MATHEMATICAL PROGRAMMING SOCIETY NEWSLETTER
Ann Arbor 1994
The Mathematical Programming Society will hold
its triennial scientific meeting, the 15th International
Symposium on Mathematical Programming, in
Ann Arbor, MI, USA, on the campus of the
University of Michigan Aug. 15-19, 1994.
HE meeting is sponsored by the Mathematical
Programming Society and the University of Mich-
igan College of Engineering. The University of
ichigan is close to local museums, restaurants, clubs
,i. coffeehouses. The location is within 30 minutes of
i .. "i .i rr.. 'olitan Airport, with direct service to major airports
I lI h. Ir ... rth America, Europe and Asia.
i .i. n .. n ,I .11, it ra series of tutorial lectures, a student
Fpr..' i ..i 1. irallel sessions of invited and contributed
r I!! .i I.I .. r demonstrations and topical workshops
Sl .. il. IH.. .,, nized. The meeting will open with
I [*.i.i -I, -- ..nfeaturingtheawardingofthe
S>.-.r,_i. i. iD. tzig Prize (for significant re-
-.. I 1 ,., i iliematical programming), the
'.-,i Ill I .!. Ir 4-Hays Prize (for excellence in computational math-
clnma ital pi uri amming), and the A.W. Tucker Prize (for an outstand-
ing paper by a student). A reception and banquet at the historic
Greenfield Village are planned.
Sessions will be organized around the following topics. Linear, in-
teger, mixed-integer programming; Interior point and pathfollowing
methods; Convex programming; Nonlinear, nonconvex, nonsmooth
optimization; Automatic differentiation; Complementarity (linear
and nonlinear), fixed point methods; Dynamic programming and
optimal control; Graphs, networks, matroids, greedoids; Combina-
torial optimization; Game theory and multiobjective programming;
Heuristic and approximate methods, global optimization; Math-
ematical programming in medical imaging; Computational com-
plexity; Routing, scheduling, sequencing; Mathematical program-
ming in manufacturing; VLSI design; Computer PAGE TWO I-
CONFERENCE NOTES 3-6
PAL NmbrThrt-Nn MRC 19
at Ann Arbor
lEach year since 1954, the
Council of the Operations
Research Society of America
has offered the Lanchester
Prize for the best published
contribution to operations
research in the English lan-
guage. For 1992, the prize is
$5,000 and a commemora-
tive medallion. ITo be eli-
gible for the Lanchester
Prize, a book, paper or a
group of books or papers
must meet the following re-
1) It must be on an operations
2) it must have been published
in 1992; or two years prior to
1992, or, in the case of a
group, at least one member
of a group must have been
published in 1992, or the two
years prior to 1992;
3) it must be written in the
English language; and
4) it must have appeared in the
Nominations should be sent
by March 30, 1993, to:
Clyde L. Monma
Chair, Lanchester Prize
Bellcore, Room 2L-387
Mathematics and Operations
445 South St.
Morristown, NJ 07962-1910
implementations, software; Stochastic and chance-constrained program-
.i T ir,.. 1. .._,i ...li ,; .. i;l.; Decisionsupportsystems;Parallelandmas-
- ; 111, p- l0l., i l .. i h i T i.. 1 1 1. |*i..o 1 n 1- .i iin. ,r
models in molecular design, computational chemistry; Engineering design
optimization; Chemical process optimization; and Applications of math-
ematical programming. F. .: i. -, for other areas also are welcome.
Papers on all theoretical, computational and practical aspects of mathemati-
cal programming are welcome. Presentation of recent results is especially
encouraged. A late abstract deadline is set to enable such timely discussions.
A second announcement willbe mailedinSeptember 1993 t.. i tr ?- p.'. .,t-.
