Linear And Nonlinear Programming

Author: David G. Luenberger
Publisher: Springer Science & Business Media
ISBN: 0387745033
Size: 34.86 MB
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This third edition of the classic textbook in Optimization has been fully revised and updated. It comprehensively covers modern theoretical insights in this crucial computing area, and will be required reading for analysts and operations researchers in a variety of fields. The book connects the purely analytical character of an optimization problem, and the behavior of algorithms used to solve it. Now, the third edition has been completely updated with recent Optimization Methods. The book also has a new co-author, Yinyu Ye of California’s Stanford University, who has written lots of extra material including some on Interior Point Methods.

Nonlinear Multiobjective Optimization

Author: Kaisa Miettinen
Publisher: Springer Science & Business Media
ISBN: 9780792382782
Size: 60.16 MB
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Nonlinear Multiobjective Optimization provides an extensive, up-to-date, self-contained and consistent survey and review of the literature and of the state of the art on nonlinear (deterministic) multiobjective optimization, its methods, its theory and its background. This book is intended for both researchers and students in the areas of (applied) mathematics, engineering, economics, operations research and management science; it is meant for both professionals and practitioners in many different fields of application. The intention is to provide a consistent summary that may help in selecting an appropriate method for the problem to be solved. The extensive bibliography will be of value to researchers.

Linear And Nonlinear Optimization

Author: Richard W. Cottle
Publisher: Springer
ISBN: 1493970550
Size: 63.23 MB
Format: PDF
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​This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided into two parts covering in their individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts. Each chapter ends with a set of exercises. The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University. It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details. This is an ideal book for teaching a one or two semester masters-level course in optimization – it broadly covers linear and nonlinear programming effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study." Professor Ilan Adler, IEOR Department, UC Berkeley "A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields." Michael P. Friedlander, IBM Professor of Computer Science, Professor of Mathematics, University of British Columbia

Linear Programming

Author: Robert J Vanderbei
Publisher: Springer Science & Business Media
ISBN: 1475756623
Size: 51.88 MB
Format: PDF, Kindle
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This book provides an introduction to optimization. It details constrained optimization, beginning with a substantial treatment of linear programming and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Coverage underscores the purpose of optimization: to solve practical problems on a computer. C programs that implement the major algorithms and JAVA tools are available online.

Multiobjective Linear Programming

Author: Dinh The Luc
Publisher: Springer
ISBN: 3319210912
Size: 28.64 MB
Format: PDF, ePub
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This book introduces the reader to the field of multiobjective optimization through problems with simple structures, namely those in which the objective function and constraints are linear. Fundamental notions as well as state-of-the-art advances are presented in a comprehensive way and illustrated with the help of numerous examples. Three of the most popular methods for solving multiobjective linear problems are explained, and exercises are provided at the end of each chapter, helping students to grasp and apply key concepts and methods to more complex problems. The book was motivated by the fact that the majority of the practical problems we encounter in management science, engineering or operations research involve conflicting criteria and therefore it is more convenient to formulate them as multicriteria optimization models, the solution concepts and methods of which cannot be treated using traditional mathematical programming approaches.

Continuous Nonlinear Optimization For Engineering Applications In Gams Technology

Author: Neculai Andrei
Publisher: Springer
ISBN: 3319583565
Size: 40.82 MB
Format: PDF
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This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications. Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical optimization models, is introduced to model and solve continuous nonlinear optimization applications. More than 15 real nonlinear optimization applications in algebraic and GAMS representation are presented which are used to illustrate the performances of the algorithms described in this book. Theoretical and computational results, methods, and techniques effective for solving nonlinear optimization problems, are detailed through the algorithms MINOS, KNITRO, CONOPT, SNOPT and IPOPT which work in GAMS technology.

Recent Advances In Soft Computing

Author: Radek Matoušek
Publisher: Springer
ISBN: 3319580884
Size: 15.52 MB
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This proceeding book contains a collection of selected accepted papers of the Mendel conference held in Brno, Czech Republic in June 2016. The proceedings book contains three chapters which present recent advances in soft computing including intelligent image processing. The Mendel conference was established in 1995 and is named after the scientist and Augustinian priest Gregor J. Mendel who discovered the famous Laws of Heredity. The main aim of the conference is to create a regular possibility for students, academics and researchers to exchange ideas and novel research methods on a yearly basis.

Feasibility And Infeasibility In Optimization

Author: John W. Chinneck
Publisher: Springer Science & Business Media
ISBN: 0387749322
Size: 55.69 MB
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Written by a world leader in the field and aimed at researchers in applied and engineering sciences, this brilliant text has as its main goal imparting an understanding of the methods so that practitioners can make immediate use of existing algorithms and software, and so that researchers can extend the state of the art and find new applications. It includes algorithms on seeking feasibility and analyzing infeasibility, as well as describing new and surprising applications.

Military Operations Research

Author: N.K. Jaiswal
Publisher: Springer Science & Business Media
ISBN: 1461562759
Size: 42.77 MB
Format: PDF
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Operations Research (OR) emerged in an effort to improve the effectiveness of newly inducted weapons and equipment during World War II. While rapid growth ofOR led to its becoming an important aid to decision making in all sectors including defense, its contribution in defense remained largely confined to classified reports. Very few books dealing with applications of quantitative decision making techniques in military have been published presumably due to limited availability ofrelevant information. The situation changed rapidly during the last few years. The recognition of the subject of Military Operations Research (MOR) gave tremendous boost to its development. Books and journals on MOR started appearing. The number of sessions on MOR at national and international conferences also registered an increase. The volume of teaching, training and research activities in the field of MOR at military schools and non-military schools enhanced considerably. Military executives and commanders started taking increasing interest in getting scientific answers to questions pertaining to weapon acquisition, threat perception and quantification, assessment of damage or casualties, evaluation of chance of winning a battle, force mix, deployment and targeting of weapons against enemy targets, war games and scenario evaluation. Most of these problems were being tackled on the basis of intuition, judgment and experience or analysis under very simple assumptions. In an increasingly sophisticated and complex defense scenario resulting in advances in equipment and communications, the need for supplementing these practices by scientific research in MOR became imperative.

Mathematical Foundations For Signal Processing Communications And Networking

Author: Erchin Serpedin
Publisher: CRC Press
ISBN: 1439855137
Size: 24.60 MB
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Mathematical Foundations for Signal Processing, Communications, and Networking describes mathematical concepts and results important in the design, analysis, and optimization of signal processing algorithms, modern communication systems, and networks. Helping readers master key techniques and comprehend the current research literature, the book offers a comprehensive overview of methods and applications from linear algebra, numerical analysis, statistics, probability, stochastic processes, and optimization. From basic transforms to Monte Carlo simulation to linear programming, the text covers a broad range of mathematical techniques essential to understanding the concepts and results in signal processing, telecommunications, and networking. Along with discussing mathematical theory, each self-contained chapter presents examples that illustrate the use of various mathematical concepts to solve different applications. Each chapter also includes a set of homework exercises and readings for additional study. This text helps readers understand fundamental and advanced results as well as recent research trends in the interrelated fields of signal processing, telecommunications, and networking. It provides all the necessary mathematical background to prepare students for more advanced courses and train specialists working in these areas.