Edited By K. Aardal, Centrum voor Wiskunde en Informatica, 1090 GB, Amsterdam, The Netherlands
G.L. Nemhauser, School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, GA, USA
R. Weismantel, Otto-von-Guericke-University of Magdeburg, 39106 Magdeburg, Germany

Discrete Optimization

Included in series
Handbooks in Operations Research and Management Science, 12

Description

The chapters of this Handbook volume covers nine main topics that are representative of recent theoretical and algorithmic developments in the field. In addition to the nine papers that present the state of the art, there is an article on the early history of the field.

The handbook will be a useful reference to experts in the field as well as students and others who want to learn about discrete optimization.

All of the chapters in this handbook are written by authors who have made significant original contributions to their topics. Herewith a brief introduction to the chapters of the handbook.

"On the history of combinatorial optimization (until 1960)" goes back to work of Monge in the 18th century on the assignment problem and presents six problem areas: assignment, transportation, maximum flow, shortest tree, shortest path and traveling salesman.

The branch-and-cut algorithm of integer programming is the computational workhorse of discrete optimization. It provides the tools that have been implemented in commercial software such as CPLEX and Xpress MP that make it possible to solve practical problems in supply chain, manufacturing, telecommunications and many other areas. "Computational integer programming and cutting planes" presents the key ingredients of these algorithms.

Although branch-and-cut based on linear programming relaxation is the most widely used integer programming algorithm, other approaches are needed to solve instances for which branch-and-cut performs poorly and to understand better the structure of integral polyhedra. The next three chapters discuss alternative approaches.

"The structure of group relaxations" studies a family of polyhedra obtained by dropping certain nonnegativity restrictions on integer programming problems.

Although integer programming is NP-hard in general, it is polynomially solvable in fixed dimension. "Integer programming, lattices, and results in fixed dimension" presents results in this area including algorithms that use reduced bases of integer lattices that are capable of solving certain classes of integer programs that defy solution by branch-and-cut.

Relaxation or dual methods, such as cutting plane algorithms,progressively remove infeasibility while maintaining optimality to the relaxed problem. Such algorithms have the disadvantage of possibly obtaining feasibility only when the algorithm terminates.Primal methods for integer programs, which move from a feasible solution to a better feasible solution, were studied in the 1960's but did not appear to be competitive with dual methods. However,recent development in primal methods presented in "Primal integer programming" indicate that this approach is not just interesting theoretically but may have practical implications as well.

The study of matrices that yield integral polyhedra has a long tradition in integer programming. A major breakthrough occurred in the 1990's with the development of polyhedral and structural results and recognition algorithms for balanced matrices. "Balanced matrices" is a tutorial on the subject.

Submodular function minimization generalizes some linear combinatorial optimization problems such as minimum cut and is one of the fundamental problems of the field that is solvable in polynomial time. "Submodular function minimization" presents the theory and algorithms of this subject.

In the search for tighter relaxations of combinatorial optimization problems, semidefinite programming provides a generalization of linear programming that can give better approximations and is still polynomially solvable. This subject is discussed in "Semidefinite programming and integer programming".

Many real world problems have uncertain data that is known only probabilistically. Stochastic programming treats this topic, but until recently it was limited, for computational reasons, to stochastic linear programs. Stochastic integer programming is now a high profile research area and recent developments are presented in "Algorithms for stochastic mixed-integer programming models".

Resource constrained scheduling is an example of a class of combinatorial optimization problems that is not naturally formulated with linear constraints so that linear programming based methods do not work well. "Constraint programming" presents an alternative enumerative approach that is complementary to branch-and-cut. Constraint programming,primarily designed for feasibility problems, does not use a relaxation to obtain bounds. Instead nodes of the search tree are pruned by constraint propagation, which tightens bounds on variables until their values are fixed or their domains are shown to be empty.

Audience

Operation Researchers

Contents

1. On the History of Combinatorial Optimization (till 1960) (A. Schrijver). 2. Computational Integer Programming and Cutting Planes (A. Fugenschuh, A. Martin). 3. The Structure of Group Relaxations (R. R. Thomas). 4. Integer programming, lattices, and results in fixed dimension (K. Aardal, F. Eisenbrand). 5. Primal Integer Programming (B. Spille, R. Weismantel). 6. Balanced Matrices (G. Cornuejols, M. Conforti). 7. Submodular Function Minimization (T. McCormick). 8. Semidefinite Programming and Integer Programming (M. Laurent, F. Rendl). 9. Algorithms for Stochastic Mixed-Integer Programming Models (S. Sen). 10. Constraint Programming (A. Bockmayr, J.N. Hooker).

Hardbound, ISBN: 0-444-51507-0, 620 pages, publication date: 2005


Nadine Guillotin-Plantard, University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.
Rene Schott, University Henri Poincare-Nancy 1, Institut E. Cartan and LORIA, Vandouevre-les-Nancy 1, France.

DYNAMIC RANDOM WALKS
Theory and Applications

Description

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).

Audience

This book is intended for mathematicians, computer scientists and all researchers interested by recent developments in probability theory and their applications. The book contains introductory material for graduate students who are new to the field, as well as more advanced material for specialists.