That announcement will include early registration forms and information
on paper submission. The deadline for these submissions will be:
April 1, 1994: Early registration and contributed paper topic
June 1, 1994: Final titles and abstracts
Aug. 15-19, 1994: On-site registration at the Symposium
For further information, contact:
15th International Symposium on Mathematical Programming
Conferences and Seminars
541 Thompson St., Room 112
University of Michigan
Ann Arbor, MI 48109-1360
Tel: (313) 764-5305
FAX: (313) 764-2990
THE LOGO FOR THE 15TH INTERNA-
CONFERENCE TIONAL SYMPOSIUM ON MATHEMATICAL
T PROGRAMMING TIED FOR FIRST PLACE
LO GO W N S AS BEST LOGO IN THE 1992 DESIGN CON-
TEST, SPONSORED BY ALDUS MAGAZINE.
.AW ARD AARON KING, ONE OF FOUR GRAPHIC DE-
SIGNERS IN THE MARKETING COMMUNI-
SCATIONS GROUP AT THE UNIVERSITY OF
MICHIGAN IN ANN ARBOR, CREATED THE
LOGO FOR THE CONFERENCE.
STHE LETTERS XV SHOW THAT THIS IS THE
15TH SYMPOSIUM; THE PARABOLIC ARC
IS FOR PEOPLE COMING TOGETHER FROM
AROUND THE WORLD TO ATTEND THE
SYMPOSIUM; AND THE A' IS AN ABBRE-
VIATION OF ANN ARBOR.
.. ... .. .. .. .. A . .
University of Florida
Feb. 15-17, 1993
A conference on large-scale
optimization, hosted by the
Center for Applied Optimiza-
tion, was held at the University
of Florida during mid-February.
The conference received
sponsorship from the National
Science Foundation and the U.S.
Army Research Office and
endorsements from MPS, SIAM,
ORSA and IMACS. Forty-one
invited speakers presented
papers on topics in mathemati-
cal programming and optimal
control, with an emphasis on
algorithm development and
Many of the papers included
applications in such areas as
molecular configuration, protein
folding, economic growth
models, airline crew scheduling,
location theory, telecommunica-
tions network planning,
multitarget tracking and
S" traffic network models.
Speakers from Japan, Canada
and several European countries
S: gave the meeting an important
Attendees also included
,- representatives from American
Airlines, Argonne Labs, AT&T,
IBM, Thinking Machines and
USAir. A unique feature of the
meeting was the NSF-sponsored
attendance of 13 graduate
students from universities in
the United States.
A conference publication based
on the theme of large-scale
optimization is planned by
Kluwer Academic Press.
- W.W. HAGER, D.W. HEARN, P. PARDALOS
PAG 4 umbr Tirt-Nie MRCH199
May 12-14, 1993
All those interested in optimiza-
tion methods and their present
or potential applications are
kindly invited to participate. The
languages of the conference will
be English and French. Plenary
speakers will be:
M. Ball, University of Maryland
C. Daganzo, University of
California at Berkeley
G. Laporte, Ecole des Hautes
Etudes Commerciales and C.R.T.
A. Nagurney, University of
Massachusetts at Amherst.
May 27-28, 1993
A 100-200 word summary
defining clearly the content
of the talk, together with the
registration form, should be
forwarded as soon as
Andre Langevin and
5255, avenue Decelles
Montreal, Canada, H3T 1V6
Telephone: (514) 340-6043
Fax: (514) 340-5665
Authors are particularly
encouraged to send a copy of
their summary via e-mail to the
A fifteenth Symposium on
Mathematical Programming with
Data Perturbations will be held
at George Washington
University's Marvin Center May
27-28, 1993. This symposium is
designed to bring together
practitioners who use mathemati-
cal programming optimization
models and deal with questions
of sensitivity analysis, with
researchers who are developing
techniques applicable to these
CONTRIBUTED papers in
mathematical programming are
solicited in the following areas:
May 20-21, 1993
A workshop on Quadratic
Assignment and Related
Problems is to be held May
20-21, 1993, at the DIMACS
(Discrete Mathematics and
Science) Center at Rutgers
1) Sensitivity and stability
analysis results and their
2) Solution methods for
3) Solution methods for
deterministic or stochastic
4) Solution approximation
techniques and error
"CLINICAL" presentations that
describe problems in sensitivity
or stability analysis encountered
in applications also are invited.
ABSTRACTS of papers intended
for presentation at the Sympo-
sium should be sent in triplicate
to Professor Anthony V. Fiacco.
