PT
I
MA
MATHEMATICAL PROGRAMMING SOCIETY NEWSLETTER November 1990
I 0~""IIlle'
Second
Anniouncemient
Mailed
Amlsterdam,
August 59,1991
QRC ANIZERS of the 14th
International Symposium on
Ma thematical Programming have
nmiled the second announcement of
the conference which will be held August 5 9,
1991, at the University of Amsterdam and is being
chaired by Jan Karel Lenstra, Alexander Rinnooy
Kan and Alexander Schrijver.
The meeting will open on Monday, August 5, in the Lutherse
Kerk, the main auditorium of the university, with a plenary
address by W. R. Pulleyblank. The session will include awarding
of the society prizes: Fulkerson Prize (for discrete mathematics,
joint with AMS), George B. Dantzig Prize (for major contribution
in mathematical programming, joint with SIAM), BealeOrchard
Hays Prize (for computational mathematical programming) and
the A. W. Tucker Prize (for outstanding student paper).
There will be a reception on Monday evening and a banquet on
Wednesday evening, both at 18.30. The MPS business meeting
will be Wednesday afternoon at 1630.
Onehour invited lectures by leading experts in all aspects of
mathematical programming will highlight the technical program,
and there will be many parallel sessions with invited and contrib
uted papers. The invited lecturers will include E. H. L. Aarts, R.
E. Bixby, A. R. Conn, T. M. Cook, J. E. Dennis, Jr., C. C. Garcia,
M. Grdtschel, R. M. Karp, K. Kennedy, L. G. Khachiyan, C.
Lemarichal, K. Mehlhorn, C. H. Papadimitriou, D. F. Shanno,
and R. E. Tarjan. Two special memorial sessions will honor
Robert Jeroslow and Darwin Klingman. CONTIUES, PAGE TWO
P T I M A
NUMBER31
CONFERENCE NOTES 4
TR & WP 56
BOOK REVIEWS 79
JOURNALS 10
GALLIMAUFRY 12
N31
   i 
PAGE 2nmbert eNOVEMBER199
Symposium
CONTINUED
E arly registration deadline
is April 1; the abstracts for
contributed papers are due
June 1; and hotel reservations
should be made by July 1.
Registration fees before April 1
are NLG 240 and NLG 340 for
members and nonmembers,
respectively. After April 1 the
fees are NLG 300 and NLG 400.
(On Oct 15,1990, 1 NLG was
US $ 0.57.) Student fees are
onehalf these rates with
certification of student status.
The banquet fee is NLG 75.
Addresses and forms are
contained in the second
announcement which also
includes information on travel
and the city. The symposium
secretariat address is:
14th International
Symposium on
Mathematical Programming
c/o NOVEP
Paulus Potterstraat 40
1071 DB Amsterdam
The Netherlands
Telephone +3120752120
(+31206752120 after April 1)
Telefax: +31206628136
Electronic mail:
ismp@swi.psy.uva.nl.
ENORDPIUVICMP
SETO0FRE
Thirty mathematical pro
grammers from the Nordic
countries gathered in
Copenhagen August 25 and
26 for a twoday conference.
During the conference it was
decided to form a Nordic
section of MPS. A board was
elected, consisting of Stein
W. Wallace, Haugesund
Maritime College, Norway
(leader); Jens Clausen,
University of Copenhagen,
Denmark; and Kaj Holmberg,
Linkoping Institute of
Technology, Sweden. It was
decided to run a short
meeting in two years and to
set up a system for automatic
distribution of electronic mail
to all members.
The membership has in
creased from 25 to about 34
during this year. It is felt
that the increase is a result of
the activities surrounding the
formation of the geographi
cal section and the meeting
in Copenhagen. The Nordic
section covers Norway,
Sweden, Denmark, Finland
and Iceland.
STEIN WALLACE
Call for Papers
ORSA Journal on
Computing
Special Issue on
Computational
Geometry
The ORSA Journal on Comput
ing is dedicating a special issue to
the subject of computational
geometry. The rapidly growing
field of computational geometry
has addressed many problems of
interest in operations research and
has provided new algorithmic
techniques for tackling a variety of
optimization problems. Con
versely, many wellestablished
methods of operations research
have contributed to the progress in
geometric algorithms. This special
issue is designed to stimulate the
interplay between computational
geometry and operations research
and to enhance the application of
techniques form computational
geometry to problems arising in
operations research. The special
issue will provide the advantage of
grouping together highquality
papers in the area, as well as the
benefit of speedy review and
minimal publication delays.
Manuscripts are solicited over a
wide range of topics within
computational geometry and its
applications including but not
limited to:
Optimization
Facility Location
Mathematical Programming
Manufacturing, Robotics and
Vision
Shortest Paths, Networks
Statistics
All manuscripts will be promptly
and carefully refereed. High
quality manuscripts not accepted
in the special issue due to space
limitations will be considered, with
the authors' permission, for
inclusion in a regular issue of the
journal.
