A Geometric Approach," BW 162.
A. W. J. Kolen, "Solving Covering Problems and the Uncapacitated
Plant Location Problem on Trees," BW 163.
J. H. van Schuppen, "The Strong Finite Stochastic Realization
Problem; Preliminary Results," BW 164.
A. J. Hoffman, A. W. J. Kolen and M. Sakarovitch, "Totally.
Balanced and Greedy Matrices," BW 165.
J. Labetoulle, E. L. Lawler, J. K. Lenst e.a., "Preemptive Sched
uling of Uniform Machines Subject to Release Dates," BW 166.
J. H. van Schuppen, "Adaptive Stochastic Filtering Problems; the
Continuous Time Case," BW 167.
A. Marchetti Spaccamela, A. H. G. Rinnooy Kan and L. Stougie,
"Hierarchical Vehicle Routing Problems," BW 168.
H. Nijmeijer, "Feedback Decomposition of Nonlinear Control
Systems," BW 169.
J. K. Lenstra and A. H. G. Rinnooy Kan, "Two Open Problems in
Precedence Constrained Scheduling," BW 170.
H. Nijmeijer, "The Triangular Decoupling Problem for Nonlinear
Control Systems," BW 171.
J. P. C. Blanc, "Asymptotic Analysis of a Queueing System with a
TwoDimensional State Space," BW 172.
E. A. van Doom, "On Oscillation Properties and the Interval of
Orthogonality of Orthogonal Polynomials," BW 173.
E. A. van Doom, "Conditions for Exponential Ergodicity and
Bounds for the Deacy Parameters of a Birth.Death Process," BW 174.
J. C. P. Bus, "The Lagrange Multiplier Rule on Manifolds and
Optimal Control of Nonlinear Systems," BW 175.
J. H. van Schuppen, "Convergence Results for ContinuousTime
Adaptive Stochastic Filtering Algorithms," BW 176.
J. B. G. Frenk, A. H. G. Rinnooy Kan and L. Stougie, "A Hierar
chical Scheduling Problem with a WellSolvable Second Stage," BW 177.
M. Hazewinkel, S. I. Marcus and H. J. Sussman, "Nonexistence of
Finite Dimensional Filters for Conditional Statistics of the Cubic Sensor
Problem," BW 178.
continued on next page
E. A. van Doom, "A Note on the Overflow Process from a Finite
Markovian Queue," BW 179.
J. K. Lenstra, A. H. G. Rinnooy Kan and L. Stougie, "A Framework
for the Probabilistic Analysis of Hierarchial Planning Systems," BW 180.
J. C. P. Bus, "The Infinite Horizon Optimal Control Problem on
Manifolds," BW 181.
University Des Sciences et Techniques
Laboratoire de Calcul
59655 Villeneuve d'Ascq, Cedex, France
P. Huard, "A General Reduced Gradient Algorithm," ANO 112.
Systems Optimization Laboratory
Department of Operations Research
Stanford University
Stanford, CA 94305
P.G. Abrahamson, "A Nested Decomposition Approach for Solving
Staircase Linear Problems," SOL 834.
S. T. McCormick, "A Combinatorial Approach to Some Sparse
Matrix Problems," SOL 835.
P.E. Gill, W. Murray, M.A. Saunders and M.H. Wright, "Documenta
tion for FCALC and FDCORE, "SOL 836.
P.E. Gill, W. Murray, M.A. Saunders and M.H. Wright, "User's
Guide for SOL/QPSOL: A Fortran Package for Quadratic Programming,"
SOL'837.
M.N. Broadie, "Computational Experience with the Octahedral
Algorithm and Related Results," SOL 838.
M.N. Broadie,"Octasolv User's Guide,"SOL 839.
A.N. Rosenberg, "Numerical Solution of Systems of Simultaneous
Polynomial Equations,"SOL 8310.
