Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

To this reviewer s knowledge, this is the first book accessible to the upper division undergraduate or beginning graduate student that surveys linear programming from the Simplex Method via the Ellipsoid algorithm to Karmarkar s algorithm. Moreover, its point of view is algorithmic and thus it provides both a history and a case history of work in complexity theory. The presentation is admirable; Karloff's style is informal (even humorous at times) without sacrificing anything necessary for understanding. Diagrams (including horizontal brackets that group terms) aid in providing...

In 1958, Ralph E. Gomory transformed the field of integer programming when he published a short paper that described his cutting-plane algorithm for pure integer programs and announced that the method could be refined to give a finite algorithm for integer programming. In January of 2008, to commemorate the anniversary of Gomory's seminal paper, a special session celebrating fifty years of integer programming was held in Aussois, France, as part of the 12th Combinatorial Optimization Workshop. This book is based on the material presented during this session.

50 Years of Integer...

This book is motivated by stimulating problems in contact mechanics, emphasizing antiplane frictional contact with linearly elastic and viscoelastic materials. It focuses on the essentials with respect to the qualitative aspects of several classes of variational inequalities (VIs). Clearly presented, easy to follow, and well-referenced, this work treats almost entirely VIs of the second kind, with much of the material being state-of-the-art.

This book aims to bridge the gap between operations research and mathematical optimization research from the academic arena with industrial practice. The scope of much of the research in this book was suggested by contributors' industrial partners. Several topics are covered, including:

- Enterprise-Wide Optimization,
- Transportation & Logistics,
- Distribution Networks,
- Operation and Process Scheduling,
- Planning & Long Term Investment,
- Simulation-Optimization,
- Optimization Under Uncertainty,
- Advances in Optimization Models and...

Helps Students Understand Mathematical Programming Principles and Solve Real-World Applications

Supplies enough mathematical rigor yet accessible enough for undergraduates
Integrating a hands-on learning approach, a strong linear algebra focus, Maple software, and real-world applications, Linear and Nonlinear Programming with Maple : An Interactive, Applications-Based Approach introduces undergraduate students to the mathematical concepts and principles underlying linear and nonlinear programming. This text fills the gap between...

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...

Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also...