Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

The book introduces the key ideas behind practical nonlinear optimization. Computational finance an increasingly popular area of mathematics degree programs is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material which occupies about one-third of the text is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performance...

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...

"Conception optimale des structures" est une introduction a la conception optimale de structures, appelee aussi optimisation de formes. Il est principalement destine a un public mixte de mathematiciens appliques et de mecaniciens que relient un meme interet pour les applications numeriques. Il traite de tous les aspects de l'optimisation de formes, parametrique, geometrique et topologique, et fait une large place aux algorithmes numeriques, methodes de gradient et methodes stochastiques (avec une contribution originale de Marc Schoenauer pour ce dernier point). En particulier, la plupart...

Le but de ce livre est de donner une introduction aux methodes de Monte-Carlo orientee vers la resolution des equations aux derivees partielles. Apres des rappels sur les techniques de simulation, de reduction de variance et de suites a discrepance faible, les auteurs traitent en detail le cas des equations de transport, de l'equation de Boltzmann et des equations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aleatoires associees et discutent les techniques d'implementation.

Award-winning monograph of the Ferran Sunyer i Balaguer Prize 2004.

This book studies regularity properties of Mumford-Shah minimizers. The Mumford-Shah functional was introduced in the 1980s as a tool for automatic image segmentation, but its study gave rise to many interesting questions of analysis and geometric measure theory. The main object under scrutiny is a free boundary K where the minimizer may have jumps. The book presents an extensive description of the known regularity properties of the singular sets K, and the techniques to get them. Some time is spent on the C...