The quadratic assignment problem
(the traveling salesman problem is a
special case) belongs to a class of
combinatorial optimization prob-
lems that have many practical ap-
plications, but are computationally
very difficult to solve.Applications
of the quadratic assignmentproblem
can be found in location theory,
scheduling, manufacturing, VLSI
and process communication.
In this workshop, about 20 invited
speakers will present recent results
on many different aspects of qua-
dratic assignment problems, includ-
ing algorithms, applications, soft-
ware development, efficient algo-
rithms for certain classes of prob-
lems, complexity and collection of
If you want to participate or you
have any questions, you may get in-
formation by sending e-mail to:
email@example.com orto the
o .' i .n i i -' I -Y 11 -1 il Im.l l I L I. i_
Abstracts should provide a good
technical summary of key results,
avoid the use of mathematical
symbols and references, not
exceed 500 words, and include a
title and the name and full
mailing address of each author.
The deadline for submission of
abstracts is March 15, 1993.
Approximately 30 minutes will
be allocated for the presentation
of each paper. A blackboard and
overhead projector will be
Anthony V. Fiacco, organizer.
Sponsored by the Department of
Operations Research and the
Institute for Management
Science and Engineering, School
of Engineering and Applied
Science, The George Washington
University, Washington, D.C.
20052. Phone: (202) 994-7511.
Symposium on Parallel Optimization 3 FOURTH
Center for Parallel Optimization
Computer Science Department
University of Wisconsin, Madison, WI
July 7-9, 1993
Athree-day symposium of invited presentations on state-of-the-art
algorithms and theory for the parallel solution of optimization and
related problems will be held at the University of Wisconsin at
Madison. The symposium is supported by the AFOSR and is spon-
sored by the Mathematical Programming Society. Emphasis will be
on algorithms implementable on parallel architectures. Referred
proceedings will be published by SIAM. Speakers include:
Kristin P. Bennett
Ranato De Leone
John E. Dennis Jr.
Michael C. Ferris
Alexei A. Gaivoronski
Joseph R. Litko
Z.-Q. (Tom) Luo
Jorge J. More
John M. Mulvey
J. Ben Rosen
Jude W. Shavlik
Paul Y. Tseng
Margaret H. Wright
Stephen J. Wright
University of Connecticut, Storrs
Universities of Wisconsin and Camerino,
Madison and Camerino, Italy
Rice University, Houston
Thinking Machines Corp., Cambridge
University of Wisconsin, Madison
ITALTEL and University of Milan, Italy
University of Rome "La Sapienza," Italy
Scott Air Force Base, Illinois
McMaster University, Hamilton, Canada
University of Wisconsin, Madison
Northwestern University, Evanston
Argonne National Laboratory, Argonne
Princeton University, Princeton
The Johns Hopkins University, Baltimore
Technical University of Munich, Germany
University of California at San Diego,
University of Wisconsin, Madison
University of Washington, Seattle
AT&T Bell Laboratories, Murray Hill
Argonne National Laboratories, Argonne
University of Pennsylvania, Philadelphia
Thinking Machines Corp., Cambridge
Talks will be by invitation only, but the symposium is open to all
persons wishing to attend. For more information, contact the
SP03 Secretary, Laura Cuccia, or one of the organizers, O.L.
Mangasarian, or R.R. Myer, at Center for Parallel Optimization,
Computer Sciences Department, University of Wisconsin, 1210 W.
Dayton St., Madison, WI 53706, USA. Secretary (608) 262-0017,
e-mail firstname.lastname@example.org, FAX: (608) 262-9777.
KTH (Royal Institute
Aug. 16-17, 1993.
Invited speakers include:
We invite theoretical,
computational and applied
papers. We plan to have
sessions on dual optimization
methods, inventory control,
power planning and
Rice University, Houston
IBM, Yorktown Heights
UCSD, San Diego
University of Florida, C n.-i i i.!1
University of Florida, (,., ii -' IIk
Systems Research Institute, Warsaw
Stanford University, Palo Alto
Northwestern University, Evanston
University of Florida, Gainesville
Logistics Management Institute, Bethesda
University of Pennsylvania, Philadelphia
Abstracts should be sent by June
1 (preferably by e-mail) to
or by mail to
Optimization Days, Division of
Optimization and Systems
Theory, KTH, 100 44 Stockholm,
Any questions should be
directed to the same addresses.
