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Recommended Reading  

Below you will find a list of books and articles for further study.

Textbooks Journal Articles

See also the ILOG R&D literature page for technical papers on optimization written by members of the ILOG R&D Team.

Textbooks

  • Modeling

    H. Paul Williams, Model Building in Mathematical Programming, Wiley, 1999 (fourth edition)

  • Constraint Programming

    Francesca Rossi, Peter van Beek, Toby Walsh ( ed). Handbook of Constraint Programming, Elsevier, 2006

    Philippe Baptiste, Claude Le Pape, Wim Nuijten, Constraint-Based Scheduling - Applying Constraint Programming to Scheduling Problems, Springer, 2001.

  • Linear Programming

    Dantzig , George, Linear Programming and Extensions, Princeton University Press, 1963

    Vasek Chvatal, Linear Programming, W.H. Freeman and Company, 1983

    Nazareth , Larry, Computer Solution of Linear Programs, Oxford University Press, 1987.

  • Integer Programming

    Nemhauser , George, and Wolsey, Laurence, Integer and Combinatorial Optimization, Wiley Interscience, 1988

    Wolsey, Laurence, Integer Programming, Wiley Interscience, 1998

Journal Articles

  • Constraint Programming

    M. Wallace. Practical Applications of Constraint Programming. Constraints 1:139-168, 1996.

    A. Fernández, P. Hill.   A Comparative Study of Eight Constraint Programming Languages Over the Boolean and Finite Domains. Constraints 5:275-301, 2000.

  • Linear Programming

    Forrest, J. J., D. Goldfarb. Steepest-edge simplex algorithms for linear programming. Math. Programming 57 (1992), 341-374.

    Gilbert, J. R., T. Peierls. Sparse partial pivoting in time proportional to arithmetic operations. SIAM J. Sci. Statist. Comput . 9 (1988), 862-874.

    Goldfarb, D. Using steepest-edge simplex algorithms to solve sparse linear programs. Sparse Matrix Computations. Academic Press, 1976, 227-240.

    Harris, P. M. J. Pivot selection methods of the devex LP code. Math. Programming 5 (1974), 1-28.

    Karmarkar , N. A new polynomial-time algorithm for linear programming. Combinatorica 4 (1984), 373-395.

    Suhl , U. H., L. M. Suhl. Computing sparse LU factorizations for large-scale linear programming bases. ORSA J. Computing (1990), 325-335.

  • Quadratic Programming

    E. D. Andersen, C. Roos, and T. Terlaky, On implementing a primal-dual interior-point method for conic quadratic optimization.

  • Integer Programming - General

    Land, A. and Powell, S., Computer codes for problems of integer programming, in P.L. Hammer, E.L. Johnson, and B.H. Korte, editors, Discrete Optimization II, Annals of Discrete Mathematics Volume 5, North Holland, Amsterdam, 1979, pages 221-269.

    Forrest, J., Hirst, J., and Tomlin J., Practical Solution of Large Mixed Integer Programming Problems with Umpire. Management Science, Volume 20, Number 5, January 1974, pages 736-772.

    Hoffman, K.L. and Padberg, M., (1985) LP-Based Combinatorial Problem Solving. Annals of Operations Research Volume 4, pages 145-194.

  • Integer Programming - Branching

    J. T. Linderoth and M. W. P. Savelsbergh, "A Computational Study of Branch and Bound Search Strategies for Mixed Integer Programming," INFORMS Journal on Computing, 11 (1999) pp. 173-187.

    Tobias Achterberg, Thorsten Koch and Alexander Martin. "Branching rules revisited". Operations Research Letters, Volume 33, Issue 1 , January 2005, Pages 42-54

  • Integer Programming - Heuristics

    Faaland , BH, FS Hillier. Interior path methods for heuristic integer programming procedures. Operations Research 27(6), 1979, pp. 1069–1087.

    Egon Balas, Sebastián Ceria, Milind Dawande, Francois Margot and Gábor Pataki. OCTANE: A New Heuristic for Pure 0-1 Programs. INFORMS Journal on Computing, Volume 49, Issue 2 (2001) pp. 207-225

    M. Fischetti, A. Lodi, “Local Branching”, Mathematical Programming B, 98, 23-47, 2003.

    M. Fischetti, F. Glover, A. Lodi, “The Feasibility Pump”, Mathematical Programming A, 104, 91-104, 2005.

  • Integer Programming - Cuts

    R.E. Gomory, An algorithm for the mixed integer problem, Technical Report RM-2597, The RAND Cooperation, 1960.

    H. Crowder, E. Johnson, and M. W. Padberg, Solving large-scale zero-one linear programming problems, Operations Research 31, 803-834, 1983.

    E.L. Johnson, M.W. Padberg, Degree-two inequalities, clique facets, and biperfect graphs, Ann. Discrete Math. 16 (1982) 169-187.

    M.W. Padberg, T.J. Van Roy, L.A. Wolsey, Valid linear inequalities for fixed charge problems, Oper. Res. 33 (1985) 842-861.

    T. J. Van Roy , L. A. Wolsey, Solving mixed integer programming problems using automatic reformulation, Operations Research, v.35 n.1, p.45-57, Jan.-Feb. 1987

    Egon Balas , Sebastián Ceria , Gérard Cornuéjols, A lift-and-project cutting plane algorithm for mixed 0-1 programs, Mathematical Programming: Series A, v.58 n.3, p.295-324, Feb. 25, 1993

    E. Balas, S. Ceria, G. Cornuéjols, N. Natraj, Gomory cuts revisited, Oper. Res. Lett. 19 (1996) 1-9.

    A. Atamturk, G.L. Nemhauser, M.W.P. Savelsbergh, Conflict graphs in integer programming, European Journal of Operational Research 121, 40-55, 2000

    Hugues Marchand , Laurence A. Wolsey, Aggregation and Mixed Integer Rounding to Solve MIPs, Operations Research, v.49 n.3, p.363-371, May 2001

    Gerard Cornuejols, Yanjun Li and Dieter Vandenbussche. K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau. INFORMS Journal on Computing 15 (2003) 385-396.

    G. Codato, M. Fischetti, “Combinatorial Benders' Cuts” in Integer Programming and Combinatorial Optimization (proceedings of IPCO X), D. Bienstock and G. Nemhauser ed.s, Lecture Notes in Computer Science, Springer- Verlag Berlin Heidelberg, 178-195, 2004.

    Matteo Fischetti and Cristiano Saturni. Mixed-Integer Cuts from Cyclic Groups. Proceedings of IPCO XI. Springer Lecture Notes in Computer Science. Volume 3509 / 2005

  • Integer Programming - Presolve

    Savelsbergh , M.W.P. (1994), Preprocessing and probing techniques for mixed integer programming problems. ORSA Journal on Computing, Volume 6, Number 4, pages 445-454.

    Andersen, E.D. and Andersen, K.D. (1995), Presolving in linear programming. Mathematical Programming Volume 71, pages 221-245.

    Brearley , A.L., Mitra, G., and Williams, H.P. (1975). Analysis of mathematical programming problems prior to applying the simplex algorithm. Mathematical Programming Volume 8, pages 54--83.

  • Integer Programming - Probing

    Savelsbergh , M.W.P. (1994). Preprocessing and Probing for Mixed Integer Programming Problems, ORSA Journal on Computing, Volume 6, pages 445-454.

  • Integer Programming - Other

    F. Margot, "Exploiting Orbits in Symmetric ILP", Mathematical Programming Ser. B 98 (2003), 3--21.

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