Julia Programming for Operations Research

Changhyun Kwon

Changhyun Kwon, Mar 3, 2019 - Technology & Engineering - 264 pages

Last Updated: December 2020

Based on Julia v1.3+ and JuMP v0.21+

The main motivation of writing this book was to help the author himself. He is a professor in the field of operations research, and his daily activities involve building models of mathematical optimization, developing algorithms for solving the problems, implementing those algorithms using computer programming languages, experimenting with data, etc. Three languages are involved: human language, mathematical language, and computer language. His team of students need to go over three different languages, which requires "translation" among the three languages. As this book was written to teach his research group how to translate, this book will also be useful for anyone who needs to learn how to translate in a similar situation.

The Julia Language is as fast as C, as convenient as MATLAB, and as general as Python with a flexible algebraic modeling language for mathematical optimization problems. With the great support from Julia developers, especially the developers of the JuMP—Julia for Mathematical Programming—package, Julia makes a perfect tool for students and professionals in operations research and related areas such as industrial engineering, management science, transportation engineering, economics, and regional science.

For more information, visit: 

http://www.chkwon.net/julia

Contents

• Introduction and Installation: 1
• Complementarity Problems: 11
• Simple Linear Optimization: 29
• Basics of the Julia Language: 41
• Index: 43
• Selected Topics in Numerical Methods: 79
• The Simplex Method: 95
• Network Optimization Problems: 123
• Interior Point Methods: 151
• Nonlinear Optimization Problems: 165
• Monte Carlo Methods: 177
• Lagrangian Relaxation: 197

About the author

Changhyun Kwon is an Associate Professor in Industrial and Management Systems Engineering at the University of South Florida. His research interests include transportation systems analysis and service operations problems. His research has been supported by various organizations including the National Science Foundation, the U.S. Department of Transportation, and Canadian Embassy. He received a PhD in Industrial Engineering in 2008 and an M.S. in Industrial Engineering and Operations Research in 2005, both from the Pennsylvania State University. He also received a B.S. in Mechanical Engineering from KAIST in 2000. He received an NSF CAREER award in 2014. Before he joined the University of South Florida, he has been with the University at Buffalo, where he received the UB Exceptional Scholar: Young Investigator Award in 2015.

Bibliographic information

• Title: Julia Programming for Operations Research
• Author: Changhyun Kwon
• Publisher: Changhyun Kwon, 2019
• ISBN: 1798205475, 9781798205471
• Length: 264 pages
• Subjects: Business & Economics / Operations Research; Computers / Computer Science; Computers / Programming / Algorithms; Computers / Programming / General; Computers / Programming / Open Source; Mathematics / Optimization; Technology & Engineering / Operations Research