B.C. Eaves, "Subdivisions from Primal and Dual Cones and Poly
topes,"SOL 8311.
P.E. Gill, W. Murray, M.A. Saunders and M.H. Wright, "User's
Guide for SOLINPSOL: A Fortran Package for Nonlinear Programming,"
SOL 8312.
M.N. Broadie and R.W. Cottle, "A Note on Triangulating the
5Cube," SOL 8313.
M.N. Broadie, "Subdivisions and Antiprisms for PL Homotopy
Algorithms, "SOL 8314.
M.N. Broadie, "A Theorem About Antiprisms," SOL 8315.
B. AviItzhak and P.H. McAllister, "The Commercial Buildings
Energy Services Model of the Pilot System," SOL 8316.
G. B. Dantzig, A. J. Hoffman, and T. C. Hu, "Triangulations
(Tilings) and Certain Block Triangular Matrices," SOL 8317.
K.M. Anstreicher, "Generation of Feasible Descent Directions in
Continuous Time Linear Programming," SOL 8318.
Georgia Institute of Technology
Atlanta, GA 30332
F.A. AlKhayyal, "Linear, Quadratic, and Bilinear Programming
Approaches to the Linear Complementarity Problem," School of Industrial
and Systems Engineering Report Series No. J835.
F.A. AlKhayyal, "An Implicit Enumeration Procedure for Solving
All Linear Complementarity Problems," School of Industrial and Systems
Engineering Report Series No. J837.
J. J. Bartholdi, III, L. K. Platzman, R. L. Collins and W. H. Warden,
III, "A Minimal Technology Routing System," PDRC 8301, School of
Industrial and Systems Engineering.
J. J. Bartholdi, III and L. K. Platzman, "Spacefilling Curves and
Routing Problems in the Plane," PDRC 8302, School of Industrial and
Systems Engineering.
J.J. Bartholdi, III and L.K. Platzman, "A Fast Heuristic Based or,
Spacefilling Curves for MinimumWeight Matching in the Plane," PDRC
8303, School of Industrial and Systems Engineering.
J.J. Bartholdi, III, L. K. Platzman, R. L. Collins and W. H. Warden,
III, "How to Implement a Simple Routing System," PDRC 8304, School
of Industrial and Systems Engineering.
Y. A. Bozer and J. A. White, "Travel Time Models for Automated
Storage/Retrieval Systems," PDRC 8206, School of Industrial and 
tems Engineering.
K.J. Chung and MJ. Sobel, "RiskSensitive Markov Decision
Processes," College of Management.
Y. Fathi and C.A. Tovey, "Affirmative Action Algorithms," School
of Industrial and Systems Engineering.
M. Goetschalckx and H. D. Ratliff, "Shared Versus Dedicated
Storage Policies," PDRC 8308, School of Industrial and Systems Engi
neering.
R. J. Graves and L. F. McGinnis, "The Outfit Planning Problem:
Production Planning in Shipbuilding," PDRC 8217, School of Industrial
and Systems Engineering.
T.P. Hill and R.P. Kertz, "Stop Rule Inequalities for Uniformly
Bounded Sequences of Random Variables," School of Mathematics.
J. J. Jarvis, H. D. Ratliff and D. Y. Su, "Aggregate Production
Planning Models for Bethlehem Steel," PDRC 8221, School of Industrial
and Systems Engineering.
J.J. Jarvis and 0. Kirca, "A Heuristic for the Pallet Movement
Problem in Naval Supply," PDRC 8310, School of Industrial and Systems
Engineering.
JJ. Jarvis and H.D. Ratliff, "System for Closure Optimization
Planning and Evaluation (SCOPE)," PDRC 8306, School of Industrial and
Systems Engineering.
R. G. Jeroslow, "The Polynomial Heirarchy and a Simple Model
for Competitive Analysis," College of Management and Inst. f. Okon. u.
OR, Universitat Bonn.
