Optimization Modeling with LINGO

by Linus Schrage

Concise Contents
Table of Contents………………………………………………………………iii

Preface and Acknowledgements……………………………………………xiii

Chapter 1 - What is Optimization?…………………………………………001

Chapter 2 - Solving Math Programs with LINGO…………………………021

Chapter 3 - Analyzing Solutions……………………………………………033

Chapter 4 - The Model Formulation Process……………………………051

Chapter 5 - The Sets View of the World…………………………………065

Chapter 6 - Product Mix Problems…………………………………………095

Chapter 7 - Covering, Staffing & Cutting Stock Models…………………107

Chapter 8 - Networks, Distribution and PERT/CPM……………………137

Chapter 9 - Multi-period Planning Problems……………………………197

Chapter 10 - Blending of Input Materials…………………………………225

Chapter 11 - Formulating and Solving Integer Programs………………261

Chapter 12 - Decision Making Under Uncertainty and Stochastic

Programs……………………………………………………321

Chapter 13 - Portfolio Optimization………………………………………357

Chapter 14 - Multiple Criteria and Goal Programming…………………397

Chapter 15 - Economic Equilibria and Pricing……………………………424

Chapter 16 - Game Theory and Cost Allocation…………………………453

Chapter 17 - Inventory, Production, and Supply Chain Management…469

Chapter 18 - Design & Implementation of Service and Queuing Systems
………………………………………………………507

Chapter 19 - Design & Implementation of Optimization-Based Decision

Support Systems……………………………………………531

Index…………………………………………………………………………551

References…………………………………………………………………561

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