Links to On-line Resources on Mathematical Programming

Other Link Lists on Topics of Mathematical Programming

• Michael Trick's Operations Research page

• Link list from Optimization Online

• Link list devoted to Operations Research and related topics maintained by John Mitchell (Rensselaer Polytechnic Institute)

• NEOS (Network-Enabled Optimization System) Guide on Optimization
  Contains links to other NEOS resources on optimization. Offers also a search function.

• Page on global optimization by Arnold Neumaier (University of Vienna); includes also some links to aspects of local optimization.

• Site of the SIAM Activity Group on Optimization; includes some links

Home Pages of Courses on Mathematical Programming

• Links to various course home pages of John Mitchell (Rensselaer Polytechnic Institute); including courses on linear programming,
  nonlinear programming and integer programming.

Lecture Notes for Courses in the Area of Mathematical Programming

• Lecture Notes on "Convexity, Duality, and Langrage Multipliers" by Dimitri Bertsekas, Angelia Geary-Nedic and Asuman Koksal (MIT)

Further On-line Materials on Mathematical Programming

• Linear Programming FAQ (List of frequently asked questions on linear programming)

• Nonlinear Programming FAQ (List of frequently asked questions on nonlinearprogramming)

• tutOR - An on-line tutorial on several aspects of operations research (University of Melbourne)

• Interior-Point Methods Online; includes an archive on research papers on interior point methods.

Tools for Solving Mathematical Programming Problems over the Internet

• Some pivot tools by Robert Vanderbei (Princeton University)

• A simple simplex pivot tool (Java applet)
  This applet is doing the boring calculations involved in pivoting. A relief for those hating doing arithmetic by hand.
  The applet implements the basic version of the primal simplex algorithm (one phase approach).

• A primal 2-phase simplex pivot tool (Java applet)
  The applet implements the version of the two phase primal simplex algorithm where an additional variable is
  added to find a feasible starting solution. This applet has also been used for teaching purposes, but it can be used
  also outside of that context. No e-mail address needs to be given.

• Advanced simplex pivot tool (Java applet)
  This more advanced tool can be used for advanced versions of the simplex method (two phase approaches, primal dual approaches).

• NEOS Solvers for optimization problems
  This server provides the possibility to solve instances of several optimization problems remotely over the Internet,
  and to experiment with various different solvers. (Suited for small and moderate size instances.)

• Interactive simplex tool from NEOS server
  JAVA applet which can be used to solve linear programs of up to 7 constraints and up to 7 variables with the simplex method.

Mathematical Programming Software and Software Guides

• Site of AMPL (A Mathematical Programming Language)
  AMPL is a modelling language for mathematical programs that is distributed together with solvers for linear and nonlinear programs.
  A free student edition is available.

• NEOS Guide on optimization software
  A nice guide on software available for various classes of optimization problems.

• Optimization software decision tree maintained by Hans Mittelmann and Peter Spellucci

• Various optimization software packages from the ZIB, Berlin

Some Applications of Mathematical Programming

• Some case studies from the NEOS server

• The diet problem
  Contains historical remarks on the diet problem and an interactive tool to determine a cheapest diet out of a given set of foods.

• Portfolio optimization
  Describes an example where quadratic programming arises in the selection of efficient portfolios