Author: Lawrence Nazareth
Publisher: Springer Science & Business Media
ISBN: 9780387211558
Category : Mathematics
Languages : en
Pages : 136
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Book Description
This book introduces a general audience to the main facets of optimization. Very little mathematical background is assumed. It should appeal to students, teachers, and a general audience interested in how optimization affects their everyday life, such as people in business.
Author: Johannes O. Royset
Publisher: Springer Nature
ISBN: 3030762750
Category : Mathematics
Languages : en
Pages : 692
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Book Description
This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization. The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysis would be helpful but is not prerequisite.
Author: Lawrence Nazareth
Publisher: Springer
ISBN: 9781468493887
Category : Mathematics
Languages : en
Pages : 0
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Book Description
This book introduces a general audience to the main facets of optimization. Very little mathematical background is assumed. It should appeal to students, teachers, and a general audience interested in how optimization affects their everyday life, such as people in business.
Author: Diogo Gomes
Publisher:
ISBN: 9781848903159
Category :
Languages : en
Pages : 266
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Book Description
The book provides a self-contained mathematical introduction to linear optimization for undergraduate students of Mathematics. This book is equally suitable for Science, Engineering, and Economics students who are interested in gaining a deeper understanding of the mathematical aspects of the subject. The linear optimization problem is analyzed from different perspectives: topological, algebraic, geometrical, logical, and algorithmic. Nevertheless, no previous knowledge of these subjects is required. The essential details are always provided in a special section at the end of each chapter. The technical material is illustrated with multiple examples, problems with fully-worked solutions, and a range of proposed exercises. In Chapter 1, several formulations of the linear optimization problem are presented and related concerning admissible vectors and optimizers. Then, sufficient conditions for the existence of optimizers based on topological techniques are discussed in Chapter 2. The main objective of Chapter 3 is to provide a way for deciding whether or not an admissible vector is an optimizer, relying on Farkas' Lemma. In Chapter 4, linear algebra is used for computing optimizers via basic admissible vectors. A geometrical characterization of these vectors is the goal of Chapter 5. Duality is discussed in Chapter 6, giving yet a new technique for finding optimizers. An introduction to computational complexity is presented in Chapter 7 with the aim to analyze the efficiency of linear optimization algorithms. The complexity of a brute-force algorithm is shown not to be polynomial. Chapter 8 is targeted at the Simplex Algorithm. It includes the proof of its soundness and completeness and an explanation on its non-polynomial complexity. Finally, Chapter 9 concentrates on the integer optimization problem with an emphasis on totally unimodularity. An algorithm based on the Branch and Bound Technique is analyzed.
Author: Pablo Pedregal
Publisher: Springer Science & Business Media
ISBN: 0387216804
Category : Mathematics
Languages : en
Pages : 253
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Book Description
This undergraduate textbook introduces students of science and engineering to the fascinating field of optimization. It is a unique book that brings together the subfields of mathematical programming, variational calculus, and optimal control, thus giving students an overall view of all aspects of optimization in a single reference. As a primer on optimization, its main goal is to provide a succinct and accessible introduction to linear programming, nonlinear programming, numerical optimization algorithms, variational problems, dynamic programming, and optimal control. Prerequisites have been kept to a minimum, although a basic knowledge of calculus, linear algebra, and differential equations is assumed.
Author: Jason L. Speyer
Publisher: SIAM
ISBN: 0898716942
Category : Mathematics
Languages : en
Pages : 316
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Book Description
A rigorous introduction to optimal control theory, which will enable engineers and scientists to put the theory into practice.
Author: Guy Desaulniers
Publisher: Springer Science & Business Media
ISBN: 0387254862
Category : Business & Economics
Languages : en
Pages : 369
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Book Description
Column Generation is an insightful overview of the state of the art in integer programming column generation and its many applications. The volume begins with "A Primer in Column Generation" which outlines the theory and ideas necessary to solve large-scale practical problems, illustrated with a variety of examples. Other chapters follow this introduction on "Shortest Path Problems with Resource Constraints," "Vehicle Routing Problem with Time Window," "Branch-and-Price Heuristics," "Cutting Stock Problems," each dealing with methodological aspects of the field. Three chapters deal with transportation applications: "Large-scale Models in the Airline Industry," "Robust Inventory Ship Routing by Column Generation," and "Ship Scheduling with Recurring Visits and Visit Separation Requirements." Production is the focus of another three chapters: "Combining Column Generation and Lagrangian Relaxation," "Dantzig-Wolfe Decomposition for Job Shop Scheduling," and "Applying Column Generation to Machine Scheduling." The final chapter by François Vanderbeck, "Implementing Mixed Integer Column Generation," reviews how to set-up the Dantzig-Wolfe reformulation, adapt standard MIP techniques to the column generation context (branching, preprocessing, primal heuristics), and deal with specific column generation issues (initialization, stabilization, column management strategies).
Author: I. Michael Ross
Publisher:
ISBN: 9780984357116
Category : Mathematics
Languages : en
Pages : 370
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Book Description
EDITORIAL REVIEW: This book provides a guided tour in introducing optimal control theory from a practitioner's point of view. As in the first edition, Ross takes the contrarian view that it is not necessary to prove Pontryagin's Principle before using it. Using the same philosophy, the second edition expands the ideas over four chapters: In Chapter 1, basic principles related to problem formulation via a structured approach are introduced: What is a state variable? What is a control variable? What is state space? And so on. In Chapter 2, Pontryagin's Principle is introduced using intuitive ideas from everyday life: Like the process of "measuring" a sandwich and how it relates to costates. A vast number of illustrations are used to explain the concepts without going into the minutia of obscure mathematics. Mnemonics are introduced to help a beginner remember the collection of conditions that constitute Pontryagin's Principle. In Chapter 3, several examples are worked out in detail to illustrate a step-by-step process in applying Pontryagin's Principle. Included in this example is Kalman's linear-quadratic optimal control problem. In Chapter 4, a large number of problems from applied mathematics to management science are solved to illustrate how Pontryagin's Principle is used across the disciplines. Included in this chapter are test problems and solutions. The style of the book is easygoing and engaging. The classical calculus of variations is an unnecessary prerequisite for understanding optimal control theory. Ross uses original references to weave an entertaining historical account of various events. Students, particularly beginners, will embark on a minimum-time trajectory to applying Pontryagin's Principle.
Author: Bruce A. Conway
Publisher: Cambridge University Press
ISBN: 113949077X
Category : Technology & Engineering
Languages : en
Pages : 313
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Book Description
This is a long-overdue volume dedicated to space trajectory optimization. Interest in the subject has grown, as space missions of increasing levels of sophistication, complexity, and scientific return - hardly imaginable in the 1960s - have been designed and flown. Although the basic tools of optimization theory remain an accepted canon, there has been a revolution in the manner in which they are applied and in the development of numerical optimization. This volume purposely includes a variety of both analytical and numerical approaches to trajectory optimization. The choice of authors has been guided by the editor's intention to assemble the most expert and active researchers in the various specialities presented. The authors were given considerable freedom to choose their subjects, and although this may yield a somewhat eclectic volume, it also yields chapters written with palpable enthusiasm and relevance to contemporary problems.
Author: Dan Stefanica
Publisher:
ISBN: 9780979757624
Category : Business mathematics
Languages : en
Pages : 332
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Book Description
