Linear Programming and Generalizations

Linear Programming and Generalizations PDF Author: Eric V. Denardo
Publisher: Springer Science & Business Media
ISBN: 1441964916
Category : Business & Economics
Languages : en
Pages : 667

Get Book Here

Book Description
This book on constrained optimization is novel in that it fuses these themes: • use examples to introduce general ideas; • engage the student in spreadsheet computation; • survey the uses of constrained optimization;. • investigate game theory and nonlinear optimization, • link the subject to economic reasoning, and • present the requisite mathematics. Blending these themes makes constrained optimization more accessible and more valuable. It stimulates the student’s interest, quickens the learning process, reveals connections to several academic and professional fields, and deepens the student’s grasp of the relevant mathematics. The book is designed for use in courses that focus on the applications of constrained optimization, in courses that emphasize the theory, and in courses that link the subject to economics.

Linear Programming and Generalizations

Linear Programming and Generalizations PDF Author: Eric V. Denardo
Publisher: Springer Science & Business Media
ISBN: 1441964916
Category : Business & Economics
Languages : en
Pages : 667

Get Book Here

Book Description
This book on constrained optimization is novel in that it fuses these themes: • use examples to introduce general ideas; • engage the student in spreadsheet computation; • survey the uses of constrained optimization;. • investigate game theory and nonlinear optimization, • link the subject to economic reasoning, and • present the requisite mathematics. Blending these themes makes constrained optimization more accessible and more valuable. It stimulates the student’s interest, quickens the learning process, reveals connections to several academic and professional fields, and deepens the student’s grasp of the relevant mathematics. The book is designed for use in courses that focus on the applications of constrained optimization, in courses that emphasize the theory, and in courses that link the subject to economics.

Convex Optimization

Convex Optimization PDF Author: Stephen P. Boyd
Publisher: Cambridge University Press
ISBN: 9780521833783
Category : Business & Economics
Languages : en
Pages : 744

Get Book Here

Book Description
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

SOFSEM '98: Theory and Practice of Informatics

SOFSEM '98: Theory and Practice of Informatics PDF Author: Branislav Rovan
Publisher: Springer
ISBN: 3540494774
Category : Computers
Languages : en
Pages : 465

Get Book Here

Book Description
This book constitutes the proceedings of the 25th Seminar on Current Trends in Theory and Practice of Informatics, SOFSEM'98, held in Jasna, Slovakia, in November 1998. The volume presents 19 invited survey articles by internationally well-known authorities together with 18 revised full research papers carefully reviewed and selected for inclusion in the book. The areas covered include history of models of computation, algorithms, formal methods, practical aspects of software engineering, database systems, parallel and distributed systems, electronic commerce, and electronic documents and digital libraries.

Theory of Convex Programming

Theory of Convex Programming PDF Author: E. G. Golstein
Publisher: American Mathematical Soc.
ISBN: 9780821886625
Category : Mathematics
Languages : en
Pages : 68

Get Book Here

Book Description


Iterative Methods in Combinatorial Optimization

Iterative Methods in Combinatorial Optimization PDF Author: Lap Chi Lau
Publisher: Cambridge University Press
ISBN: 1139499394
Category : Computers
Languages : en
Pages : 255

Get Book Here

Book Description
With the advent of approximation algorithms for NP-hard combinatorial optimization problems, several techniques from exact optimization such as the primal-dual method have proven their staying power and versatility. This book describes a simple and powerful method that is iterative in essence and similarly useful in a variety of settings for exact and approximate optimization. The authors highlight the commonality and uses of this method to prove a variety of classical polyhedral results on matchings, trees, matroids and flows. The presentation style is elementary enough to be accessible to anyone with exposure to basic linear algebra and graph theory, making the book suitable for introductory courses in combinatorial optimization at the upper undergraduate and beginning graduate levels. Discussions of advanced applications illustrate their potential for future application in research in approximation algorithms.

Dynamic Programming

Dynamic Programming PDF Author: Eric V. Denardo
Publisher: Courier Corporation
ISBN: 0486150852
Category : Mathematics
Languages : en
Pages : 240

Get Book Here

Book Description
Designed both for those who seek an acquaintance with dynamic programming and for those wishing to become experts, this text is accessible to anyone who's taken a course in operations research. It starts with a basic introduction to sequential decision processes and proceeds to the use of dynamic programming in studying models of resource allocation. Subsequent topics include methods for approximating solutions of control problems in continuous time, production control, decision-making in the face of an uncertain future, and inventory control models. The final chapter introduces sequential decision processes that lack fixed planning horizons, and the supplementary chapters treat data structures and the basic properties of convex functions. 1982 edition. Preface to the Dover Edition.