The organizing committee:
P.O. Lindberg, U. Brannlund,
A. Forsgren and K. Svanberg.
PAE6 ubr ThirtNMR 9
Aug. 31-Sept. 2, 1992
The conference, which was
organized by S. Koml6si (P6cs),
T. RapcsAk (Budapest) and S.
Schaible (Riverside), followed
previous workshops in
Vancouver (1980), Canton (1986)
and Pisa (1988). It was attended
by some 90 participants, who
gave a total of 46 lectures.
Topics included characterization
of various kinds of generalized
convex functions; nonsmooth
optimization; optimality and
duality; generalized monotone
maps; fractional programming;
solution methods; and applica-
tions in management, economics
and applied sciences. Proceed-
ings will be published in Lecture
Notes in Economics and Math-
ematical Systems, Springer-
- S. SCHAIBLE
Sixth International Conference in
and Meeting of The Committee on
The Sixth International Conference in
Stochastic Programming took place
inUdine, Italy inSeptember 1992. The
meeting was run on behalf of The
Committee on Stochastic Program-
ming (COSP) and follows the tradi-
tion of having such a conference ev-
ery three years. The next conference
will take place in Haifa, Israel, in 1995
under the leadership of Aharon Ben-
The Udine meeting was successful,
both from a scientific and an organi-
zational point of view. It showed that
the field had moved forward since the
previous conference. This is particu-
larly true with respect to applications
and algorithmic developments.
Thanks are due to the local commit-
tee consisting of Giovanni
Andreatta (University of Padova,
chairman), Gabriella Salinetti (Uni-
versity of Rome) and Paolo Serafini
(University of Udine). Thanks also
go to COSP and its chairman Roger
J.-B. Wets (University of California,
Davis) and secretary JitkaDupacovi
(Charles University, Prague). The
conference was sponsored by
UNESCO, CNR (Italian National
Research Council), Committee for
Economics and Committee for
Mathematics, CISM (Udine) and
Department of Pure and Applied
Mathematics (University of Padova,
A COSP meeting was held during the
conference. Yves Smeers and Roger
J.-B. Wets resigned from COSP.
Aharon Ben-Tal (Israel), John Mulvey
(USA), Andrzej Ruszczyhski (Po-
land) and Stein W. Wallace (Norway)
were elected to join COSP. On the rec-
ommendation of the nominating
committee, chaired by Kurt Marti,
SteinW. Wallace was elected as chair.
Andrzej Ruszczyhski accepted the
position of secretary for the next
The present composition of COSP is
Aharon Ben-Tal, John R. Birge,
Michael Dempster, Jitka Dupacova,
Kurt Marti, John Mulvey, AndrAs
Prekopa, Andrzej Ruszczyfiski (sec-
retary), Tamas Szantai, Stein W.
Wallace (chair), William Ziemba and
A major concern of the stochastic
programming community is the es-
tablishment of a database for test
examples. Also, some concerns exist
about the appropriateness of the
present standard input format. It is
now clear that Karl Frauendorfer,
David Gay, email@example.com,
will make a joint effort on these is-
sues. Frauendorfer will take the main
responsibility for the contents of the
base, whereas Gay will run it. Gay
already administers netlib's lp/data
and lp/generators collections (linear
programming test problems). To-
gether, they also will consider the
possibility of adding features to the
standard input format. Anyone with
ideas on the input format or with
problems they think fit the problem
base, should contact Frau-
endorfer or Gay. It is the hope of the
present COSP chair that COSP, dur-
ing the next three years, will be able
to establish this problem base, and,
that way, follow up work initiated by
the previous COSP chair, Roger J.-B.
An electronic mailing list for
people interested in stochastic
programming will be set up.
Anyone interested in being on the
list should contact Andrzej
Ruszczyhski at firstname.lastname@example.org.
