Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

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...

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...

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...

"Mathematical Optimization and Economic Analysis" is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopment analysis. Through a systematic approach, this book demonstrates the usefulness of these mathematical tools in quantitative and qualitative economic analysis.

The book presents specific examples to demonstrate each technique's advantages and applicability as well as numerous applications of these techniques to industrial economics, regulatory economics, trade...

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...

"Dynamics of Information Systems" presents state-of-the-art research explaining the importance of information in the evolution of a distributed or networked system. This book presents techniques for measuring the value or significance of information within the context of a system. Each chapter reveals a unique topic or perspective from experts in this exciting area of research.

This volume is intended for graduate students and researchers interested in the most recent developments in information theory and dynamical systems, as well as scientists in other fields interested in the...

Ce livre est une initiation aux approches modernes de l'optimisation mathematique de formes. On y developpe la methodologie ainsi que les outils d'analyse mathematique et de geometrie necessaires a l'etude des variations de domaines. On y trouve une etude systematique des questions geometriques associees a l'operateur de Laplace, de la capacite classique, de la derivation par rapport a une forme, ainsi qu'un FAQ sur les topologies usuelles sur les domaines et sur les proprietes geometriques des formes optimales avec ce qui se passe quand elles n'existent pas, le tout avec une importante...

During the last four decades there has been a remarkable development in optimization and optimal control. Due to its wide variety of applications, many scientists and researchers have paid attention to fields of optimization and optimal control. A huge number of new theoretical, algorithmic, and computational results have been observed in the last few years. This book gives the latest advances, and due to the rapid development of these fields, there are no other recent publications on the same topics.

Key features:

Provides a collection of selected contributions giving a...

Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science.

This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a...