Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

Fundamentals and important results of vector optimization in a general setting are presented in this book. The theory developed includes scalarization, existence theorems, a generalized Lagrange multiplier rule and duality results. Applications to vector approximation, cooperative game theory and multiobjective optimization are described. The theory is extended to set optimization with particular emphasis on contingent epiderivatives, subgradients and optimality conditions. Background material of convex analysis being necessary is concisely summarized at the beginning.

This second...

This book is the only source that provides comprehensive, current, and correct information on problem solving using modern heuristics. It covers classic methods of optimization, including dynamic programming, the simplex method, and gradient techniques, as well as recent innovations such as simulated annealing, tabu search, and evolutionary computation. Integrated into the discourse is a series of problems and puzzles to challenge the reader. The book is written in a lively, engaging style and is intended for students and practitioners alike. Anyone who reads and understands the material...

This book offers a systematic presentation of up-to-date material scattered throughout the literature from the methodology point of view. It reviews the basic theories and methods, with many interesting problems in partial and ordinary differential equations, differential geometry and mathematical physics as applications, and provides the necessary preparation for almost all important aspects in contemporary studies. All methods are illustrated by carefully chosen examples from mechanics, physics, engineering and geometry.

This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques. The first part addresses optimisation problems and decision modeling, plus applications of supply chain and worst-case modeling and advances in methodological aspects of optimisation techniques. The second part covers optimisation heuristics, filtering, signal extraction and time series models. The final part discusses optimisation in portfolio selection and real option modeling.

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.

* Provides a broad overview of modeling approaches and solution methodologies for addressing inventory problems, particularly the management of high cost, low demand rate service parts found in multi-echelon settings

* The text may be used in a variety of courses for first-year graduate students or senior undergraduates, or as a reference for researchers and practitioners

* A background in stochastic processes and optimization is assumed

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.

Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics,...

Operations Research is the application of scientific models, mathematical and statistical ones, to decision making problems, and PRINCIPLES OF MATHEMATICS IN OPERATIONS RESEARCH is a comprehensive survey of the mathematical concepts and principles of industrial mathematics. Its purpose is to provide students and professionals with an understanding of the fundamental mathematical principles used in Industrial Mathematics/OR in modeling problems and application solutions.

Over the past seven years, all the concepts presented in each chapter have undergone the learning...

Stability and Optimization of Structures: Generalized Sensitivity Analysis is the first book to address issues of structural optimization against nonlinear buckling. Through the investigation of imperfection sensitivity, worst imperfection and random imperfection based on concrete theoretical framework, it is shown that optimization against buckling does not necessarily produce an imperfection-sensitive structure.

This book offers the reader greater insight into optimization-based and computer-assisted stability design of finite-dimensional structures. Using the...

Network Science, Nonlinear Science and Infrastructure Systems has been written by leading scholars in these areas. Its express purpose is to develop common theoretical underpinnings to better solve modern infrastructural problems. It is felt by many who work in these fields that many modern communication problems, ranging from transportation networks to telecommunications, Internet, supply chains, etc., are fundamentally infrastructure problems. Moreover, these infrastructure problems would benefit greatly from a confluence of theoretical and methodological work done with the areas of...