- Page 1: AIMMS Optimization Modeling AIMMS 3
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- Page 6 and 7: vi About Aimms Stand-alone applicat
- Page 8 and 9: viii Contents 3 Algebraic Represent
- Page 10 and 11: x Contents Part IV Intermediate Opt
- Page 12 and 13: xii Contents 22 A Facility Location
- Page 14 and 15: xiv Preface Part IV—Data Managem
- Page 16 and 17: xvi Preface What’s in the Optimiz
- Page 18 and 19: xviii Preface tleneck capacity iden
- Page 20 and 21: xx Preface
- Page 23 and 24: Chapter 1 Background This chapter g
- Page 25 and 26: 1.3. The role of mathematics 5 Mode
- Page 27 and 28: 1.4. The modeling process 7 1.4 The
- Page 29 and 30: 1.5. Application areas 9 Planning m
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- Page 33 and 34: 1.6. Summary 13 A different situati
- Page 35: 2.1. Formulating linear programming
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- Page 41 and 42: 2.1. Formulating linear programming
- Page 43 and 44: 2.1. Formulating linear programming
- Page 45 and 46: 2.2. Formulating mixed integer prog
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- Page 49 and 50: 2.3. Formulating nonlinear programm
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- Page 53 and 54: Chapter 3 Algebraic Representation
- Page 55 and 56: 3.3. Symbolic-indexed form 35 Maxim
- Page 57 and 58: 3.3. Symbolic-indexed form 37 The i
- Page 59 and 60: 3.4. Aimms form 39 Figure 3.1 gives
- Page 61 and 62: 3.6. Summary 41 units of the variab
- Page 63 and 64: 4.2. Shadow prices 43 In addition t
- Page 65 and 66: 4.2. Shadow prices 45 If a binding
- Page 67 and 68: 4.3. Reduced costs 47 By definition
- Page 69 and 70: 4.4. Sensitivity ranges with consta
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- Page 73 and 74: Chapter 5 Network Flow Models Here,
- Page 75 and 76: 5.2. Example of a network flow mode
- Page 77 and 78: 5.3. Network formulation 57 The fol
- Page 79 and 80: 5.5. Pure network flow models 59 Be
- Page 81 and 82: 5.6. Other network models 61 If the
- Page 83: Part II General Optimization Modeli
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66 Chapter 6. Linear Programming Tr
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68 Chapter 6. Linear Programming Tr
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70 Chapter 6. Linear Programming Tr
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72 Chapter 6. Linear Programming Tr
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74 Chapter 6. Linear Programming Tr
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76 Chapter 6. Linear Programming Tr
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78 Chapter 7. Integer Linear Progra
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80 Chapter 7. Integer Linear Progra
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82 Chapter 7. Integer Linear Progra
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84 Chapter 7. Integer Linear Progra
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86 Chapter 7. Integer Linear Progra
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88 Chapter 7. Integer Linear Progra
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Chapter 8 An Employee Training Prob
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8.2. Model formulation 93 Minimize:
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8.3. Solutions from conventional so
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8.5. Introducing probabilistic cons
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8.6. Summary 99 Minimize: Subject t
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9.2. Model formulation 101 each par
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9.3. Adding logical conditions 103
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9.3. Adding logical conditions 105
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9.5. Summary 107 When all elements
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Chapter 10 A Diet Problem This chap
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10.2. Model formulation 111 Paramet
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10.3. Quantities and units 113 To p
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10.3. Quantities and units 115 Mode
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Chapter 11 A Farm Planning Problem
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11.1. Problem description 119 labor
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11.2. Model formulation 121 the an
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11.2. Model formulation 123 in the
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11.3. Model results 125 In Aimms yo
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Chapter 12 A Pooling Problem In thi
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12.1. Problem description 129 When
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12.2. Model description 131 Let f(p
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12.3. A worked example 133 Due to m
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12.3. A worked example 135 In this
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Part IV Intermediate Optimization M
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140 Chapter 13. A Performance Asses
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142 Chapter 13. A Performance Asses
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144 Chapter 13. A Performance Asses
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146 Chapter 13. A Performance Asses
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148 Chapter 13. A Performance Asses
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150 Chapter 14. A Two-Level Decisio
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152 Chapter 14. A Two-Level Decisio
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154 Chapter 14. A Two-Level Decisio
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156 Chapter 14. A Two-Level Decisio
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158 Chapter 14. A Two-Level Decisio
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160 Chapter 14. A Two-Level Decisio
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162 Chapter 14. A Two-Level Decisio
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164 Chapter 15. A Bandwidth Allocat
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166 Chapter 15. A Bandwidth Allocat
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168 Chapter 15. A Bandwidth Allocat
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170 Chapter 15. A Bandwidth Allocat
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172 Chapter 15. A Bandwidth Allocat
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174 Chapter 16. A Power System Expa
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176 Chapter 16. A Power System Expa
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178 Chapter 16. A Power System Expa
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180 Chapter 16. A Power System Expa
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182 Chapter 16. A Power System Expa
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184 Chapter 16. A Power System Expa
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Chapter 17 An Inventory Control Pro
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188 Chapter 17. An Inventory Contro
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190 Chapter 17. An Inventory Contro
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192 Chapter 17. An Inventory Contro
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194 Chapter 17. An Inventory Contro
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196 Chapter 17. An Inventory Contro
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198 Chapter 17. An Inventory Contro
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Chapter 18 A Portfolio Selection Pr
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18.1. Introduction and background 2
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18.2. A strategic investment model
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18.3. Required mathematical concept
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18.4. Properties of the strategic i
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18.4. Properties of the strategic i
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18.5. Example of strategic investme
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18.6. A tactical investment model 2
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18.7. Example of tactical investmen
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18.8. One-sided variance as portfol
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18.9. Adding logical constraints 22
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18.10. Piecewise linear approximati
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18.11. Summary 225 Note that the ab
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Chapter 19 A File Merge Problem Thi
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19.1. Problem description 229 No. o
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19.2. Mathematical formulation 231
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19.2. Mathematical formulation 233
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19.4. The simplex method 235 the mo
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19.5. Algorithmic approach 237 Assu
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19.6. Summary 239 S and x ij from i
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Chapter 20 A Cutting Stock Problem
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20.2. The initial model formulation
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20.3. Delayed cutting pattern gener
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20.3. Delayed cutting pattern gener
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20.4. Extending the original cuttin
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Chapter 21 A Telecommunication Netw
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21.2. Bottleneck identification mod
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21.2. Bottleneck identification mod
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21.3. Path generation technique 257
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21.3. Path generation technique 259
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21.4. A worked example 261 In the a
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21.5. Summary 263 21.5 Summary In t
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22.1. Problem description 265 Plant
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22.3. Solve large instances through
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22.4. Benders’ decomposition with
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22.4. Benders’ decomposition with
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22.6. Formulating dual models 273 T
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22.7. Application of Benders’ dec
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22.7. Application of Benders’ dec
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22.8. Computational considerations
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22.9. A worked example 281 For each
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22.10. Summary 283 Exercises 22.1 I
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Part VI Appendices
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Index Symbols λ-formulation, 84 A
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290 Index conditional, 81 either-or
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292 Index simplex iteration, 236 me
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294 Bibliography [Ch96] A. Charnes,