Contents

Preface
Part I. Theoretical Aspects
1. Preliminaries on Dynamic Random Walks
2. Limit Theorems for Dynamic Random Walks
3. Recurrence and Transience
4. Dynamic Random Walks in a Random Scenery
5. Ergodic Theorems
6. Dynamic Random Walks on Heisenberg Groups
7. Dynamic Quantum Bernoulli Random Walks
Part II. Applications
8. Distributed Algorithms with Dynamical Random Transitions
9. Data Structures with Dynamical Random Transitions
10. Transient Random Walks on Dynamically Oriented Lattices
11. Asset Pricing in Dynamic (B, s)-Markets
Appendices
References
Index

Bibliographic & ordering Information
Hardbound, ISBN: 0-444-52735-4, 278 pages, publication date: 2006


Pawel Urzyczyn, prof. dr hab., Warsaw University, Poland
Morten Sorensen, M.Sc, Ph.D, IT-Practice A/S

LECTURES ON THE CURRY-HOWARD ISOMORPHISM

Studies in Logic and the Foundations of Mathematics, vol.149.

Description

The Curry-Howard isomorphism states an amazing correspondence between systems of formal logic as encountered in proof theory and computational calculi as found in type theory. For instance, minimal propositional logic corresponds to simply typed lambda-calculus, first-order logic corresponds to dependent types, second-order logic corresponds to polymorphic types, sequent calculus is related to explicit substitution, etc. The isomorphism has many aspects, even at the syntactic level: formulas correspond to types, proofs correspond to terms, provability corresponds to inhabitation, proof normalization corresponds to term reduction, etc. But there is more to the isomorphism than this. For instance, it is an old idea---due to Brouwer, Kolmogorov, and Heyting---that a constructive proof of an implication is a procedure that transforms proofs of the antecedent into proofs of the succedent; the Curry-Howard isomorphism gives syntactic representations of such procedures. The Curry-Howard isomorphism also provides theoretical foundations for many modern proof-assistant systems (e.g. Coq). This book give an introduction to parts of proof theory and related aspects of type theory relevant for the Curry-Howard isomorphism. It can serve as an introduction to any or both of typed lambda-calculus and intuitionistic logic.

Audience

Graduate students, lecturers and researchers in logic and theoretical computer science. Also for graduate students, lecturers and researchers in philosophy and mathematics.

Contents

Preface Outline Acknowledgements 1. Typefree lambda-calculus 2. Intuitionistic logic 3. Simply typed lambdacalculus 4. The Curry-Howard isomorphism 5. Proofs as combinators 6. Classical logic and control operators 7. Sequent calculus 8. Firstorder logic 9. Firstorder arithmetic 10. Godel's system T 11. Secondorder logic and polymorphism 12. Secondorder arithmetic 13. Dependent types 14. Pure type systems and the lambda-cube 15. Solutions and hints to selected exercises 16. Solutions for chapter 6 Appendix A Mathematical Background Appendix B Solutions to Selected Exercises Bibliography Index

Hardbound, ISBN: 0-444-52077-5, publication date: 2006



Martin Gardner

The Colossal Book of Short Puzzles and Problems

Edited by Dana Richards
Finally collected in one volume, Martin Gardner's immensely popular short puzzles?along with a few new ones from the master.

FOR MORE THAN twenty-five years, Martin Gardner was Scientific American's renowned provocateur of popular math. His yearly gatherings of short and inventive problems were easily his most anticipated math columns. Loyal readers would savor the wit and elegance of his explorations in physics, probability, topology, and chess, among others. Grouped by subject and arrayed from easiest to hardest, the puzzles gathered here, which complement the lengthier, more involved problems in The Colossal Book of Mathematics, have been selected by Gardner for their illuminating? and often bewildering?solutions. Filled with over 300 illustrations, this new volume even contains nine new mathematical gems that Gardner, now ninety, has been gathering for the last decade. No amateur or expert math lover should be without this indispensable volume?a capstone to Gardner's seventy-year career.

"A remarkable retrospective of [Gardner's] astonishingly influential career as an expositor extraordinaire."? John Allen Paulos, author of Innumeracy

MARTIN GARDNER is the author of more than seventy books, including Fads and Fallacies in the Name of Science, The Annotated Alice, and The Colossal Book of Mathematics. He lives in Norman, Oklahoma.

Also Available:
The Colossal Book of Mathematics

November 2005 / hardcover / ISBN 0-393-06114-0 / 308 illustrations / 704 pages


Rebecca Goldstein

Incompleteness
The Proof and Paradox of Kurt Godel

"A gem. . . . An unforgettable account of one of the great moments in the history of human thought."
---Steven Pinker

PROBING THE LIFE and work of Kurt Godel, Incompleteness indelibly portrays the tortured genius whose vision rocked the stability of mathematical reasoning? and brought him to the edge of madness.

"Magnificent. . . . A stimulating exploration of both the power and the limitations of the human intellect. . . . Goldstein is an excellent choice for this installment of Norton's Great Discoveries series: Her philosophical background makes her a sure guide to the underlying ideas, and she brings a novelistic depth of character and atmosphere . . . to her sympathetic depiction of the logician's tortured psyche, as his relentless search for logical patterns . . . gradually darkened into paranoia."----Publishers Weekly

"Thoroughly engaging. . . . By the book's end, we understand well why Einstein would look forward to ethe privilege of walking home with Godel,' and we can't help but wish that we'd been able to join them."---Brian Greene

"Penetrating, accessible, and beautifully written." ---Alan Lightman

--------------------------------------------------------------------------------
REBECCA GOLDSTEIN is a MacArthur Fellow, a professor of philosophy, and the author of five novels and a collection of short stories. She lives in Cambridge, Massachusetts.

February 2006 / trade paper / ISBN 0-393-32760-4 / 4 illustrations / 224 pages