Authors should submit four copies
of their manuscript to either of the
editors:
Joseph S.B. Mitchell
School of Operations Research
and Industrial Engineering
Engineering Theory Center
Cornell University
Ithaca, NY 14853 USA
Tel: (607) 2559148
Email:
jsbm@gvax.cs.cornell.edu
Jan Karel Lenstra
Department of Mathematics
and Computing Science
Eindhoven University of
Technology
PO Box 513
5600 MB Eindhoven
The Netherlands
Tel: 3149474770
Email: jkl@win.tue.nl
by no later than June 1, 1991. To
expedite handling, authors should
prepare their manuscripts
consistent with the Instructions
for Authors that appeared in
Volume 2, Number I of the ORSA
Journal on Computing; a copy is
available from the Editors.
 "I ~
NOVEMBER 1990
PAGE 2
number thirtyone
EditorinChief: Peter L. Hammer, Rutcor, Hill Center for the Mathematical Sciences.
Rutgers University, Busch Campus, New Brunswick, NJ 08903.
THE 1990 PROGRAMME
27: Computational Methods in Global Optimization
Editors: Ed. P.M. Pardalos & J.B. Rosen
Contains a .ariet.i of dreerminisic computational ai urrithmn
and ne'A approaches for sol' ing global opuimi.atiion
problems. Papers include. nes approjahe foir sol ing
reterst cone'., programs, interior point approaches ; for
ncnconr.ew quadratic programming, di.alit: technique'.
interal analysis, and branch and bound methods.
26: Automated Manufacturing Systems
Editor: Ed. J.B. Mazzola
Ree.irhi feature' stdl eollheart operajiiorjreitnarchbased
articles on the design, planning, and control of automated
produ:iiori ..sit mi. *\m.on, irh topics addressed in thi..
,s;ue are production planning. Isa :ut, rojiin ,. and
,cheduinLu in tle\ible manuia.cturing si',tem. ,utomratid
i m.ritbl: >i cm.. fle' lhierirm nuilaituriinC TreL hnolug.
imci.tmcnt0 dec.iion. and tlii appphliao. n ot ilrreniariled
craph, to model behavior in pr.dJu..ilo n ..'.trmn'.
Production Planning and scheduling
Editor: M. Que ranne
Application in produ'nain planning and ..hcdulin~ Topics
include hVirarihical planning and dt.odmpor]iinrm approlachli.
rhi inerfacet: het.i een planning nJid s duljing fun iihor.r ,
eur'.e. of niodel, for productii n. c,:hedulinri surne oni
sequencing theorN. implitnmcnrialon it Oipcralloiri re,:jrcht
nicihods in practice.
25: Optimization with Dala Perturbation,. A Collection of
Tulorials
Editor: V. Fiacco
entral themes are the theory and application of senit'.iilt.
stability and parametric analysis of solutions to optimization
problems whose data is subject to perturbation Classes of
problems addressed include aariational inequaJities.
stochastic, semiinrinite, integer, nonlinear, geometric. linear
and multobjecti\e programs. Results also coter a side
scope, ranging from optimal .alLie and solution point
continuity and differeniuabilit to parametric methods for
general nonlinear programs, including recent results based
on singularity theory) and continuation methods. There is
esen included one paper in the area of simulation
optimization and sensitivity analysis. to eemplifl. recent
extensions to discrete e\ent s\csems. Many important earlier
results have been simplified and unified in uhat promises to
be a brilliant collection of tutorial surses.s.
24: Operations Research in China
Editor: lue Min)i
Development of operations research in China gue; back for
about 35 years. Most of the papers written b Chinese
operations researchers were published in Chinee and are
rarely accessible to reader outside China The purpose of
this volume is to gne a presentation of the development in
variouss branches of operations research in China. The
volume contains surveys as well as numerous contributed
papers, both on methodological and applied issues
23: Intransilise Preferences
Editor: ~1 .\. Gehrlein
An important contributionn to &cision anal,'i. iia'ir;ne
papers on ari no l) pecls Uil [hi' thLeaor. .Conrihuti.rin dlja
mith moJel. ranging fromin intransicit.' and iTh lcs . nairTe'
efficien'. mn'ea rcm:nt on init set,. linr ar ,'itOr.' .r ,
partial orders. .cling theer, prclerent re .rsail', cpeci
utilities iith nonlinear threlhold. indridual judt nicR i
tatst.:s fr,,r stock marker ini.lctinents, etc.
22: Supercomputers and largeScale )Opimizalion
Editor: J. Ben Rosen
Research oii alcorilhni; and rclaied solt'.are tor the: 'i.iliior
of larirescale optirrnzaiion prorblern on uperconiputt r' an
parallel machine. Parer cc,;er nariui dir;..ion ,.
research including ne', approach hes ii.o ol i. n .rr', Luii
li car prograniming aridd related pnrcbl.ms on :c. and
parallel maIrnahii.is, parallel soluaoii of large g .cale jnc rah:rji:.
ner ork.., nail\ prahlemi, relaiLd I.) OptimiZatlCn i. i
inctLer pro: r.am 3ind appli.ators
A\ 411..BL 1 \ OLL %IS:
21. EL H.I. Cre.:nbet & F CGlo..r. L.inkages with
Arlilitial Intelligence, I v
n20 J. B. Sh.t.r Networks Optimitalion and AppliLalion,.