- --- ~---
Southampton S09 '\1.-, UK
OR Preprint Series
V.J.D. Baston, M.K. Rahmouni,
and H.P. Williams, "The Practical
Conversion of Linear Programs to
Network Flow Models," OR10.
I.H. Osman and C.N. Potts,
"Simulated Annealing for I'' .'. ,,:
tion Flow-Stop Scheduling," OR17.
A.K. Shahani and S.C.
Brailsford, "A Computer Simula-
tion Model for AIDS," OR18.
H.P. Williams, "Constructing the
Value Function for an Iull,. ,
Linear Program Over a Cone,"
H.P. Williams, "The Elimination
of Integer Variables," OR20.
J.D. Hawkins and A. K. Shahani,
:.inlr,,i .ii. Modeling of the
Infectious Disease Trachoma,"
H.P. Williams, "A Method of
Finding all Equilibrium Solutions
of a Two-Person Matrix Game,"
S.C. Brailsford and A.K.
Shahani, "Operational Models for
the Natural History of HIV and
AIDS," OR 23.
Y. Maghsoodi, .. i., -,,
Modeling and Computation of
Flood Risk in a t:i,,l,ir .." OR24.
H.P. Williams, "Computation
Logic and Integer Programming
Connections between the Methods
of Logic, AI and OR," OR25.
J. Potamianos and A.K. Shahani,
"An Interactive Dynamic Inven-
tory Production Control System,"
J. Potamianos and A.K. Shahani,
"Modeling for a Dynamic Inven-
tory Production Control System,"
S.C. Brailsford, A.K. Shahani,
R. Basu Roy, and S. Sivapalan,
"Simulation Models for HIV
Infection and AIDS," OR28.
R. Basu Roy, A.K. Shahani,
S.C. Brailsford, A. Aronstam,
S. Sivapalan, and J.C. Raison,
"Practical Help from Models of
HIV Infection and AIDS," OR29.
C.A. Glass, "Feasibility of
Scheduling Lot Sizes of Two
Frequencies on One Machine,"
A.K. Shahani, "Scheduling of
Inspection for Monitoring the
Quality of Systems," OR31.
A.K. Shahani, "Importance of
Process and Control in Statistical
Process Control," OR32.
H.P. Williams, "An Alternative
Explanation of Disjunctive
C. Shaozhong and Y.
Maghsoodi, "To the Memory of
Andrei Nikolaevich Kolmogorov.
Derivation of Kolmogorov's
Equation for Multidimensional
Jump-1 'i,;,, i. Process with
A ... I'"'J I, i,,!, Surfaces,"
N. Korve and A.K. Shahani, "A
Model for Preventing and Treating
Asthma Attack," OR 35.
C.A. Glass and N. Troll, "A
Review of Operational Research
Applications in the Transport
S.C. Brailsford, i., .. of AIDS
Modeling Work," OR37.
A.M.A. Hariri, C.N. Potts, and
L.N. Van Wassenhove, "Single
Machine Scheduling to Minimize
Total Weighted Late Work," OR38.
Y. Maghsoodi, "Time Varying
Jumps in Stock Prices and a New
Option Pricing Formula," OR39.
D.J. Gove and A.K. Shahani,
"Towards an Operational Model for
Dealing with Genital Chlamydial
C.A. Glass, J.N.D. Gupta, and
C.N. Potts, "Lot Streaming in
Three-Stage Production Procen "
A.K. I.-,..I .,i H.H.V. van der
Hoorn, and M.E. Ward, "Simula-
tion Modeling of Trachoma,"
D.J. Gove and A.K. Shahani,
i I', ;,, ;, ..- Product r,,.,, t,. "
C.A. Glass, "Dynamic Program-
"li. in a Pure Functional
I,,,i ,,,. "OR44.
C.A. Glass, "A Generalization of
Dynamic P .. ,, ,i;i ,i::. to the
Multiple Objective Case: Theoreti-
cal Basis," OR45.
H.P. V. ,ii ,!,- "Duality in
Mathematics and Linear and
Integer ; ',. ,i, ..,, .."OR46.
C.A. Glass, C.N. Potts, and P.
