EURO Advanced Tutorials on Operational Research

This book introduces solutions for sports scheduling problems in a variety of settings. In particular the book covers timetabling, the traveling tournament problem, carryover minimization, breaks minimization, tournament design, tournament …

Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual …

This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for …

This book presents a structured approach to develop mathematical optimization formulations for several variants of facility layout. The range of layout problems covered includes row layouts, floor layouts, multi-floor layouts, and dynamic layouts.

This book is the first comprehensive tutorial on matheuristics. Matheuristics are based on mathematical extensions of previously known heuristics, mainly metaheuristics, and on original, area-specific approaches. This tutorial provides a detailed …

This tutorial is the first comprehensive introduction to (possibly infinite) linear systems containing strict inequalities and evenly convex sets. The book introduces their application to convex optimization. Particular attention is paid to evenly …

This book introduces readers to the main traffic flow modelling approaches and discusses their features and applications. It provides a comprehensive and cutting-edge review of traffic flow models, from their roots in the 1930s to the latest …

This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and …

This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations …

This tutorial introduces readers to several variants of routing problems with profits. In these routing problems each node has a certain profit, and not all nodes need to be visited. Since the orienteering problem (OP) is by far the most …

This book provides a handy, unified introduction to the theory of compact extended formulations of exponential-size integer linear programming (ILP) models. Compact extended formulations are equally powerful, but polynomial-sized, models whose …

This essential metaheuristics tutorial provides descriptions and practical applications in the area of business analytics. It addresses key problems in predictive and prescriptive analysis, while also illustrating how problems that arise in …

This textbook presents a coherent and robust structure for integrated risk management in the context of operations and finance. It explains how the operations-finance interface jointly optimizes material and financial flows under intricate risk …

This book provides a postgraduate audience the keys they need to understand and further develop a set of tools for the efficient computation of lower bounds and valid inequalities in integer programs and combinatorial optimization problems. After dis

This book opens the door to multiobjective optimization for students in fields such as engineering, management, economics and applied mathematics. It offers a comprehensive introduction to multiobjective optimization, with a primary emphasis on …

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of