R. G. Jeroslow and J. K. Lowe, "Experimental Results on the New
Techniques for Integer Programming Formulations," College of Manage
ment
D. F. Karney, J. N. Morse and A. BenIsrael, "Specifying the Sys
tematic Risk of Portfolios: A Closed Form Solution," College of Manage
ment Technical Report No. MS833.
L. F. McGinnis, "Project Scheduling with Resource (i.n.rl. riti,,n.
PDRC 8216, School of Industrial and Systems Engineering.
U. Passy and E. Z. Prisman, "Conjugacy in Quasi Convex Program
ming," College of Management and School of Industrial and Systems
Engineering.
U. Passy and E. Z. Prisman, "Duality in Quasi Convex Program
ming," College of Management and School of Industrial and Systems
Engineering.
U. Passy and E. Z. Prisman, "Saddle Function and Min Max Prob
lems: The Quasi ConvexConcave Case," College of Management and
School of Industrial and Systems Engineering.
U. Passy and E. Z. Prisman, "Secant Relation vs. Positive Defi
niteness in Quasi Newton Methods, "College of Management and School of
Industrial and Systems Engineering.
V. V. Rao and L. F. McGinnis, "Lot Sizing in Acyclic Production
Systems: Some Empirical Results," PDRC 8307, School nf Industrial and
Systems Engineering.
R. Shonkwiler, "Simulating the Outcome of a Birth and Death
Process," School of Mathematics.
M.J. Sobel, "Dynkin's Stopping Game," College of Management
J.E. Spingarn, "Applications of the Method of Partial Inverses to
Convex Programming, "School of Mathematics.
J.E. Spingarn, "A PrimalDual Projection Method for Solving
Systems of Linear Inequalities, "School of Mathematics.
C.A. Tovey and M.A. Trich, "An O(m4d) Algorithm for the Maxi
mum Polymatroidal Flow Problem," School of Industrial and Systems
Engineering.
C.A. Tovey, "On the Performance of Local Improvement Algo.
rithms, "School of Industrial and Systems Engineering.
J. A. White and J. Matson, "The Analysis of Selected Unit Load
Storage Systems," PDRC 8218, School of Industrial and Systems in;
neering.
University of Bonn
Department of Operations Research
Nassestr. 2
D5300 Bonn 1, West Germany
"Annual Report 1982," WP 83255OR.
S. Fujishige, "A Decomposition of Distributive Lattices," WP
83256OR.
W. H. Cunningham, "Minimum Cuts, Modular Functions and
Matroid Polyhedra," WP 83257OR.
U. Faigle, "Matroids on Ordered Sets and the Greedy Algorithm,"
WP 83258OR.
S. Fujishige, "Submodular Systems and Related Topics," WP
83259OR.
U. Faigle, "Integral Matroids and the Greedy Algorithm for Discrete
Optimization Problems," WP 83260OR.
U. Derigs and R. Schrader, "A Short Note on wOptimal Assignable
Sets and Allocation Problems," WP 83261OR.
U. Faigle, "A Vector Exchange Property of Submodular Systems,"
WP 83262OR.
U. Derigs, "Solving Matching Problems via Shortest Path Tech
niques, "WP 83263OR.
F. Barahona, M. Groetschel and A. R. Mahjoub, "Facets of the
Bipartite Subgraph Polytope," WP 83264OR.
U. Derigs and B. Huenten, "Magic Graphs A New Characteriza
tion," WP 83265OR.
S. Fujishige, "A System of Linear Inequalities with a Submodular
Function," WP 83266OR.
U. Derigs, "Efficiency and TimeCostTradeoffs in Transportation
Problems, "WP 83267OR.
F. Harary, E. Kolasinska and M. M. Syslo, "Cycle Basis Interpola
tion Theorems,"WP 83268OR.
U. Faigle, "Orthogonal Sets, Matroids, and Theorems of the Alter
native," WP 83269OR.