I 9
19 Ed P C F thburn & I H. la alic, Choict under
Uncertainly. 19"'
IS Ed F \ Loutcau. a o., [acilii. ILocation Analysis:
Theory and Applications, 1989
17: Ed. A Ku.iak & \ .E. \\ ilhelm, Analisis, Modelling
and Design of Modern Production Systems. 1989
16: Ed. R L. Keene% a.o.. MultiAttribute Decisinn Making
via O.R.Based Expert systems. 1989
15: Ed. K.E. Stecke & R. Sun. Flexible Manufacturing
Syslems: Operations Research Models and Applicalions II.
198S
14: Ed. R.R. Meyer & S A. Zemnos. Parallel
Optimization on Noel Computer Architectures. 19.'
13. Ed. B. Someone a.o., Fortran Codes for Network
Optimization, 1988
12: Ed R.G. Jeroslo'a. Approaches to Intelligent Decision
Support. 1988
1011: Ed. T. Ibaraki. Enumeratise Approaches on
Combinatorial Optimization, 2 '.ol. 198'
89: Ed. S.L Albin & C.M. Harris, Statistical and
Computational Problems in Probability Modelling
2 vols. 198I
7: Ed. I. Blazcin.i: a.o Scheduling under Resource
Constraint: Deterministic Models. 1986
6 Ed. J.P. Osleeh & S J. Radick. Locational Decisions:
iMehodology and Applications. 19.6
345: Out ot print
2: Ed. R.G Thompson & R.M. Thrall. Normalie Analsi,
for Policy Decisions. Public and Prisate, 1985
I Ed. F. Archeii & F. laffioli, Stochaslics and
Optimization, 1984
Price per volume incl. postage: S 153.60, or S 80.00 for members ORSA,'TIMS. Please request extensive prospectus for 'hole
series: sol. 127, 19841990. Proposals for new volumes should be addressed to Peter L. Hammer, EditorinChief.
Ho* to order: Please send your order either to your usual agent or directly to our Basel Head Office as mentioned below.
In the United States please address your order to: J.C. Baltzer AG, Scientific Publishing Company,
P.O. Box 8577. Red Bank. NJ 077018577.
S .CK irAL E v G, SC~IENII mPmiUmBi~LSHEUINGS~ COMPANY
WelsIIpat 0 CH408BslSwtean
O 1) T I imllP
Optimization Days 1991
May 89, 1991
All those interested in optimization
methods and their present or potential
applications are invited to participate.
Those who can give talks on new
methods of optimization and their
applications are especially welcome.
Sessions will consist of invited and
contributed talks. Papers presenting
original developments as well as those
of expository nature will be considered.
The languages of the conference will be
French and English. Plenary speakers
will be:
E. Balas USA
R. Horst Germany
D. Shanno USA
P. Toth Italy
Contributors are encouraged to submit
a paper for publication in a special issue
of the journal INFOR devoted to the
Optimization Days 1991.
Two copies of a 100200 word summary
defining clearly the content of the
paper, together with the registration
form, should be forwarded before
January 31, 1991, to:
Dr. Martin Desrochers or
Dr. Brigitte Jaumard
GERAD
Ecole de Hautes Etudes Commerciales
5255 avenue Decelles
Montreal, Quebec
CANADA H3T 1V6
Tel: (514) 3406048
Email: gerad@crt.umontreal.ca
Fax: (514) 3405665
Authors will be notified of the accep
tance of their talks by March 1, 1991.
Summaries of the talks will be distrib
uted at the conference. For more
information, please contact the above.
15th IFIP Conference on
System Modelling and
Optimization
Zurich, Switzerland
September 26, 1991
At this conference, recent results will
be discussed in sessions on Optimiza
tion and Systems Theory, Linear and
Nonlinear Programming Algorithms,
Optimal Control, Stochastic Optimiza
tion, and Applied Modelling and
Optimization. Further sessions may be
organized based on contributed
papers.
Plenary talks will be given by I.V.
Evstigneev, U.E. Kalman, R. Kl6tzler, B.
Kummer, J.E. Lagnese, D.Q. Mayne, V.S.
Michailevich, S.E. Shreve, P.L.M.J. Toint,
J.P. Vial and J. Zowe.
Three copies of extended abstracts of papers
to be presented should be received by the
conference secretariat by January 10, 1991.
They should be two to four pages in length
(typewritten, singlespaced) and should
present original unpublished results by the
authors.
Acceptance of contributed papers is decided
by the International Program Committee;
abstracts arriving after the deadline cannot
be considered. Notification of acceptance
will be March 15, 1991.
The conference is to be held at the Univer
sity of Zurich, downtown Zurich, Switzer
land. Accommodation will be provided in
nearby hotels at the rate of about Swiss
Francs 80150. The registration fee will be
Swiss Francs 270 for early registration. A
social program is arranged.
The conference language is English. Selected
papers will be published in the Conference
Proceedings.
The conference Secretariat is:
Dr. K. Frauendorfer
Institute for Operations Research
University of Zurich
Moussonstrasse 15
CH8044 Zurich, Switzerland
Tel: +411257 37 71
Fax: 01/252 1162 UNI ZH IOR
Telex: 817 260 uniz ch
Email: ifip91 at czhrzula (earn or bitnet).