Shade, "Genetic \i.- irtioi. and
Neighborhood Search for Schedul-
ing Unrelated Parallel Machines,"
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t in ,'i,,,, /., ,,t,: 7|;," .... 'I '
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PAGE_ 8 ubrThryNn MRH19
R E V I E W S
Eulerian Graphs and
By H. Fleischner
Discrete Mathematics 45
Mathematics, Science, and
Engineering, 2nd edition
By J.H. Mathews
This is the first monograph on eulerian trails in
finite graphs, or, more exactly, the first part of a
work announced to consist of at least two vol-
umes. How wide-ranging the work is, one may
imagine from the almost 30 pages of historical
introduction. In the introduction, one can study,
for instance, the original paper of L. Euler on the
Konigsberg Bridges Problem in Latin, and also in
an English translation.
In Chapter III, the basic concepts and preliminary
results are combined. The definitions often are
formalized in a way that the reader will find it hard
to continue. Well-known theorems of other
branches of graph theory are quoted without
proof. All special results used in the following are
proved, but related generalizations are sometimes
not mentioned. In Chapter IV, the fundamental
results on eulerian trails are proved on graphs,
digraphs and mixed graphs. Chapter V gives some
generalizations and other characterizations of
eulerian graphs, for instance, by the parity of the
number of paths joining any distinct vertices. An
outlook on covering problems is added.
Chapter VI deals with various types of eulerian
trails. First considered are trails avoiding certain
prescribed transitions, where a pair of adjacent
edges (if !1 I. with one vertex marked) is a
transition of a trail, if one of these edges directly
succeeds to the other on the trail. For instance, the
following interesting conjecture is proved for spe-
cial graphs: Every connected, eulerian graph of
minimum degree n has n-2 pairwise compatible
eulerian trails, where two trails are called compat-
ible, if a transition of one trail does not occur in the
other. This would be best possible for n > 2, and it
is proved that there are at least n -1 such trails.
Other conditions imposed on the trails are, for
instance, in digraphs, that the trails are anti-di-
rected, or in plane graphs, that the transitions
occurring in the trail "correspond to the boundary"
of the faces. This latter condition is considered in
the greater part of Chapter VI.
The last chapter studies the transformation of
eulerian trails defined by traversing a proper
closed subtrail in the opposite direction. It is well
known that every eulerian trail is reachable from
any other by a sequence of such transformations.
This may change if we consider classes of eulerian
trails withproperties as in( I., pi.. i ..1i.1._ ,. i :,.
that we remain in this class in every step of the
sequence of transformations. These investigations
are the topic of Chapter VII.
The main chapters are complemented by a series
of exercises. An extensive bibliography allows one
to pursue special questions in the original papers.
The aim of this textbook is to introduce students
of various backgrounds to the basic methods of
numerical analysis. Emphasis is placed on easy
understanding. The book contains many ex-
amples, exercises and algorithms in pseudo-code.
It covers the standard topics of numerical math-
ematics: Nonlinear equations, solution of linear
systems, interpolation and polynomial approxi-
mation, curve ifi r, numerical differentiation,
numerical integration, numerical optimization,
solution of ordinary and partial 1 1n. .. i -1'
tions, eigenvalues and eigenvectors.
hose who read this review might want to
know what the student is expected to learn
about numerical optimization. That chap-
ter takes 23 pages of a total of about600 pages. After
the necessary definitions and a statement of first
and second derivative conditions, the following
methods are explained: Golden ratio and quadratic
approximation search in one variable, the Nelder-
Mead method for the case of two variables and
(only with a statement of the method) steepest
descent in N variables. Of course, there is no space
for optimization under constraints.
Summarizing, the author has made a reasonable
choice of subjects. Emphasis on easy understand-
ing and simplification is a question of taste. The
reviewer would prefer a more substantial presen-
tation in a follow up.
By Howard Karloff
"Over the more than four decades that have
elapsed since 1947, when the Simplex Algorithm
was developedbyC. ., _. DP .t i. i voluminous
theory of linear programming has been developed.
