In 1984, N. Karmarkar published a seminal paper on algorithmic linear programming. During the subsequent decade, it stimulated a huge outpouring of new algorithmic results by researchers world-wide in many areas of mathematical programming and numerical computation. This book gives an overview of the resulting, dramatic reorganization that has occurred in one of these areas: algorithmic differentiable optimization and equation-solving, or, more simply, algorithmic differentiable programming. The book is aimed at readers familiar with advanced calculus, numerical analysis, in particular...

DLP denotes a dynamic-linear modeling and optimization approach to computational decision support for resource planning problems that arise, typically, within the natural resource sciences and the disciplines of operations research and operational engineering. It integrates techniques of dynamic programming (DP) and linear programming (LP) and can be realized in an immediate, practical and usable way. Simultaneously DLP connotes a broad and very general modeling/ algorithmic concept that has numerous areas of application and possibilities for extension. Two motivating examples provide a...

In 1984, N. Karmarkar published a seminal paper on algorithmic linear programming. During the subsequent decade, it stimulated a huge outpouring of new algorithmic results by researchers world-wide in many areas of mathematical programming and numerical computation. This book gives an overview of the resulting, dramatic reorganization that has occurred in one of these areas: algorithmic differentiable optimization and equation-solving, or, more simply, algorithmic differentiable programming. The book is aimed at readers familiar with advanced calculus, numerical analysis, in particular...