mathematical programming

mathematical programming

Application of mathematical and computer programming techniques to the construction of deterministic models, principally for business and economics. For models that only require linear algebraic equations, the techniques are called linear programming; for models that require more complex equations, it is called nonlinear programming. In either case, models frequently involve hundreds or thousands of equations. The discipline emerged during World War II to solve large-scale military logistics problems. Mathematical programming is also used in planning civilian production and transportation schedules and in calculating economic growth.

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The Mathematical Programming Society (MPS) is an iternational scientific community in the field of optimization, aiming at the development of new mathematical theory and optimization algorithms as well as their application in practical planning problems.

Founded in 1973, the MPS publishes several important journals, is involved in the organization of various conferences and awards a number of prestigious prizes.

History

In the 1960s, mathematical programming methods were gaining increasing importance both in mathematical theory and in industrial application. To provide a discussion forum for researchers in the field arose, the journal Mathematical Programming was founded in 1970.

Based on activities by George Dantzig, Albert Tucker, Phil Wolfe and others, the MPS was founded in 1973, with George Dantzig as its first president.

Today, the MPS is the most important mathematical society in optimization.

Activities

Conferences

Several conferences are organized or co-organized by the MPS, for instance:

  • The International Symposium on Mathematical Programming (ISMP), organized every three years, is open to all fields of mathematical programming.
  • The Integer Programming and Combinatorial Optimization (IPCO) conference is the most important conference in Integer programming and is always held in those years where there is no ISMP.
  • The International Conference on Continuous Optimization (ICCOPT), the continuous analogon of the IPCO conference, was first held in 2004.
  • The International Conference on Stochastic Programming (ICSP) takes place every three years and is devoted to optimization using uncertain input data.
  • The Nordic MPS conference is a biannual meeting of researchers from Scandinavia working in all fields of optimization.
  • At the Université de Montréal, annual seminars on changing topics are organized by the MPS.

Journals and Prizes

The Mathematical Programming Society publishes several journals:

  • Mathematical Programming (series A/B) is one of the most renowned journals in this research area. While series A publishes articles from all fields of optimization, each issue of series B is devoted to a particular subject.
  • Optima, a kind of newsletter of the MPS, contains articles on optimization, conference information and book reviews.
  • MPS/SIAM Series on Optimization is a common journal published by the MPS and the Society for Industrial and Applied Mathematics (SIAM). It focuses on monographs, textbooks, books on applications of optimization and tutorials.

The MPS awards a number of important prizes in the field of optimization. In particular, this includes the Fulkerson Prize, the Dantzig Prize and the Tucker Prize.

George B. Dantzig Prize

Since 1979, with the Mathematical Programming Society, SIAM has also honored Dantzig by awarding the George B. Dantzig Prize. The prize, which recognizes original research that has had a major impact on the field of mathematical programming, was awarded for the first time in 1982, to Michael J. D. Powell and R. Tyrrell Rockafellar. Since then it has been awarded every three years; the recipients are Ellis Johnson and Manfred W. Padberg (1985), Michael J. Todd (1988), Martin Grötschel and Arkady S. Nemirovsky (1991), and Claude Lemarechal and Roger J. B. Wets (1994).

References

External links

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