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The EURO Advanced Tutorials on Operational Research are a series of short books devoted to an advanced topic – a topic that is not treated in depth in available textbooks. The series covers comprehensively all aspects of Operations Research. The scope of a Tutorial is to provide an understanding of an advanced topic to young researchers, such as PhD students or Post-docs, but also to senior researchers and practitioners. Tutorials may be used as textbooks in graduate courses. These tutorials are not collections of chapters written by different authors.
The scientific scope of this textbook series is the general scope of Operations Research and the series will publish both application-oriented tutorials (e.g. portfolio optimization, cutting and packing, location, vehicle routing, scheduling, etc.) and method- or technique-oriented tutorials (e.g. branch-and-cut, Lagrangean relaxation, column generation, metaheuristics, heuristics, dynamic programming, etc.).
The format of the tutorial will be that of a textbook. Therefore, although co-authored books are very much welcomed, the number of authors should be small enough to allow for a uniform style and vision along the book. We expect authors to be prominent scholars with extensive didactic experience.
The tutorials will have usually between 80 and 150 pages. Besides the printed format, they will be included in the Springer e-book collection.
Please contact the editors for more information or to submit ideas for topics.
Third Issue: Multiobjective Linear and Integer Programming
Authors: Henggeler Antunes, Carlos, João Alves, Maria, Clímaco, João
This book provides a comprehensive introduction to multiobjective optimization, spanning the main concepts, surrogate scalar functions and interactive methods. It presents illustrative examples of how to employ the main interactive methods representative of different strategies of search, solution computation techniques and dialog protocols It includes interactive software to be used in the classroom for teaching purposes, for assignments and also for actual decision-making support.
Second Issue: Dual-Feasible Functions for Integer Programming and Combinatorial Optimization
Authors: Alves, C., Clautiaux, F., de Carvalho, J.V., Rietz, J.
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 discussing the classical approaches described in the literature, the book addresses how to extend these tools to other non-standard formulations that may be applied to a broad set of applications. Examples are provided to illustrate the underlying concepts and to pave the way for future contributions.
First Issue: Linear and Mixed Integer Programming for Portfolio Optimization
Authors: Renata Mansini, Wlodzimierz Ogryczak, Grazia Speranza
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 real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.