 II ~
NOVEMBER 1990
PAGE 4
number thirtyone
S.. : A
PAGE 5 number thirhjone NOVEMBER 1990_
Technical
Reports
WORKING
PAPERS
Department of Industrial and
Systems Engineering
303 Weil Hall
University of Florida
Gainesville, Florida 326112083
CS. Lin and CY. Lee, "Single Machine
Stochastic Scheduling with Dual Criteria," RR#
903.
R. Uzsoy, CY. Lee and L.A. MartinVega,
"Scheduling Semiconductor Test Operations:
Minimizing Maximum Lateness and Number of
Tardy Jobs on a Single Machine," RR# 904.
W.W. Hager and D.W. Hearn, "The Dual
Active Set Algorithm and Quadratic Networks,"
RR# 907.
CY. Lee, R. Uzsoy and L.A. MartinVega,
"Efficient Algorithms for Scheduling Batch
Processing Machines," RR# 908.
RUTCOR
Rutgers Center for Operations
Research
Busch Campus,
Rutgers University
P. O. Box 5062
New Brunswick, New Jersey 08903
F.S. Roberts, "NoHole NonAdjacent Color
ings," RRR 1190.
P. Hansen and M. Zheng, "Shortest Shortest
Path Trees of a Network," RRR 1290.
Y. Crama and F.C.R. Spieksma, "Approxima
tion Algorithms for ThreeDimensional Assign
ment Problems with Triangle Inequalities," RRR
1390.
P. Hansen and M. Zheng, "An Algorithm for
the Minimum Variance Point of a Network,"
RRR 1490.
C. Wang, "On Critical Graphs for Opsut's
Conjecture," RRR 1590.
A. Gu6noche, P. Hansen and B. Jaumard,
"Efficient Algorithms for Divisive Hierarchical
Clustering with the Diameter Criterion," RRR
1690.
P. Hansen, M.V. Poggi de Aragdo and C.C.
Ribeiro, "Boolean Queries Optimization and the
01 Hyperbolic Sum Problem," RRR 1790.
D.S. Hochbaum and R. Shamir, "Strongly
Polynomial Algorithms for the High Multiplic
ity Scheduling Problem," RRR 1890.
Y. Pinto and R. Shamir, "Efficient Algorithms
for Minimum Cost Flow Problems with Convex
Costs," RRR 1990.
D.S. Hochbaum, R. Shamir and J.G.
Shanthikumar, "A Polynomial Algorithm for
an Integer Quadratic NonSeparable Transpor
tation Problem," RRR 2090.
I. Adler and R. Shamir, "A Randomization
Scheme for Speeding Up Algorithms for Linear
and Convex Programming Problems with High
ConstraintstoVariables Ratio," RRR 2190.
Y. Crama, P. Hansen and B. Jaumard,
"Finding Spurious States of Neural Networks,"
RRR 2290.
A.E. Roth, U.G. Rothblum and J.H. Vande
Vate, "Stable Matchings Optimal Assignments
and Linear Programming," RRR 2390.
E. Boros and P.L. Hammer, "CutPolytopes,
Boolean Quadric Polytopes and Nonnegative
Quadratic PseudoBoolean Functions," RRR 24
90.
CONTINUES ON FOLLOWING PAGE
9Cl ~~~~s~ ~
NOVEMBER 1990
PAGE 5
number thirtyone
0 a
Technical Reports &
Working Papers
No,
T.J. Carpenter, I.J. Lustig, J.M. Mulvey and
D.F. Shanno, "A PrimalDual Interior Point
Method for Convex Separable Nonlinear
Programs," RRR 2590.
I.J. Lustig, R.E. Marsten and D.F. Shanno,
"On Implementing Mehrotra's Predictor
Corrector Interior Point Method for Linear
Programming," RRR 2690.
M.J. Rosenblatt and U.G. Rothblum,
"Optimality of 'Cut Across the Board' Rule for
Constrained Optimization Problems with an
Application to an Inventory Model," RRR 27
90.
E. Boros, P.L. Hammer and R. Shamir,
"Balancing Rooted Data Flow Graphs," RRR
2890.
S.R. Arikati and U.N. Peled, "A Linear
Algorithm for the Group Path Problem on
Chordal Graphs," RRR 2990.
F. Tardella, "On the Equivalence Between Some
Discrete and Continuous Optimization
Problems," RRR 3090.
P. Favati and F. Tardella, "Convexity in
Nonlinear Programming," RRR 3190.
C. Maocheng, "An Algorithm for Optimum
Common Root Functions of Two Digraphs,"
RRR 3290.
C. Maocheng, "An Algorithm for an Eulerian
Trail Traversing Specified Edges in Given
Order," RRR 3390.
S.D. Flam, "Solving Convex Programs by
Means of Ordinary Differential Equations,"
RRR 3490.
M.B. Cozzens and F.S. Roberts, "Meaningful
ness of Conclusions About Greedy Algorithms
for TColorings," RRR 3590.
J. Kahn, "Coloring NearlyDisjoint
Hypergraphs with n+o(n) Colors," RRR 3690.
J. Kahn, "On a Problem of Erdds and Lovdsz,"
RRR 3790.
D. Sakai and C. Wang, "NoHole (r+l)
Distant Colorings," RRR 3890.
