What
is mathematical programming?
In a mathematical programming or optimization problem, one seeks
to minimize or maximize a real function of real or integer variables,
subject to constraints on the variables. The term mathematical
programming refers to the study of these problems: their mathematical
properties, the development and implementation of algorithms to
solve these problems, and the application of these algorithms to
real world problems. Note in particular the word "programming" does
not specifically refer to computer programming. In fact, the term
"mathematical programming" was coined before the word "programming"
became closely associated with computer software. This confusion
is sometimes avoided by using the term optimization as an
approximate synonym for mathematical programming.
We
have selected a few web sites here that give more information about
mathematical programming and its many subdisciplines, including
pointers to further reference sources. We've chosen these sites
for their wide scope and their noncommercial, informational nature.
Please get in touch with us if you know about other informational
sites of potential interest.
NEOS
Guide, maintained by the Optimization
Technology Center at Argonne National Laboratory and Northwestern
University.
Michael
Trick's Operations Research Page
American Society for Quantitative Analysis.
Harvey
Greenberg's Mathematical Programming Glossary.
Arnold
Neumaier's page on Global (and Local) Optimization.
See
the Links page for more information.
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