Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

An in-depth overview of polyhedral methods and efficient algorithms in combinatorial optimization. These methods form a broad, coherent and powerful kernel in combinatorial optimization, with strong links to discrete mathematics, mathematical programming and computer science. In eight parts, various areas are treated, each starting with an elementary introduction to the area, with short, elegant proofs of the principal results, and each evolving to the more advanced methods and results, with full proofs of some of the deepest theorems in the area. Over 4000 references to further research...

Many advances have recently been made in metaheuristic methods, from theory to applications. The editors, both leading experts in this field, have assembled a team of researchers to contribute 21 chapters organized into parts on simulated annealing, tabu search, ant colony algorithms, general purpose studies of evolutionary algorithms, applications of evolutionary algorithms, and metaheuristics.

Ce livre presente les differents aspects et methodes utilises dans la resolution des problemes d'optimisation stochastique avec en vue des applications plus specifiques a la finance. Il expose graduellement les methodes mathematiques en presentant d'abord les idees intuitives, puis en enoncant precisement les resultats avec des demonstrations completes et detaillees. Chacune des methodes est illustree sur de nombreux exemples issus de la finance."

The...

Computer Science and Operations Research continue to have a synergistic relationship and this book represents the results of the cross-fertilization between OR/MS and CS/AI. It is this interface of OR/CS that makes possible advances that could not have been achieved in isolation. Taken collectively, these articles are indicative of the state of the art in the interface between OR/MS and CS/AI and of the high-caliber research being conducted by members of the INFORMS Computing Society.

A classical problem in the calculus of variations is the investigation of critical points of functionals {cal L} on normed spaces V. The present work addresses the question: Under what conditions on the functional {cal L} and the underlying space V does {cal L} have at most one critical point?

A sufficient condition for uniqueness is given: the presence of a "variational sub-symmetry," i.e., a one-parameter group G of transformations of V, which strictly reduces the values of {cal L}. The "method of transformation groups" is applied to...

This volume provides the texts of lectures given by L. Ambrosio, L. Caffarelli, M. Crandall, L.C. Evans, N. Fusco at the Summer course held in Cetraro, Italy in 2005. These are introductory reports on current research by world leaders in the fields of calculus of variations and partial differential equations. Coverage includes transport equations for nonsmooth vector fields, viscosity methods for the infinite Laplacian, and geometrical aspects of symmetrization.