P.C. Fishburn and F.S. Roberts, "Elementary
Sequences, SubFibonacci Sequences," RRR 39
90.
A. Bagchi and B. Kalantari, "New Optimality
Conditions and Algorithms for Homogeneous
and Polynomial Optimization Over Spheres,"
RRR 4090.
B. AviItzhak and S. Halfin, "NonPreemptive
Priorities in Simple ForkJoin Queues," RRR
4190.
Z. Fiiredi, J. Kahn and P.D. Seymour, "On
the Fractional Matching Polytope of a
Hypergraph," RRR 4290.
Operation Research Group
The Johns Hopkins University
Baltimore, MD 21218
U.G. Rothblum, H. Schneider and M.H.
Schneider, "Characterizations of MaxBalanced
Flows," #9001.
M. Hartmann and M. Schneider, "An
Analogue of Hoffman's Circulation Conditions
for MaxBalanced Flows," #9002.
C. ReVelle and V. Marianov, "The Probabilis
tic FLEET Model with Individual Vehicle
Reliability Requirements," #9003.
C. ReVelle and D. Serra, "The Maximum
Capture Problem Including Relocation," #9004.
V. Marianov and C. ReVelle, "The Standard
Response Fire Protection Siting Problem," #90
05.
R. Klimberg, C. ReVelle and J. Cohon, "A
Multiobjective Approach to Evaluating and
Planning the Allocation of Inspection Re
sources," #9006.
M.H. Schneider, "MaxBalanced Flows," #90
07.
C. Neti, M.H. Schneider and E.D. Young,
"Maximally FaultTolerant Neural Networks:
Computational Methods and Generalization,"
#9008.
U.G. Rothblum, H. Schneider and M.H.
Schneider, "Scaling Matrices to Prescribed
Row and Column Maxima," #9009.
CORE (Center for Operations
Research and Econometrics)
University Catholique de
Louvain
34 Voie du Roman Pays
1348 LouvainLaNeuve
BELGIUM
L. Qi, "Bisubmodular Functions," D.P. 8901.
J.P. Sousa and L. Wolsey, "Time Indexed
Formulations of NonPreemptive Single
Machine Scheduling Problems," D.P. 8904.
S.P. Anderson, A. de Palma and J.F. Thisse,
"Social Surplus and Profitability under
Different Spatial Pricing Policies," D.P. 8910.
C. Bousba and L. Wolsey, "Finding Minimum
Cost Directed Trees with Demands and
Capacities," D.P. 8913.
R.G. Jeroslow, R.K. Martin, R.L. Rardin and
J. Wang, "Gainfree Leontief Problems," D.P.
8915.
A. Wagelmans, S. van Hoesel and A. Kolen,
"Economic LotSizing: An 0 (n log n)
Algorithm that Runs in Linear Time in the
WagnerWhitin Case," D.P. 8922.
L. Wolsey, "Formulating Single Machine
Scheduling Problems with Precedence Con
straints," D.P. 8924.
J.J. Gabszewicz and J.F. Thisse, "Location,"
D.P. 8928.
K.M. Anstreicher, "On the Performance of
Karmarkar's Algorithm Over a Sequence of
Iterations," D.P. 8934.
R.K. Ahuja and T.L. Magnanti, "Some Recent
Advances in Network Flows," D.P. 8936.
K.M. Anstreicher, "A Combined Phase I 
Phase II Scaled Potential Algorithm for Linear
Programming," D.P. 8939.
R.L. Rardin and L. Wolsey, "Valid Inequali
ties and Projecting the Multicommodity
Extended Formulation for Uncapacitated Fixed
Charge Network Flow Problems," D.P. 9024.
K.M. Anstreicher and P. Watteyne, "A
Family of Search Directions for Karmarkar's
Algorithm," D.P. 9030.
I II^ ~~~~
NOVEMBER 1990
number thirtyone
PAGE 6
PAGE 7
R R
XV I
This book gives an excellent overview of
the numerical techniques that are neces
sary for efficient computer implementation of the
simplex method. Therefore, the book is at the
forefront of mathematical programming, numerical
mathematics and computer science.
Based on proper matrix algebra knowledge, the book is self
contained. First, basic knowledge of linear programming is
presented; detailed studies of numerical algorithms follow;
finally, some advanced techniques are discussed.
Although the new methods (Ellipsoid method Khachian 1979,
Interior point methods Karmarkar 1984) of linear program
ming are mentioned in the introduction, their numerical algo
rithms are not discussed in the book. The efficient implemen
tation of interior point methods needs some different numeri
cal techniques. These are important to understand by one who
implements linear programming software, but when this book
was prepared, the technology of implementation of the interior
point methods was not yet clear. Therefore, the book is re
stricted to the computational and implementation methods of
the simplex method.
The first of the three main parts deals with the linear program
ming problem, with some classical methods (Chapter 1), and
contains a description of the simplex method (Chapter 2).
