Mathematical Programming at Oberwolfach

Mathematical Programming at Oberwolfach PDF Author: Heinz König
Publisher:
ISBN:
Category : Programming (Mathematics)
Languages : en
Pages : 268

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Mathematical Programming at Oberwolfach

Mathematical Programming at Oberwolfach PDF Author: Heinz König
Publisher:
ISBN:
Category : Programming (Mathematics)
Languages : en
Pages : 268

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Book Description


MATHEMATICAL PROGRAMMING AT OBERWOLFACH

MATHEMATICAL PROGRAMMING AT OBERWOLFACH PDF Author: Heinz König
Publisher:
ISBN: 9780720483000
Category :
Languages : en
Pages : 0

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Mathematical Programming at Oberwolfach II

Mathematical Programming at Oberwolfach II PDF Author: M. L. Balinski
Publisher: North Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 268

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Mathematical Programming at Oberwolfach II

Mathematical Programming at Oberwolfach II PDF Author: Bernhard H. Korte
Publisher:
ISBN: 9780044876915
Category : Mathematical optimization
Languages : en
Pages : 0

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Mathematical programming at Oberwolfach. [1]

Mathematical programming at Oberwolfach. [1] PDF Author: Bernhard Korte
Publisher:
ISBN:
Category :
Languages : nl
Pages : 257

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Mathematical Programming Study

Mathematical Programming Study PDF Author: H. König
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Mathematical Programming at Oberwolfach, I

Mathematical Programming at Oberwolfach, I PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 257

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Mathematical Programming at Oberwolfach II

Mathematical Programming at Oberwolfach II PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Optimization and Operations Research

Optimization and Operations Research PDF Author: W. Oettli
Publisher: Springer Science & Business Media
ISBN: 3642463290
Category : Business & Economics
Languages : de
Pages : 310

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Book Description
The variable metric algorithm is widely recognised as one of the most efficient ways of solving the following problem:- Locate x* a local minimum point n ( 1) of f(x) x E R Considerable attention has been given to the study of the convergence prop- ties of this algorithm especially for the case where analytic expressions are avai- ble for the derivatives g. = af/ax. i 1 ••• n • (2) ~ ~ In particular we shall mention the results of Wolfe (1969) and Powell (1972), (1975). Wolfe established general conditions under which a descent algorithm will converge to a stationary point and Powell showed that two particular very efficient algorithms that cannot be shown to satisfy \,olfe's conditions do in fact converge to the minimum of convex functions under certain conditions. These results will be st- ed more completely in Section 2. In most practical problems analytic expressions for the gradient vector g (Equ. 2) are not available and numerical derivatives are subject to truncation error. In Section 3 we shall consider the effects of these errors on Wolfe's convergent prop- ties and will discuss possible modifications of the algorithms to make them reliable in these circumstances. The effects of rounding error are considered in Section 4, whilst in Section 5 these thoughts are extended to include the case of on-line fu- tion minimisation where each function evaluation is subject to random noise.

Introduction to Mathematical Programming

Introduction to Mathematical Programming PDF Author: N. K. Kwak
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 376

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Book Description
This text presents current and classical mathematical programming techniques at an introductory level. It provides case problems to stimulate interest and is aimed for undergraduate courses in management science, operations and decision research, and applied mathematics.