26. Bibliographic References

1

Ravindra K. Ahuja, Thomas L. Magnanti, and James B. Orlin. Network Flows: Theory, Algorithms, and Applications. Pearson, 1993.

2

P. Artzner, Delbaen F., J.M. Eber, and D. Heath. Thinking coherently. Risk, 10:68–71, 1997.

3

M. Bazaraa, H. Sherali, and C. and Shetty. Nonlinear Programming: Theory and Algorithms. John Wiley & Sons, 1993.

4

E. Benavent, A. Corberán, and J. M. Sanchis. Linear Programming Based Methods for Solving Arc Routing Problems. In Moshe Dror, editor, Arc Routing: Theory, Solutions and Applications, pages 231–275. Springer US, Boston, MA, 2000.

5

J.F. Benders. Partitioning procedures for solving mixed-variables programming problems. Numerische Mathematik, 4:238–252, 1962/63.

6

John R. Birge and François Louveaux. Introduction to Stochastic Programming. Springer Series in Operations Research and Financial Engineering. Springer New York, New York, NY, 2011.

7

C. E. Blair, R. G. Jeroslow, and J. K. Lowe. Some results and experiments in programming techniques for propositional logic. Computers & Operations Research, 13(5):633–645, 1986.

8

Béla Bollobás. Modern graph theory. Volume 194 of Graduate Texts in Mathematics. Springer-Verlag, 1998.

9

Chih-Chung Chang and Chih-Jen Lin. LIBSVM: a library for support vector machines. ACM Transactions on Intelligent Systems and Technology, 2:27:1–27:27, 2011. URL: http://www.csie.ntu.edu.tw/~cjlin/libsvm.

10

A. Charnes, W. Cooper, and E. Rhodes. Measuring efficiency of decision-making units. European Journal of Operational Research, pages 429–444, 1978.

11

John W. Chinneck and Erik W. Dravnieks. Locating minimal infeasible constraint sets in linear programs. ORSA Journal on Computing, 3(2):157–168, 1991.

12

William Cook. Concorde Home. URL: http://www.math.uwaterloo.ca/tsp/concorde.html.

13

George B. Dantzig. The Diet Problem. Interfaces, 20(4,):43–47, 1990.

14

George Bernard Dantzig. Linear Programming and Extensions:. RAND Corporation, 1963.

15

Jack B. Dennis. Mathematical programming and electrical networks. Thesis, Massachusetts Institute of Technology, 1959. URL: https://dspace.mit.edu/handle/1721.1/13366.

16

Jack Edmonds. The Chinese postman problem. Operations Research, 13, Suppl. 1:B73–B77, 1963.

17

Jack Edmonds. Paths, trees, and flowers. Canadian Journal of Mathematics, 17:449–467, 1965.

18

John Forrest, Ted Ralphs, Haroldo Gambini Santos, Stefan Vigerske, Lou Hafer, Bjarni Kristjansson, jpfasano, EdwinStraver, Miles Lubin, rlougee, jpgoncal1, Jan-Willem, h-i-gassmann, Samuel Brito, Cristina, Matthew Saltzman, tosttost, Fumiaki Matsushima, and to-st. COIN-OR/CBC: release 2.10.7. January 2022. URL: https://doi.org/10.5281/zenodo.5904374.

19

Robert Fourer. AMPL : a modeling language for mathematical programming. San Francisco, Calif. : Scientific Pr., San Francisco, Calif., 2. ed. edition, 2002.

20

Roberth G. Jeroslow. Logic-Based Decision Support: Mixed Integer Model Formulation. North Holland, 1989.

21

Marco Locatelli and Fabio Schoen. Global Optimization: theory, algorithms, and applications. Volume MO15 of MOS-SIAM Series on Optimization. Society for Industrial and Applied Mathematics and the Mathematical Optimization Society, Philadelphia, USA, 2013.

22

Harry M. Markowitz. The early history of portfolio theory: 1600-1960. Financial Analysts Journal, 55(4):5–16, 1999. Publisher: CFA Institute.

23

Harry M. Markowitz. De Finetti scoops Markowitz. Journal of Investment Management, 4(3):5–18, 2006.

24

Edward Nelson. Radically Elementary Probability Theory. Princeton University Press, 1987.

25

George Nemhauser and Laurence Wolsey. Integer and Combinatorial Optimization. John Wiley & Sons, Inc., 1999.

26

Temel Oncan, İ. Kuban Altınel, and Gilbert Laporte. A comparative analysis of several asymmetric traveling salesman problem formulations. Computers & Operations Research, 36(3):637–654, March 2009.

27

Manfred Padberg and Giovanni Rinaldi. A Branch-and-Cut Algorithm for the Resolution of Large-Scale Symmetric Traveling Salesman Problems. SIAM Review, 33(1):60–100, March 1991. Publisher: Society for Industrial and Applied Mathematics.

28

Christos H. Papadimitriou and Kenneth Steiglitz. Combinatorial Optimization: Algorithms and Complexity. Dover Publications Inc., 1998.

29

Koen Peters, Sérgio Silva, Tim Sergio Wolter, Luis Anjos, Nina van Ettekoven, Éric Combette, Anna Melchiori, Hein Fleuren, Dick den Hertog, and Özlem Ergun. UN World Food Programme: Toward Zero Hunger with Analytics. INFORMS Journal on Applied Analytics, 52(1):8–26, January 2022.

30

Yves Pochet and Laurence A. Wolsey. Production planning by mixed integer programming. Springer series in operations research and financial engineering. Springer, New York ; Berlin, 2006.

31

Alexander Schrijver. Combinatorial Optimization: Polyhedra and Efficiency. Springer Verlag, 2003.

32

Stanislav Uryasev and R. Tyrrell Rockafellar. Conditional Value-at-Risk: Optimization Approach. In Stanislav Uryasev and Panos M. Pardalos, editors, Stochastic Optimization: Algorithms and Applications, pages 411–435. Springer US, Boston, MA, 2001.

33

Daniele Vigo and Paolo Toth, editors. Vehice Routing. MOS-SIAM Series on Optimization. SIAM, Philadelphia, USA, 2014.

34

John von Neumann and O. Morgenstern. Theory of games and economic behavior. Princeton University Press, 1944.

35

H. Paul Williams. Model Building in Mathematical Programming. J. Wiley & Sons, 5th edition, 2013.

36

oxinabox.github.io. Optimizing your diet with JuMP. Library Catalog: www.juliabloggers.com Section: Julia. URL: https://www.juliabloggers.com/optimizing-your-diet-with-jump-2/ (visited on 2020-08-07).

CreativeCommonsLicence

© Fabio Schoen 2024