Interactive operations research with Maple. Methods and models
constrained optimizationdynamic stochastic inventory problemlinear programmingMapleMarkov chainsnonlinear programmingoptimal base-stock policyqueueing modelsrenewal theory
Computational methods for problems pertaining to probability theory (60-08) Packaged methods for numerical algorithms (65Y15) General topics in the theory of algorithms (68W01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Mathematical programming (90Cxx)
There are several excellent books on Maple dealing with different aspects of the software. One of the best is the official Maple manual by \textit{K. M. Heal, M. L. Hansen} and \textit{K. M. Rickard} [Maple V learning guide (Version A) for Release 5 (1998; Zbl 0891.68051)]. Very readable is the book by \textit{A. Heck} [Introduction to Maple (1996; Zbl 0861.65001)]. Currently there are more than 300 books on Maple written in different languages. An up-to-date list of these books can be obtained from Waterloo Maple's Web site at \url{http://www.maplesoft.com/publications/books/maplebooks.html}. This book is about the computer algebra system Maple and its use in solving operations research problems. All necessary commands for Maple symbolics, numerics and graphics are summarized with examples in Chapter 2. In Chapter 3 the author provides a MAPLE's treatment of some of the mathematical techniques used in OR modeling: e.g., algebra and calculus, ordinary and partial differential equations, linear algebra, transform methods, and probability theory. Chapter 4 discusses linear programming, the graphical method of solution of the programming problems, the implementation of the simplex method, and integer linear programming. Chapter 5 presents an exposition of nonlinear programming and problems in unconstrained and constrained optimization. Chapter 6 covers dynamic programming, in which Maple can be useful in finding optimal policies for dynamic optimization problems in closed form. Several models with a linear system and quadratic costs in both discrete and continuous time are examined. An exact solution of a workforce planning model is followed by the analysis of some stochastic dynamic programming models, including a gambling problem that gives rise to a myopic policy. The chapter ends with a discussion of stopping time problems. Stochastic processes are presented in Chapter 7, where exponential distribution and Poisson process, renewal theory and discrete- and continuous-time Markov chains are described in detail. Chapters 8 and 9 are concerned with the application of OR methods to inventory management and queueing models. Maple's symbolic manipulation capabilities are used extensively to obtain optimal solutions in closed-form. For example, in the chapter on inventory models, implied backorder costs and optimal base-stock policy for a dynamic stochastic inventory problem are computed explicitly. In the chapter on queueing models, the operating characteristics of Markovian bulk arrival systems and the transient solutions for some queues are found in closed form. In Chapter 10, Simulation, Maple's ability to generate random variates from nearly 20 probability distributions is used to find solutions to different problems. The chapters end with a summary and numerous exercises. Each Maple worksheet displayed in the book has been tested with Maple R5.1 and R6. These worksheets (and a list with typographical errors) can be downloaded from the author's website: \url{http://www.business.mcmaster.ca/msis/profs/parlar/}. Waterloo Maple's Web site www. maplesoft. corn/ is always worth looking for announcements of new products, demos and Maple support information. The book is intended for advanced undergraduate and graduate students in operations research, management science departments of business schools, industrial and systems engineering, economics, and mathematics. As a self-study resource, the text can be used by researchers and practitioners who want a quick overview of MAPLE's usefulness in solving realistic OR problems that would be difficult or impossible to solve with other software packages.
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