Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

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...

Constrained optimization models are core tools in business, science, government, and the military with applications including airline scheduling, control of petroleum refining operations, investment decisions, and many others. Constrained optimization models have grown immensely in scale and complexity in recent years as inexpensive computing power has become widely available. Models now frequently have many complicated interacting constraints, giving rise to a host of issues related to feasibility and infeasibility. For example, it is sometimes difficult to find any feasible point at all...

Local search has been applied successfully to a diverse collection of optimization problems. It's appreciated for its basic conceptual foundation, its general applicability, and its power to serve as a source for new search paradigms. The typical characteristics of combinatorial optimization problems to which local search can be applied, its relation to complexity theory, and the combination with randomized search features have led to a wealth of interesting theoretical results. However, these results are scattered throughout the literature.

This is the first book that presents a...