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Optimization Modeling with LINGO by Linus Schrage

Preliminary Edition 0F+---Fifth Edition TRADEMARKS What sBest! and LINDO are registered trademarks and LINGO is a trademark of LINDO Systems, Inc. Other product and company names mentioned herein are the property of their respective owners. Copyright 2003 by LINDO Systems Inc All rights reserved. First edition 1998 Fifth edition 2002 Printed in the United States of America Second printing 2003 ISBN: 1-893355-00-4 Published by 1415 North Dayton Street Chicago, Illinois 60622 Technical Support: (312) 988-9421 e-mail: iii Contents iii Preface .. xiii xiii Ch 1 What Is Optimization ? .. 1 Introduction .. 1 A Simple Product Mix Problem .. 1 Graphical 2 Linearity .. 5 Analysis of LP 6 Sensitivity Analysis, Reduced Costs, and Dual Prices .. 7 Reduced Costs .. 8 Dual Prices.

viii Table of Contents 12.10.1 Example: Cash Balance Management..... 351 12.11 Chance-Constrained Programs..... 355

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