R. G. Jeroslow and J. Lowe, "Modelling with Integer Variables,"
)WP 83270OR.
F. Barahona and A. R. Mahjouh, "On the Cut Polytope," WP
83271OR.
R. G. Jeroslow, "The Polynomial Hierarchy and a Simple Model
for Competitive Analysis," WP 83272OR.
F. Barahona, "On Some Weakly Bipartite Graphs," WP 83273OR.
B. Korte and L. Lovasz, "Shelling Structures, Convexity and a
Happy End," WP 83274OR.
A. Bachem and W. Kern, "Polyhedral Theory in Oriented Matroids,"
WP 83275OR.
U. Derigs, "On Three Basic Methods for Solving Bottleneck Trans
portation Problems," WP 83276OR.
R. Schrader, "The Ellipsoid Method and Its Implications," WP
83277OR.
B. Korte and L. Lovasz, "Posets, Matroids and Greedoids," WP
83278OR.
M. M. Syslo, "SeriesParallel Graphs and DepthFirst Search Trees,"
WP 83279OR.
U. Derigs, "On the Use of Confidence Limits for the Global Opti
mum in Combinatorial Optimization Problems,"WP 83280OR.
U. Faigle and B. Sands, "A SizeWidth Inequality for Distributive
Lattices," WP 83281OR.
U. Faigle, "On Ordered Languages and the Optimization of Linear
Functions by Greedy Algorithms, "WP 83282OR.
S. Fujishige, "A Characterization of a Base Polyhedron Associated
with a Submodular System,"WP 83283OR.
U. Faigle, "A Construction for Strongly Greedy Ordered Sets," WP
83284OR.
B. Korte and L. Lovisz, "Greedoids and Linear Objective Func
tions," WP 83285OR.
F. Barahona and W. H. Cunningham, "A Submodular Network
Simplex Method, "WP 83286OR.
C. E. Blair and R. G. Jeroslow, "Extensions of a Theorem of Balas,"
WP 83287OR.
M. M. Syslo, "Minimizing the Jump Number for Ordered Sets: A
GraphTheoretic Approach, "WP 83288OR.
U. Derigs, "An Efficient DijkstraLike Labelling Method for
Computing Shortest Odd/ Even Paths, "WP 83289OR.
R. G. Jeroslow and J. Lowe, "Experimental Results on the New
Techniques for Integer Programming Formulations," WP 83290OR.
M. M. Syslo, "On Two Problems Related to the Travelling Salesman
Problem on Halin Graphs,"WP 83291OR.
U. Derigs, "Alternate Stategies for Solving Bottleneck Assignment
Problems,"WP 83292OR.
U. Derigs, "A Short Note on the 'Near Equivalence' of Two Parti
tion Strategies for Determining the Set of k Best Solutions of a Combina
torial Optimization Problem,"WP 83293OR.
M. M. Syslo, "NPComplete Problems on Some TreeStructured
Graphs: A Review,"WP 83294OR.
U. Derigs, "Some Basic Exchange Properties in Combinatorial
Optimization and Their Application to Constructing the k Best Solutions,"
WP 83295OR.
M. M. Syslo, "A Solvable Case of the Set Partitioning Problem,"
WP 83296OR.
U. Faigle, G. Gierz and R. Schrader, "Algorithmic Approaches to
Setup Minimization," WP 83297OR.
G. Turan, "The Critical Complexity of Graph Properties," WP
83298OR.
G. Turan, "On Models of Computation for Graph Theoretic
Problems,"WP 83299OR.
B. Korte and L. Lovasz, "Polymatroid Greedoids," WP 83300OR.
Call for Papers
Mathematical Programming Study on
Probabilistic Analysis of the Simplex and
Related Methods
Papers are solicited for a Mathematical
Programming Study on the topic mentioned
above. We are looking for papers that deal
with the probabilistic analysis of the simplex
method, its variants and homotopy methods
like Lemke's algorithm and complementary
pivoting methods of fixed point theory.