This book is an attempt to present a small fraction
of this theory to a 'mathematically sophisticated'
reader. Here, a 'mathematically sophisticated'
reader is an advanced undergraduate or graduate
student who knows linear algebra and who has the
ability to read and understand proofs. Except for
a few exercises left to the r. -.1 ri,,..- t ll details
are included. I have tried to provide intuition and
motivation as well.
"I have made no attempt to include everything
known, or even everything which is important. I
have included what I feel every 'literate' theoreti-
cal computer scientist (or mathematician) should
know about linear programming. -` I t.- a bit
more.) I hope this short monograph will function
as a self-contained, concise mathematical introduc-
tion to the theory of linear programming."
"I have made no attempt to include
everything known, or even
everything which is important. I
have included what I feel every
'literate' theoretical computer
scientist (or mathematician) should
know about linear programming."
In these opening sentences the author rather pre-
cisely describes the aim of this book. But one is
anxious to see what he means when saying that he
has included what "every 'literate' theoretical
computer scientist (or mathematician) should
know about linear programming." So let us first
cover what the book offers. After an introductory
chapter (called The Basics) which clarifies the
computational model used in this monograph, and
some basic facts about linear programming, there
are chapters on the Simplex Algorithm (26 pages),
the Ellipsoid Algorithm (30 pages) and
Karmarkar's Algorithm (28) pages. These three
methods of solving linear programming problems
are treated in an elementary way, close to earlier
presentations of each of the methods. A separate
chapter, after the Simplex Algorithm, is devoted
to Duality (24 pages).
Given the limited size of the book, it ill
be no surprise that, indeed, not every-
thing is discussed. For example, only the
primal Simplex Algorithm is mentioned in the
book. On the other hand, the end of each chapter
contains a "Notes" section with a good number of
relevant references to related literature, also on
topics which are left aside in the book. In the
"Notes" after the Ellipsoid Algorithm, for ex-
ample, one finds the following sentences: "The
discovery in 1979 of the Ellipsoid Algorithm
opened up the ability that non-combinatorial
methods might beat combinatorial ones for linear
programming. Decades of work on Simplex had
failed to yield a polynomial-time variant; in hind-
sight, it seems that myopically jumping from ver-
tex to neighboring vertex was the wrong strategy,
at least in theory, despite its success in practice."
The author honestly credits the work of others
which he used in his presentation of the material.
The book is well written, with only a few misprints.
It seems that, given the author's choice of topics,
the book will be a nice introduction to some major
developments in the field of linear programming
for theoretical computer scientists (or mathemati-
cians) who are not already familiar with the sub-
ject. It will be clear that there is nothing new for
those who know the book of A. Schrijver (Theory
of Linear and Integer 2'.... ... '. :. Wiley, New
York, NY, 1986). As a textbook for graduate stu-
dents, it seems to be quite appropriate, although
in that case one would like to have had more than
a few exercises included.
Finally, I hope that the book will have a next edi-
tion and that it will contain abit more. Nowadays,
a graduate (or advanced undergraduate) course in
linear programming also should certainly include
some more recent developments, namely in the
:'._1J ilit, i, r , i.t iv. I, .JI -p..i-i iii/thecon-
cept of "central path," with its nice, theoretical
properties as well as its crucial importance for the
so-called pathfollowing methods (including the
very efficient primal-dual methods), deserves a
central place in any such course. Up till now, no
textbook covers these topics, which is the more
regrettable because these methods now are imple-
mented in commercially available codes such as
OB1 and OSL. I strongly recommend to extend
further editions of the book with such a chapter.
AGE O ~ ub e r hiry-Nne MRCH199
Vol. 57, No. 2
Complexity Issues in
I. Adler and P.A. Beling,
"Polynomial algorithms for LP
over a subring of the algebraic
i, t. ,.' -: with applications to LP
with circulant matrices"
K.S. Al-Sultan and K.G. Murty,
"Exterior point il r id,,,i- for
nearest points and convex
D.S. Atkinson and P.M. Vaidya,
"A scaling technique for finding
the weighted analytic center of a
D.-Z. Du and Y. Zhang, "On
better heuristics for Steiner
P. Gritzmann and V. Klee,
"Deciding uniqueness in norm
A.P. Kamath, N.K. Karmarkar,
K.G. Ramakrishnan, and M.G.C.
