30
votes
Recommended books/materials for practical applications of Operations Research in industry
Not solely dedicated to transportation, but Model Building in Mathematical Programming by Williams is a very good start for every beginner in modeling as it contains the theories on mathematical ...
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24
votes
Accepted
Deep Reinforcement Learning for General Purpose Optimization
"General purpose optimization" is quite broad, so I'll take a step back first, to better identifying the motivation of using ML in optimization settings.
To keep things simple, I'll consider ...
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22
votes
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Cubic programming and beyond?
In addition to the excellent answers that are already posted, I want to add that for the pragmatic optimizer, quadratic may already be sufficient.
For example, the cubic constraint $x^3 \le x$ may be ...
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22
votes
Accepted
Solving pricing problem heuristically in column generation algorithm for VRP
Generating routes heuristically, or heuristic pricing, is very common in the vehicle routing literature. Even when the pricing problem can be solved exactly, heuristic pricing is often tried first. ...
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21
votes
Reference for column generation applications
A nice comprehensive collection on applications can be found in the book by Desaulniers, Desrosiers and Solomon: Column Generation. It features articles about
Shortest Path Problems with Resource ...
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19
votes
Accepted
Where is the original Dantzig Simplex 1947 paper?
Introduction
When Dantzig devised the algorithm, he was working at the Pentagon and thus many things would have been designated as classified in the military. There are a few more details provided in ...
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18
votes
Single reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?
Here is a nice, succinct, and easy to understand reference for how to do all this and more. Answers to many future questions can be handled by referencing the appropriate section number in this ...
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18
votes
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Classics in Operations Research from around WW II?
A few suggestions.
First, the series by Charles R. Shrader from the US Army Center of Military History.
[1] History of Operations Research in the United States Army, Volume 1: 1942–1962. (full text ...
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18
votes
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Applications of pure mathematics in operations research
In the following paper Grothendieck inequalities are applied to OR (Grothendieck was one (if not THE) pioneer of algebraic geometry.)
Briët, Jop, and Frank Vallentin. "Grothendieck inequalities for ...
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18
votes
What are the most-used technical skills in OR?
Your examples of "technical skills" are centered on optimization. An understanding of at least some aspects of probability models (especially Markov chains and queues) may be important, depending on ...
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18
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Is it necessary to study rigorous math courses in OR?
There are multiple levels to operations research. (Before continuing, I want to apologize to anyone about to be scandalized by my omission of their favorite journals.)
For some (many?) people working ...
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18
votes
What are Operations Research applications for 'good causes'?
A great cause would be supply chain in countries/regions with poor infrastructure and/or uncertain supply and high price fluctuations.
This is particularly important in many developing countries, ...
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17
votes
Recommended books/materials for practical applications of Operations Research in industry
Surprised that no one has yet mentioned
"Applications of optimization with Xpress-mp".
Of course it is focused on their Mosel language, but it contains many good applications.
Also, a free PDF is ...
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17
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Cubic programming and beyond?
I am not sure whether you are looking for polynomial optimization like Introduction to concepts and advances in polynomial optimization by Martin Mevissen, or polynomial optimization by Hoang Tuy?
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17
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Is there a Linear Programming Library that natively supports fractions instead of floating point arithmetic?
QSopt-Exact by Applegate, Cook, Dash, and Espinoza
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16
votes
Accepted
Reference for "expectation preserves convexity"
Reference "Convex Optimization" by Boyd and Vandenberghe https://web.stanford.edu/~boyd/cvxbook/, section 3.2.1, p. 79.
These properties extend to infinite sums and integrals. For example if
$f(x,...
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16
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How to progress with CPLEX/Gurobi
You may be interest in the blog by @prubin, which has many interesting CPLEX posts: OR in an OB World.
I think the best way to become better at using solvers, is by actually using them in your own ...
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15
votes
Recommended books/materials for practical applications of Operations Research in industry
Since the OP asked for Transportation domain, I recommend the following:
Vehicle Routing: Problems, Methods, and Applications by Toth & Vigo: here
In Pursuit of the Traveling Salesman: ...
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15
votes
Recommended books/materials for practical applications of Operations Research in industry
Joe Geunes's book Operations Planning does a nice job of teaching MIP modeling in an operations context (production, distribution, facility location, etc.).
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15
votes
Classics in Operations Research from around WW II?
I love this historic piece by Alexander Schrijver about max flow and min cut (DOI link).
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15
votes
Applications of pure mathematics in operations research
There's a pretty active research area on incorporating group theory into integer programming (since symmetry can cause a lot of headaches during branch-and-bound). See The Group-Theoretic Approach in ...
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15
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Accepted
Where can I find documentation on good practices for efficient formulations of a problem?
In my opinion, @Erwin Kalvelagen's blog is a great resource for learning mathematical modeling.
He posts a variety of tricks and tips, compares different models with one another, different solvers, ...
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14
votes
Classics in Operations Research from around WW II?
THE classic book on WW II Operations Research is "Methods of Operations Research" by Philip M. Morse, George E. Kimball. It is basically WW II O.R., less classified material.
The Dover Press version ...
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14
votes
Are there NP hard problems solved in P time?
This is an answer to the original question before it was edited (Can a problem move from NP to P).
No, if a problem is NP-complete then it is not solvable in polynomial time unless P=NP, which has ...
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14
votes
Accepted
Metaheuristic to solve general MIPs
I believe there are long answers to this question, but a very short one is: yes. Here is an example that originated not from the use case you describe, but I believe that they can directly apply their ...
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13
votes
Recommended books/materials for practical applications of Operations Research in industry
The AIMMS Optimization Modeling book is freely available and very accessible. There are lots of worked examples going from problem description to example data and model formulation.
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Reference for column generation applications
Every four years (year mod 4 = 0) there is an international Column Generation conference, alternated with a school on column generation, also every four years (year mod 4 = 2), (e.g. school in 2018, ...
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13
votes
Accepted
references on the empirical study on the practice of OR
Just about every article in Interfaces—now called INFORMS Journal on Applied Analytics—answers at least some of the questions you laid out. I have found these articles to be very valuable as a way to ...
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13
votes
Cubic programming and beyond?
+1 for @MarcoLübbecke
But in addition, this is also known as "Polynomial Programming". Also look at algebraic geometry and semialgebraic sets, and sum of squares optimization: Wikipedia and Lall, ...
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13
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What are the most-used technical skills in OR?
I think domain knowledge is essential if you want to be a good OR practitioner. If you don't know how a supply chain works, designing an optimization model for planning and coordinating a complex ...
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