Also, papers dealing with random polytopes
and their statistical properties, as well as a
probabilistic or statistical analysis of the
pivoting process are also welcome. Please
submit your contributions to one of us listed
below:
Professor R. Saigal
Department of Industrial Engineering
and Management Sciences
Northwestern University
Evanston, IL 60201
Professor Ilan Adler
Department of Industrial Engineering
and Operations Research
University of California
Berkeley, CA 94720
A Fortran Subroutine for Quadratic
Programming
M. J. D. Powell (DAMTP, Silver Street,
Cambridge CB3 9EW, England) will be
pleased to send to any member of the
Mathematical Programming Society a listing
of a Fortran subroutine that he developed
recently. It applies the Goldfarb and Idnani
algorithm (Math. Prog., Vol. 27, p. 1, 1983)
for convex quadratic programming, it
includes some iterative refinement to give
good accuracy, it has 401 instructions and
no auxiliary routines, but it is only suitable
for small problems because all matrices are
treated as full.
M. J. D. Powell
'3cs~
BOOK REVIEWS
Redundancy in Mathematical Programming
by H. Karwan, V. Lotfi, J. Telgen, S. Zionts
Lecture Notes in Economics and Mathematical Systems, Vol. 206
SpringerVerlag
Berlin, Heidelberg, New York, Tokyo 1983
Redundancy Theory mainly deals with constraints, in problem
formulations, that may be removed without affecting the set of solutions
of the problem. There are two aspects of redundancy that attracted the
interest of researchers. Redundancy can be an indicator for overcapacity
in some sense, and therefore its detection could lead to savings by alterna
tive use of this free capacity. However this possibility becomes evident
anyway when solving the problem, being indicated by positive slacks of
some constraints. The other aspect is a computational one. It was believed
that a notable amount of solution time can be saved by first removing
redundancy from a problem. But in most cases the computational effort
to detect redundancy is greater than the saving from the reduction of
problem size. This book provides an exhaustive definition and description
of redundancy in mathematical programming, its causes, as well as its
possible consequences. Some theory concerning redundancy in linear
programming is presented in an easily readable way. The initial reader will
find it a convenient introduction.
In the following ten chapters the original approaches of several
authors are presented, dealing with methods to detect and remove redun
dancy from linear programming problems. Aspects of some of these are
extended to integer programming or nonlinear programming. All these
methods are classified with respect to some criteria such as capability to
find all redundancy in a problem or the possibility to determine whether a
particular constraint is redundant or not.
In Chapter 13 the authors describe the implementation of some of
these methods and two sets of test problems, the first consisting of 30
small randomly generated LP's, while the second contains thirteen struc
tured problems of moderate size (96 constraints, 79 variables at most). In
the following two chapters the behaviour of the programmed methods
when solving the test problems is reported. Not only a summary of solu
tion times is given, but also the amount of identified constraints is visual
ized as a function of solution time for the several methods. Thereby
comparisons of the efficiencies of these methods versus time are achieved.
The application of statistical tests to some hypotheses seems somewhat
strange because of the small number of examples involved.
In Chapters 16, 17 the authors propose and test three methods for
redundancy handling that arose from their computational experiencewith
the above methods. Indeed ah improved behaviour of these compound
methods was found.
The description of the methods as well as proofs are written in an
understandable way such that initial readers will be able to follow it
without great problems. Practitioners will possibly miss more elaborate
considerations about the value of redundancychecking at all, if one is not
interested in the structural aspect of redundancy, but only in a quick
solution of a linear program.