Resende, "A continuous approach
to inductive inference"
J. Sun and L. Qi, "An interior
point i -. titio of O( m Iln el)
iterations for C0-convex program-
C.A. Tovey, "A polynomial-time
algorithm for computing d'i. ,i Il
in fixed dimension"
S.A. Vavasis, "Approximation
algorithms for indefinite quadratic
G.W. Wasilkowski, "On average
complexity of global optimization
Y. Ye, "On the finite convergence
of interior-point io, iri,,i, for
P.M. Pardalos and S.A. Vavasis,
"Open questions in complexity
theory for numerical optimization"
Vol. 57, No. 3
J.J. Forrest and D. Goldfarb,
"Steepest-edge simplex algorithms
for linear programming"
K. Martin, R.L. Rardin, and J.
Wang, "Gainfree Leontief substitu-
tion flow problems"
B. De Moor, L. Vandenberghe,
and J. Vandewalle, "The General
ized linear "''"I'I .,'. r,' it I,
problem and an algorithm to find all
S. D. Flam, "On finite convergence
and constraint identification of
subgradient projection methods"
W.C. Pye, "Almost P matrices and
the class Q"
B. Betro and F. Schoen, "Optimal
and sub-optimal stopping rules for
the multistart I '. i ;th in 1,. ,1l
M. Hartmann and M.H.
Schneider, "An analog of
Hoffman's circulation and
,-',, ,I i: for max-balanced flows"
Vol. 58, No. 1
R.J. Vanderbei and T.J. Carpen-
ter, "Si,, t;' .i mi. finjl,' systems
for interior point methods"
C. Choi and D. Goldfarb,
"Exploiting special structure in a
primal-dual pathfollowing algo-
D. Naddef and G. Rinaldi,
"The graphical relaxation: A new
framework for the symmetric
traveling salesman polytope"
M. Queyranne and Y. Wang,
Sl.i,,illt. i,,i;t path and symmetric
traveling salesman polytopes"
E. Spedicato and E. Bodon,
.... ,i,,,iH of linear least squares
via the ABS algorithm"
A. Ioffe, "A Lagrange multiplier
rule with small convex-valued sub-
lift.... irtil for non-smooth
problems of mathematical program-
,iir.. involving ,,,i r!, and non-
Vol. 58, No. 2
J.-S. Pang, "Convergence of
splitting and Newton methods for
...... .i. ,lt, irt problems: An
application of some .- ,-ti. i'l
M.S. Gowda and J.-S. Pang, "The
basic theorem ofi. "., ". .ii.;t,
L. Breiman and A. Cutler, "A
deterministic o 'i, iti, ,i for global
A. Ruszczyfiski, "Parallel
decomposition of iit, lt-. ,
stochastic i., .i..:''ni'i.. problems"
W.T. Rhee and M. Talagrand,
"Dual bin packing with items of
Y. Ye, K.O. Kortanek, J. Kaliski,
and S. Huang, "Near boundary
behavior of primal dual potential
reduction algorithms for linear
S. Shiraishi, "On connections
between approximate second-order
directional derivative and second-
order Dini derivative for convex
M. Queyranne, "Structure of a
simple scheduling polyhedron"
N.G. Hall and R.V. Vohra,
"Towards equitable distribution via
proportional equity constraints"
PAG II IAc-I19
University of Florida
Industrial & Svstems Engineering
he Department of Industrial & Systems Engineering at
the University of Florida invites applications for a
tenure-track position at the rank of Assistant or Associate
Professor. Applicants with research and teaching interests
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The Department offers the B.S. degree in Industrial and Sys-
tems F _FI' 1 i., the M.S. degree with options in Operations Research,
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and Engineering Management, as well as the Ph.D. degree.
Applicants should have a strong background in engineering or applied
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Send detailed resume, with names and addresses of three references, to:
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Information on the Third Integer Program-
ming and Combinatorial Optimization Con-
ference (IPCO) to be held April 29-May 1,
1993 is now available in directory /pub/ipco3
via FTP at the internet address
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