Javier Peña

Gérard Cornuéjols

Reha Tütüncü

Full treatment, from model formulation to computational implementation, of optimization techniques that solve central problems in finance.

Optimization Methods in Finance

Michele Conforti

Giacomo Zambelli

This book is an elegant and rigorous presentation of integer programming, exposing the subject’s mathematical depth and broad applicability. Special attention is given to the theory behind the algorithms used in state-of-the-art solvers. An abundance of concrete examples and exercises of both theoretical and real-world interest explore the wide range of applications and ramifications of the theory. Each chapter is accompanied by an expertly informed guide to the literature and special topics, rounding out the reader’s understanding and serving as a gateway to deeper study. Key topics include: formulations polyhedral theory cutting planes decomposition enumeration semidefinite relaxations Written by renowned experts in integer programming and combinatorial optimization, Integer Programming is destined to become an essential text in the field.

Gérard Cornuéjols

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