.F. Gotterbarm, University of Bonn
SemiInfinite Programming and Applications
An International Symposium, Austin, Texas 1981
edited by A. V. Fiacco and K. D. Kortenak
Lecture Notes in Economics and Mathematical Systems, Vol. 215
SpringerVerlag
Berlin, Heidelberg, New York, Tokyo, 1983
In semiinfinite programming the classical fields of linear and
nonlinear programming are extended to the case of an infinite set of
constraints. This is a natural and useful generalization since there are many
practical problems with constraints on a continuum. The situation is
similar to the familiar case of problems which can be described more
suitably by differential equations than by difference equations.
This volume contains 20 selected contributions (from a total of 70)
to the Symposium on SemiInfinite Programming and Applications, which
Books for review should be sent to the Book Review Editor, Prof. Dr.
Achim Bachem, Institut fur Operations Research, Nassestrasse 2, D5300
Bonn 1, W. Germany.
was held in Austin, Texas, in September 1981 The Symposium was I!I,
second international meeting on this subject, the first taking place in B i1
Honnef, Germany, in 1978.
The 20 papers of these proceedings are arranged in four parts. Part I
on duality theory includes 6 papers, mostly on linear problems, on ana
logies to the finite theory, and on new phenomena in the infinite case. In
part II on algorithmic developments (7 papers) and part III on problem
analysis and modelling (4 papers), the origin of semiinfinite problems and
their numerical solution are discussed.
The 3 papers in part IV on optimality conditions and variational
principles refer to theoretical questions as well as to practical problems.
Since the field of semiinfinite programming is still in an early stage
of development, it can be expected that a number of papers from these
proceedings will be fundamental for future research. Thus this volume can
be considered as an indispensable collection for the expert and as a useful
source of information for everyone who is interested in semiinfinite
programming.
W. Wetterling, Enschede
Introductory Combinatorics
by K. P. Bogart
Pitman
Boston, 1983
Bogart's book presents a broad and comprehensive survey on
modern combinatorics at an introductory level. Its contents can be divided
into three parts.
Part I discusses enumeration problems. Fundamental concepts of
combinatorics are introduced in this context in Chapter 1. The enumera
tion methods which are described include counting the number of equiva
lence classes of an equivalence relation (Chapter 2), the presentation of the
inclusion/exclusion principle, and generating functions (Chapter 3).
Part II covers basic material of graph theory (Chapter 4) and its
applications to computer science and operations research problems.
Matching, network flow, and matroid problems are combinatorial problems
discussed in Chapter 5.
Part III introduces experimental designs and posets. Latin squares,
block designs, and as a generalization of both topics projective planes are
presented (Chapter 6). Chapter 7 introduces posets by looking at various
applications and Mobius functions.
The book is highly recommendable as an undergraduate text or for
readers who want to extend their combinatorics knowledge by selfstudy.
Many examples and helpful exercise problems make Bogart's book easy to
read and to understand.
But since this review appears in a publication of the Mathematical
Programming Society, the potential reader of this book should realize that
only 40 out of some 400 pages are devoted to combinatorial optimization
problems. Hence "Introductory Combinatorics" is not a main reference
for this subject (and was probably not intended to be), and readers mainly
interested in this topic should choose a different textbook.
Horst Hamacher, University of Florida
Computer Algebra. Symbolic and Algebraic Computation
edited by B. Buchberger, G. E. Collins, R. Loos with R. Albrecht
SpringerVerlag
Wein, New York, 1982
The book contains excellent articles on symbolic and algebraic
computation which form a comprehensive survey of the entire field. The
authors of all papers have made the introductions and descriptions of the
problems selfcontained 'and precise to assist the uninitiated reader, yet
managed to survey the topics fully. The analysis of the algorithms uii.in
the notions of computational complexity is a welcome addition to tllh
field. While algebraic computation will remain fairly esoteric as a field
(being unclear as to whether it "belongs" to Mathematics or Computer
Science), the book does well to bring these articles within the reach of
both communities.