The second part is the body of the book. Numerical techniques
and implementational strategies are discussed here. Chapter 3
deals with external and internal representations of linear pro
gramming problems. Chapter 4 contains the necessary funda
mentals of numerical analysis. Chapter 5 is devoted to the
factorization strategies of the basis matrix with LU factoriza
tion as the primary tool. Accuracy, stability and strategies to
control the density (fill in) are considered as well. Refined
updating and solving strategies (BartelsGolub, ForrestTomlin,
FletcherMatthews) are discussed in Chapter 6. Entering and
leaving variable selection strategies are demonstrated in Chap
Computer Solutions of
Linear Programming
by J. L. Nazareth
OUP USA, 1988
ISBN 0195042786
The book is well written. It can be a useful handbook for
researchers, teachers and students who are interested in linear
programming or anyone who is a linear programming user and
wants to understand more deeply how a linear programming
package works. The second part of the book can also be the
material for a second semester of an advanced linear program
ming course.
T. TERLAKY
Simulated Annealing and Boltzmann
Machines
by Emile Aarts and Jan Korst
John Wiley, Chichester, 1989
ISBN 0471921467
Simulated annealing is a method for solving combinatorial
optimization problems. Itavoidsbeing trapped in local optima,
as usually happens with local search. To escape from a neigh
boring local optimum, a generated feasible solution is accepted
with a certain probability, even if it is worse than the preceding
one. The Boltzmann machine is a neural network model. One
CONTINUES
E W S ters 7 and 8. The latter discusses
selection rules for finding an
initial feasible solution (first
phase methods), while the
former is devoted to second
phase pivot rules. The last two
chapters of the second part
summarize the algorithmic elements and
suggest a complete implementation of the
simplex method. Further implementational as
pects and the usage of mathematical programming
systems in practice are also discussed.
The third part of the book contains further issues of linear
programming. Chapter 11 discusses duality theory, the dual
simplex method and sensitivity analysis. Decomposition algo
rithms, like DantzigWolfe and Benders decomposition, and
their implementational strategies are presented in Chapter 12.
The last chapter is a short description of homotopy methods. It
presents Dantzig's selfdual parametric simplex algorithm as a
specific implementation of the homotopy method.
 *
PAE NVEBE 19
bEKK
NOVEMBER 1990
0 I09
of its remarkable features is massive parallelism. ,
As such, it is suitable for parallel execution of the f
simulated annealing algorithm. IJk
In Chapters 1 and 2 of the book the local search a a v
and simulated annealing algorithms are intro
duced, and the analogy of the latter method with
the physical annealing process is shown. In Chap
ter 3 the asymptotic convergence of the simulated
annealing algorithm is discussed using the theory of Markov
chains. Chapter 4 deals with a polynomialtime implementa
tion of simulated annealing, which provides an approximation
of an optimal solution. Chapters 4 and 5 are also devoted to an
analysis of the empirical performance of the algorithm and its
application in the solving of combinatorial optimization prob
lems, such as: travelling salesman, max cut, independent set,
and graph coloring. Chapter 6 discusses how to speed up the
algorithm by execution on parallel computers since the effi
ciency of the simulated annealing method is poor for some
problems. Chapter 7 focuses on the subject of neural comput
ing. Chapter 8 introduces different types of Boltzmann ma
chines whose state transitions are studied again using Markov
chains to show the analogy with parallel simulated annealing.
Chapter 9 shows that 01 optimization problems can be associ
ated with Boltzmann machines so that maximizing the consen
sus function is equivalent to solving the optimization problem.
Chapters 10 and 11 deal with how to solve classification
problems using Boltzman machines, which are important to
pattern recognition, and how a Boltzmann machine is able to
learn.
The book gives a clear introduction to simulated annealing and
Boltzmann machines, where most propositions are carefully
proved and accompanied by worked examples. It also presents
many recent research results and provides a detailed survey of
the relevant literature. One possible disadvantage of the mono
graph is that the performance of the simulated annealing
algorithm is not compared with that of other modern ap
proaches for solving approximately large combinatorial opti
mization problems, for instance, tabu search.
However, the book can be warmly recommended
to graduate students and other researchers in
combinatorial optimization, parallel processing,
neural networks, and artificial intelligence.
K. NEUMANN
New Computer Methods for Global
Optimization
by H. Ratschek and J. Rokne
Ellis Horwood, Chichester, 1988
ISBN 0745801390
The enormous practical need for solving global optimization
problems, coupled with a rapidly advancing computer tech
nology, has allowed one to consider problems which a few
years ago would have been considered computationally in
tractable. As a consequence, we are seeing the creation of a
large and increasing number of diverse algorithms for solving
a wide variety of multiextremal global optimization problems.
By definition, a global optimization problem seeks at least one
global minimizer of a realvalued objective function that pos
sesses (often very many) different local minimizers in the
feasible set D Rn. It is wellknown that in practically all disci
plines where mathematical models are used, there are many
realworld problems which canbe formulated as multiextremal
global optimization problems.
Standard nonlinear programming techniques have not been
successful for solving these problems. Their deficiency is due
to the intrinsic multiextremality of the formulation and not to
the lack of smoothness. One can observe that local tools such as
gradients, subgradients, and second order constructions such
as Hessians, cannot be expected to yield more than local
solutions. One finds, for example, that a stationary point is
often detected for which there is even no guarantee of local
minimality. Moreover, determining the local minimality of
_sl ~ I I ~ I~
NOVEMBER 1990
number thirtyone
PAGE 8
PAEume to NO
such a point is known to be NPhard in the sense
of computational complexity even in relatively
simple cases. Apart from this deficiency in the
local situation, classical methods do not recognize g v
conditions for global optimality.
