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Modelling and solving environments for mathematical programming (MP): a status review and new directions

Author

Listed:
  • B Dominguez-Ballesteros

    (Brunel University, Uxbridge)

  • G Mitra

    (Brunel University, Uxbridge)

  • C Lucas

    (Brunel University, Uxbridge)

  • N-S Koutsoukis

    (Brunel University, Uxbridge)

Abstract

Languages and computing environments that support Mathematical Programming (MP) modelling continue to develop and evolve. In this paper: (i) We address declarative and procedural features of modelling languages. (ii) We assess developments which couple the modelling and the solving processes, typically column generation, the branch-and-price approach to Integer Programming (IP), and the sampling of scenarios within Stochastic Programming (SP). (iii) We consider how data modelling and symbolic modelling naturally come together and are used within the information value chain. (iv) Finally, we investigate the features of new tools, which support prototyping of optimisation based Decision Support (DS) applications.

Suggested Citation

  • B Dominguez-Ballesteros & G Mitra & C Lucas & N-S Koutsoukis, 2002. "Modelling and solving environments for mathematical programming (MP): a status review and new directions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 53(10), pages 1072-1092, October.
    • Handle: RePEc:pal:jorsoc:v:53:y:2002:i:10:d:10.1057_palgrave.jors.2601361
    DOI: 10.1057/palgrave.jors.2601361
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    Cited by:

    1. Mazurkiewicz, Andrzej, 2008. "Managing Weather and Price Risk on a Farm Level: A case study of linear programming in optimization of farm production structure," 108th Seminar, February 8-9, 2008, Warsaw, Poland 48111, European Association of Agricultural Economists.
    2. E A Silver, 2004. "An overview of heuristic solution methods," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(9), pages 936-956, September.
    3. Murray, Alan T., 2021. "Contemporary optimization application through geographic information systems," Omega, Elsevier, vol. 99(C).

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