Ravi Kannan, CarnegieMellon
pi~BBRi
 Mom
....... ... _
JOURNALS & STUDIES
Vol. 27 No. 2
Ge Renpu and M. J. D. Powell, "The Convergence of Variable
Metric Matrices in Unconstrained Optimization".
R. G. Jeroslow, "Uniform Duality in SemiInfinite Convex Optimi
zation".
A. Buckley and A. LeNir, "QNLike Variable Storage Conjugate
Gradients".
T. Steihaug, "Local and Superlinear Convergence for Truncated
Iterated Projection Methods".
R. W. Cottle and R. E. Stone, "On the Uniqueness of Solutions to
Linear Complementarity Problems".
J. B. Orlin, "MaximumThroughput Dynamic Network Flows".
J. A. Tomlin and J. S. Welch, "Formal Optimization of Some
Reduced Linear Programming Problems".
Vol. 27 No. 3
S. Smale, "On the Average Number of Steps of the Simplex Method
of Linear Programming".
C. B. Garcia and F. J. Gould, "An Application of Homotopy to
Solving Linear Programs".
J. K. Ho and E. Loute, "Computational Experience with Advanced
Implementation of Decomposition Algorithms for Linear Programming".
M. V. Golitschek, U. G. Rothblum, and H. Schneider, "A
Conforming Decomposition Theorem, a Piecewise Linear Theorem of the
Alternative, and Scalings of Matrices Statisfying Lower and Upper
Bounds".
M. A. Lopez and E. Vercher, "Optimality Conditions for Non
Differentiable Convex SemiInfinite Programming".
 K. C. Kiwiel, "An Aggregate Subgradient Method for Nonsmooth
1..1... Minimization".
J. P. Crouzeix, J. A. Ferland, and S. Schaible, "Duality in
Generalized Fractional Linear Programming".
M. E. Dyer and J. Walker, "A Note on Bicriterion Programming".
(Journal contents are subject to change by publisher)
G. van der Laan, "On the Existence and Approximation of Zeroes".
A. Griewank and Ph. L. Toint, "On the Existence of Convex De
compositions of Partially Separable Functions".
R. Mifflin, "Stationarity and Superiinear Convergence of an Algo
rithm for Univariate Locally Lipschitz Constrained Minimization".
J. Dupacova, "Stability in Stochastic Programming with Recourse 
Estimated Parameters".
R. Rhode and R. Weber, "The Range of the Efficient Frontier in
Multiple Objective Linear Programming".
G. Pierra, "Decomposition Through Formalization in a Product
Space".
T. Fujimoto, "An Extension of Tarski's Fixed Point Theorem and
its Application to Isotone Complementarity Problems".
Vol. 28 No. 2
P. Hammer, P. Hansen and B. Simeone, "Roof Duality, Comple
mentation and Persistency in Quadratic 01 Optimization."
H. Kuhn, Z. Wang and S. Xu, "On The Cost of Computing Roots of
Polynomials."
R. Saigal, "Computational Complexity of a Piecewise Linear Homo
topy Algorithm."
S. Dafermos and A. Nagurney, "Sensitivity Analysis for The Asym
metric Network Equilibrium Problem."
J. Borwein and J. Nieuwenhuis, "Two Kinds of Normality in Vector
Optimization."
Y. Yamamoto, "A Unifying Model Based on Retraction for Fixed
Point Algorithms."
S. Martello and P. Toth, "WorstCase Analysis of Greedy Algorithms
for the SubsetSum Problem."
R. Giese and P. Jones, "An Economic Model of ShortRotation
Forestry."
M. Fisher and A. Krieger, "Analysis of a Linearization Heuristic for
SingleMachine Scheduling to Maximize Profit."
K. Chew and E. Choo, "Pseudolinearity and Efficiency."
F 
Answer to Climbing Route Puzzle
(see page 8)
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THE MATHEMATICAL PROGRAMMING SOCIETY
ENROLLMENT
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PLEASE PRINT Name
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Vol. 28 No.1
GALLIMAUFRY
George Nemhauser (Cornell) is spending the 198384 academic year at the Center for
Operations Research and Econometrics of the Catholic University of Louvain, Belgium...