For these reasons global solution methods must
be significantly different from standard tech
niques, and they can be expected to be and are much
more expensive computationally. Fortunately, in many
practical global optimization applications, the multiextremal
feature involves only a small number of variables. Moreover,
many global optimization procedures take advantage of helpful
specific features of the problem structure which are often
present. On the other hand, several methods have been proposed
recently to solve very general and difficult'global problems. In
these cases, sufficiently accurate approximations of global
solutions can only be detected for small problem sizes. How
ever, general global optimization method s often provide useful
tools for transcending local optimality restrictions, in the sense
of providing valuable information about the global quality of
a given point. Typically, such information will give upper and
lower bounds for the optimal objective function value and
indicate parts of the feasible set where further investigations of
global optimality will not be worthwhile.
One of several directions of recent research in general global
optimization methods uses interval analytical tools which
have been most successful when incorporated in branch and
bound techniques and combined with local methods. This
book, which is authored by two wellknown experts in the
field, gives a thorough introduction to interval analysis and
recently proposed interval methods for global optimization.
Chapter 1 gives a very short and rudimentary presentation of
some classical nonlinear programming techniques. This chap
ter reflects very much the intention of the author to demon
strate, in a simple way, how interval methods and local proce
dures can be combined in principle rather than to provide the
state of the art in nonlinear programming. The second chapter
Contains a nice overview of the basic principles of
interval analysis, including interval Newton
methods and the HansenGreenberg realization.
9, w s Chapter 3, on unconstrained global optimization,
discusses three branch and bound interval meth
ods for globally minimizing a realvalued func
tion over a box in R": the algorithm of Moore
Skelboe, the IchidaFuy algorithm and the Hansen
algorithm. Convergence properties are derived, the ad
vantage of isotone inclusion functions is demonstrated and
several acceleration devices are proposed. Chapter 4, which
has the somewhat awkward heading, "Unconstrained Optimi
zation over Unbounded Domains," generalizes these methods
to the unconstrained minimization problem where, in contrast
to Chapter 3, it is not assumed that an initial box containing an
optimal solution is known. Such a generalization is achieved
by an appropriate compactification of the Euclidean space Rn
and its realization on a computer. The final chapter is devoted
to constrained global optimization problems which are diffi
cult to handle directly by interval methods. The algorithms
discussed are interesting combinations of interval and local
methods, but the proposed way to overcome the difficulties
arising from constraints by means of relaxation with flexible
tolerances needs further investigation and comparison with
other methods.
The technical prerequisites for this book are rather modest and
are within the reach of most undergraduate university pro
grams. Each method is demonstrated by illustrative examples.
An extensive bibliography is given.
Summarizing, this book provides a welcome introduction to
the field. It may well serve as a textbook for students, but it
contains interesting material for the experts as well.
R.HORST
"
NOVEMBER 1990
PAGE 9
number thirtyone
PAGE10numberthineOVEBER
9rnals
*A MM0 I *1
P.T. Harker and J.S. Pang, "FiniteDimensional Variational
Inequality and Nonlinear Complementarity Problems: A Survey of
Theory, Algorithms and Applications."
S.M. Robinson, "Mathematical Foundations of Nonsmooth
Embedding Methods."
S. Lawphongpanich and D.W. Hearn, "Benders Decomposition for
Variational Inequalities."
P. Tseng, "Further Applications of a Splitting Algorithm to
Decomposition in Variational Inequalities."
T.L. Friesz, R.L. Tobin, H.J. Cho and N.J. Mehta, "Sensitivity
Analysis Based Heuristic Algorithms for Mathematical Programs
with Variational Inequality Constraints."
J. Kyparisis, "Solution Differentiability for Variational Inequali
ties."
L. McLinden, "Stable Monotone Variational Inequalities."
I Vol4*
C. Blair, "Representation for Multiple RightHand Sides."
C.C. Gonzaga, "Polynomial Affine Algorithms for Linear Pro
gramming."
K.A. Ariyawansa, "Deriving Collinear Scaling Algorithms as
Extensions of QuasiNewton Methods and the Local Convergence
of DFP and BFGSRelated Collinear Scaling Algorithms."
M. Conforti, M.R. Rao and A. Sassano, "The Equipartition
Polytope I: Formulations, Dimension and Basic Facets."
M. Conforti, M.R. Rao and A. Sassano, "The Equipartition
Polytope II: Valid Inequalities and Facets."
S.T. McCormick, "Making Sparse Matrices Sparser: Computa
tional Results."
D.T. Luc, "Recession Cones and the Domination Property in
Vector Optimization."
H. TH. Jongen, D. Klatte and K. Tammer, "Implicit Functions and
Sensitivity of Stationary Points."
M.S. Gowda, "On QMatrices."
; 4611 1 1 '
I.J. Lustig, "Feasibility Issues in a PrimalDual InteriorPoint
Method for Linear Programming."
