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Applications of Optimization with XpressMP

This book concentrates on the modeling process, which is then applied to solve 60 real problems grouped by subject into ten chapters. Besides classical industrial problems, such as transport and scheduling, there are less well known and more recent application areas such as economics, personnel management and public services


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Overview
Mathematical Programming is a branch of optimization that makes it possible to solve many economic and industrial problems. The development of powerful and easy to use software means that this tool is now available to a large audience.
This book concentrates on the modeling process, which is then applied to solve 60 real problems grouped by subject into ten chapters. Besides classical industrial problems, such as transport and scheduling, there are less well known and more recent application areas such as economics, personnel management and public services.
Ten chapters, each focusing on a single application domain, contain a selection of real problems that are sufficiently complicated to be difficult to solve by hand. Starting with a description of each problem, the book shows how to construct and solve a mathematical programming model using the powerful Xpress-MP software available from Dash Optimization. Additional material at the end of each chapter and a bibliography allow the interested reader to learn more.
Who should read this book?
* Decision makers, professionals and technical personnel that need to solve in their company complex optimization and decisionsupport problems.
* Students of science and business/economics.
* Teachers of these subjects that are looking for a complete workand case studies about mathematical programming.

Summary

I Developing Linear and Integer Programming Models


1. What is modeling? Why use models?

1.1   The chess set problem: description 

1.2. Linear Programming

1.3. Solving the chess set problem

1.4. Diagnosing infeasibility and unboundedness

1.5. The benefits of modeling and optimization

1.6. Data in models

1.7. References and further material


2. Typical LP model constructs 

2.1. Simple upper and lower bounds

2.2. Flow constraints

2.3. Simple resource constraints

2.4. Material balance constraints

2.5. Quality requirements

2.6. Accouting constraints, non-constraining ‘constraints’

2.7. Blending constraints

2.8. Modes

2.9. Soft constraints and ‘panic variables’

2.10. Objective functions


3. Integer programming models 

3.1. IP Modelling objects:’global entities’

3.2. IP solving: ideas behind Branch and Bound

3.3. Modelling with binary variables

3.4. Binary variables ‘do everything’

3.5. Connecting real variables to binary variables

3.6. References and further material

 

4. Quadratic programming 

4.1. Revenue optimization

4.2. Portfolio optimization

4.3. References and further material

 

II Application examples

 

Classification of the example problems


5. The basics of Xpress-MP 

5.1. Introductory example

5.2. Modelling with Mosel


6. Mining and process industries  

6.1. Production of alloys

6.2. Animal food production

6.3. Refinery

6.4. Cane sugar production

6.5. Opencast mining

6.6. Production of electricity

6.7. References and further material


7. Scheduling problems  

7.1. Construction of a stadium

7.2. Flow-shop scheduling

7.3. Job Shop Scheduling

7.4. Sequencing jobs an a bottleneck machine

7.5. Paint production

7.6. Assembly line balancing

7.7. References and further material 


8. Planning problems 

8.1. Planning the production of bicycles

8.2. Production of drinking glasses

8.3. Material Requirements Planning

8.4. Planning the production of electronic components

8.5. Planning the production of fiberglass

8.6. Assignment of production batches to machines

8.7. References and further material

 

9. Loading and cutting  

9.1. Wagon load balancing

9.2. Barge loading

9.3. Tank loading

9.4. Backing up files

9.5. Cutting sheet metal

9.6. Cutting steel bars for desk legs

9.7. References and further material


10. Ground transport  

10.1. Car rental

10.2. Choosing the mode of transport

10.3. Depot location

10.4. Heating oil delivery

10.5. Combining different modes of transport

10.6. Fleet planning for vans

10.7. References and further material


11. Air transport  

11.1. Flight connections at a hub

11.2. Composing flight news

11.3. Scheduling flight landings

11.4. Airline hub location

11.5. Planning a flight tour

11.6. References and further material

 


12. Telecommunications problems 

12.1. Network reliability

12.2. Dimensioning of a mobile phone network

12.3. Routing telephone calls

12.4. Construction af a cabled network

12.5. Scheduling of telecommunications via satellite

12.6. Location of GSM transmitters

12.7. References and further material


13. Economics and finance  

13.1. Choice of loans

13.2. Publicity campaign

13.3. Portfolio selection

13.4. Financing an early retirement scheme

13.5. Family budget

13.6. Choice of expansion projects

13.7. Mean variance portfolio selection

13.8. References and further material


14. Timetabling and personnel planning  

14.1. Assigning personnel to machines

14.2. Scheduling nurses

14.3. Establishing a college timetable

14.4. Exam scheduling

14.5. Production planning with personnel assignment

14.6. Planning the personnel at a construction site

14.7. References and further material

 


15. Local authorities and public services  

15.1. Water conveyance / water supply management

15.2. CCTV surveillance

15.3. Rigging elections

15.4. Gritting roads

15.5. Location of income tax offices

15.6. Efficiency of hospitals

15.7. References and further material