Leslie E. Trotter, Jr. has been appointed Director of the School of Operations Research and
Industrial Engineering at Comell..The 1984 Design Automation Conference will be held
Oct. 711, 1984 in Cambridge, Mass. Contact Professor P. Papalambros, MEAM Dept.,
University of Michigan, Ann Arbor, MI 48109...The Administrative Sciences Association of
Canada has established a new journal The Canadian Journal of Administrative Sciences,
Ronald Burke, Editor. Address: Faculty of Administrative Sciences, York University,
4700 Keele Street, Downsview, Ontario, Canada M3J 1R6.
Richard Bellman (Southern California) and David Gale (Berkeley) have been elected to
membership in the National Academy of Sciences...KarlHeinz Borgwardt of Kaiserslautern,
W. Germany was awarded the Lanchester prize at the November, 1983 meeting of ORSA/
TIMS for his papers on the average number of pivots of the Simplex Method which appeared
in Mathematics of Operations Research and Zeitschrist fir Operations Research in 1982.
For Sale: Math. Programming 197480 (Vols. 619), Math. Progr. Studies No. 212
(except No. 3), Math. of O.R. 197677 (Vols. 12), O.R. 1977 (Vol. 25), also several volumes
of SIAM Jour. on Optimization and Control, SIAM Review and Math. Reviews available.
All unbound. Make an offer to S. Schaible, Fac. of Business, U. of Alberta, Edmonton,
Canada T6G 2G1 (403) 4322350.
Deadline for the next OPTIMA is April 1, 1984.
This public document was promulgated at a cost of $426.15 or
$0.61 per copy to inform researchers in mathematical programming of
recent research results.
OPTIMA
303 Weil Hall
College of Engineering
University of Florida
Gainesville, Florida 32611
~ICCI~I~~F~ ~F~ii~F~
A Famous Climbing Route
Here is a riddle for those mathematical
programmers who have also don.. i..n
mountain climbing: identify the 1ll. ...;.
route and the crag on which it is to be
found. (The answer is not geographical it is
related to mathematical programming.)
Start below the southwest corner of
the peak, directly below the summit.
Ascend a ramp on the south face until a
delicate move onto the eastern face can be
made. Traverse up and to the right to the
north face. Move around onto this and
ascend a dihedral leading up and right to the
northwest edge. A short vertical pitch leads
to a fork. The arete to the right leads
directly to the summit. Instead follow the
easyangled arite to the left until over
looking the vertical east face. Then climb
directly to the lowest point on the summit
ridge, and ascend this to the summit.
This route involves no face climbing,
and its greatest difficulty lies in the tortuous
routefinding. The climbing is very exposed
and extreme when moving from one face
to the next. (Solution on page 7.)
Mike Todd, Cornell
FIRST CLASS MAIL
CA L E N D A R
Calendar of mathematical programming meetings
as of 1 January 1984
Maintained by the Mathematical Programming Society (MPS)
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
May 14,15: 'Sixth Symposium on Mathematical Programming with Data Perturbations', The George
Washington University, Washington, D.C., U.S.A. Contact: Professor Anthony V. Fiacco,
Department of Operations Research, School of Engineering and Applied Science, The George
Washington University, Washington, D.C. 20052, U.S.A.; telephone 2026767511. Deadline
for abstracts, 16 March 1983.
June 1214: SIAM Conference on Numerical Optimization, Boulder, Colorado, U.S.A. Contact: Hugh
B. Hair, 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 ftir Operations Research, Nassestral3e
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 ftir
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, Osnabrtick, Federal Republic of Germany.
Contact: Professor Dr. P. Brucker, Universitat Osnabrtck, 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. September
1017: 'Stochastic programming', 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.
1985
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.