S.C. Boyd and W.R. Pulleyblank, "Optimizing Over the Subtour
Polytope of the Travelling Salesman Problem."
M.J.D. Powell and Y. Yuan, "A TrustRegion Algorithm for
Equality Constrained Optimization."
H. Kawasaki, "Second Order Necessary Optimality Conditions for
Minimizing a Suptype function."
M. Fukushima, "A Successive Quadratic Programming Method for
a Class of Constrained Nonsmooth Optimization Problems."
K. Kamiya, "Computation of Equilibria in an Economy with
Increasing Returns to Scale Technologies."
L. Qi, "Quasidifferentials and Maximal Normal Operators."
R. Mifflin, "On Superlinear Convergence in Univariate Nons
mooth Minimization."
M. Hartmann and LE. Trotter, Jr., "A Topological Characteriza
tion for Closed Sets Under Polar Duality in Q"."

NOVEMBER 1990
PAGE 10
number thirtyone
New from
A quarterly journal for:
U Aeronautical, chemical, civil, electrical, environmental, and mechanical engineers engaged in optimal design U Modelers
concerned with optimal parameter selection such as chemists, geophysicists, physicists, and statisticians U Software and algorithm
developers in computer science, mathematics, and operations research U Mathematical scientists concerned with existence of
solutions and with the design and analysis of continuous and discrete algorithms.
I CONTENTS / February 1991, Volume 1, Number 1
Variable Metric Method for Minimization; William C. Davidon; A New Variational Resultfor
QuasiNewton Formulae, Roger Fletcher; On the Performance of Karmarkar's Algorithm
over a Sequence of Iterations, Kurt M. Anstreicher; Composite Nonsmooth Programming
with ..... ', i .. .'.i. V. Jeyakumar; Local and Superlinear Convergence for Par
tially Known QuasiNewton Methods, John R. Engels and Hector J. Martinez; Minimization
of Locally Lipschitzian Functions, JongShi Pa.'.. 1. i .. I i. .i N .. .... i: 1 I
Simplical Algorithm for the Nonlinear Stationary Point Problem on an Unbounded
Polyhedron, Y. Dai, G. van der Laan, A.J.J. Talman, and Y. Yamamoto; A PolynomialTime
PredictorCorrector Algorithm for a Class of Linear Complementarity Problems, Jiu Ding
and TienYien Li; A New Proof of Superlinear Convergence for Broyden's Method in Hilbert
Space, C.T. Kelley and Ekkehard W. Sachs; On the Solution of Large Quadratic Program
ming Problems with Bound Constraints, Jorge J. Mord and GerardoToraldo; Convergence of
Iterates of an Inexact Matrix Splitting Algorithm for the Symmetric Monotone Linear Comple
mentarity Problem, O. L. Mangasarian, On the Convergence of the Multidirectional Search
Algorithm, Virginia Torczon.
To contribute a paper to the SIAM Journal on Optimization,
send submissions to:
SIAM Publications
Attention: John E, Dennis, Jr.
Box 7541, Philadelphia, PA 19101
Special Prepublication Offer
I year ( 1991 r ,I ' ,r ,j.,i Mexico) / $109 (elsewhere)
You sa'.e .a le.~i . I I : r t: r, ul ar subscription rates of
5150.00) (L S C ru.n li i. i 175.00 (elsewhere).
Offer erpires lanann
* MANAGING EDITOR
John E. Dennis, Jr.
Center for Research on Parallel Computing
Rice University
To take advantage of the special prepublication pricing on SIAM
Journal on Optimization, please contact:
Customer Service Department, SIAM
3600 University City Science Center
Philadelphia, PA 191042688
Application for Membership
Mail to:
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ap~
II~ ~
NOVEMBER 1990
number thirtyone
PAGE 11
PAGE 2 numbe tirton NER9
ARNEGIEMELLON has bestowed its highest faculty
honor on Egon Balas who was named a University Profes
sor in June, 1990. A workshop in largescale optimiza
tion is being organized for July 2931, 1991 in Coimbra,
Portugal. Contact Prof. Joaquim J. Judice, Dept. de Matematica,
Universidade de Coimbra. $Summer schools in Nonsmooth
Optimization and NPCompleteness are being organized for
June, 1991 at ERICE (Trapani), Sicily. Contact Prof. F.
Giannessi, Universita di Pisa, Dipartimento di Matimatica, via
F. Buonarroti, 256127, Pisa, Italy, email: diparmat at
icnucevm.bitnet. fDeadline for the next OPTIMA is February
1, 1991.
Books for review should be
sent to the Book Review Editor,
Prof. Dr. Achim Bachem,
Mathematiches Institute der
Universitlit zu K61n,
Weyertal 8690, D5000 Kiln,
West Germany.
Journal contents are subject
to change by the publisher.
Donald W. Hearn, EDITOR
Achim Bachem, ASSOCIATE EDITOR
PUBLISHED BY THE MATHEMATICAL
PROGRAMMING SOCIETY AND
PUBLICATION SERVICES OF THE
COLLEGE OF ENGINEERING,
UNIVERSITY OF FLORIDA.
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P T I M A
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bs~F LBLI ~sr ~s ~s~~
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NOVEMBER 1990
PAGE 12
number thirtyone