Convexity and Optimization in Finite Dimensions I

Convexity and Optimization in Finite Dimensions I PDF Author: Josef Stoer
Publisher: Springer Science & Business Media
ISBN: 3642462162
Category : Mathematics
Languages : en
Pages : 306

Get Book Here

Book Description
Dantzig's development of linear programming into one of the most applicable optimization techniques has spread interest in the algebra of linear inequalities, the geometry of polyhedra, the topology of convex sets, and the analysis of convex functions. It is the goal of this volume to provide a synopsis of these topics, and thereby the theoretical back ground for the arithmetic of convex optimization to be treated in a sub sequent volume. The exposition of each chapter is essentially independent, and attempts to reflect a specific style of mathematical reasoning. The emphasis lies on linear and convex duality theory, as initiated by Gale, Kuhn and Tucker, Fenchel, and v. Neumann, because it represents the theoretical development whose impact on modern optimi zation techniques has been the most pronounced. Chapters 5 and 6 are devoted to two characteristic aspects of duality theory: conjugate functions or polarity on the one hand, and saddle points on the other. The Farkas lemma on linear inequalities and its generalizations, Motzkin's description of polyhedra, Minkowski's supporting plane theorem are indispensable elementary tools which are contained in chapters 1, 2 and 3, respectively. The treatment of extremal properties of polyhedra as well as of general convex sets is based on the far reaching work of Klee. Chapter 2 terminates with a description of Gale diagrams, a recently developed successful technique for exploring polyhedral structures.

Applications of Optimization with Xpress-MP

Applications of Optimization with Xpress-MP PDF Author: Christelle Guéret
Publisher: Twayne Publishers
ISBN: 9780954350307
Category : Linear programming
Languages : en
Pages : 349

Get Book Here

Book Description


Applied Integer Programming

Applied Integer Programming PDF Author: Der-San Chen
Publisher: John Wiley & Sons
ISBN: 1118210026
Category : Mathematics
Languages : en
Pages : 489

Get Book Here

Book Description
An accessible treatment of the modeling and solution of integer programming problems, featuring modern applications and software In order to fully comprehend the algorithms associated with integer programming, it is important to understand not only how algorithms work, but also why they work. Applied Integer Programming features a unique emphasis on this point, focusing on problem modeling and solution using commercial software. Taking an application-oriented approach, this book addresses the art and science of mathematical modeling related to the mixed integer programming (MIP) framework and discusses the algorithms and associated practices that enable those models to be solved most efficiently. The book begins with coverage of successful applications, systematic modeling procedures, typical model types, transformation of non-MIP models, combinatorial optimization problem models, and automatic preprocessing to obtain a better formulation. Subsequent chapters present algebraic and geometric basic concepts of linear programming theory and network flows needed for understanding integer programming. Finally, the book concludes with classical and modern solution approaches as well as the key components for building an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Throughout the book, the authors demonstrate essential concepts through numerous examples and figures. Each new concept or algorithm is accompanied by a numerical example, and, where applicable, graphics are used to draw together diverse problems or approaches into a unified whole. In addition, features of solution approaches found in today's commercial software are identified throughout the book. Thoroughly classroom-tested, Applied Integer Programming is an excellent book for integer programming courses at the upper-undergraduate and graduate levels. It also serves as a well-organized reference for professionals, software developers, and analysts who work in the fields of applied mathematics, computer science, operations research, management science, and engineering and use integer-programming techniques to model and solve real-world optimization problems.

Introduction to Linear Goal Programming

Introduction to Linear Goal Programming PDF Author: James P. Ignizio
Publisher: SAGE Publications, Incorporated
ISBN: 9780803925649
Category : Social Science
Languages : en
Pages : 96

Get Book Here

Book Description
Goal programming is one of the most widely used methodologies in operations research and management science, and encompasses most classes of multiple objective programming models. Ignizio provides a concise and lucid overview of (a) the linear goal programming model, (b) a computationally efficient algorithm for solution, (c) duality and sensitivity analysis and (d) extensions of the methodology to integer as well as non-linear models.