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Author : Kun-hai Chiu
Publisher :
ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.:/5 (128 download)
Download or read book A Survey of Deterministic Mathematical Programming Problems written by Kun-hai Chiu and published by . This book was released on 1969 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David J. Rader
Publisher : John Wiley & Sons
ISBN 13 : 1118627350
Total Pages : 631 pages
Book Rating : 4.1/5 (186 download)
Download or read book Deterministic Operations Research written by David J. Rader and published by John Wiley & Sons. This book was released on 2013-06-07 with total page 631 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations research: modeling real-world problems as linear optimization problem; designing the necessary algorithms to solve these problems; and using mathematical theory to justify algorithmic development. Treating real-world examples as mathematical problems, the author begins with an introduction to operations research and optimization modeling that includes applications form sports scheduling an the airline industry. Subsequent chapters discuss algorithm design for continuous linear optimization problems, covering topics such as convexity. Farkas’ Lemma, and the study of polyhedral before culminating in a discussion of the Simplex Method. The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method. Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm. The final chapters present network optimization and integer programming problems, highlighting various specialized topics including label-correcting algorithms for the shortest path problem, preprocessing and probing in integer programming, lifting of valid inequalities, and branch and cut algorithms. Concepts and approaches are introduced by outlining examples that demonstrate and motivate theoretical concepts. The accessible presentation of advanced ideas makes core aspects easy to understand and encourages readers to understand how to think about the problem, not just what to think. Relevant historical summaries can be found throughout the book, and each chapter is designed as the continuation of the “story” of how to both model and solve optimization problems by using the specific problems-linear and integer programs-as guides. The book’s various examples are accompanied by the appropriate models and calculations, and a related Web site features these models along with MapleTM and MATLAB® content for the discussed calculations. Thoroughly class-tested to ensure a straightforward, hands-on approach, Deterministic Operations Research is an excellent book for operations research of linear optimization courses at the upper-undergraduate and graduate levels. It also serves as an insightful reference for individuals working in the fields of mathematics, engineering, computer science, and operations research who use and design algorithms to solve problem in their everyday work.
Author : Andreĭ Ivanovich Kibzun
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.F/5 ( download)
Download or read book Stochastic Programming Problems with Probability and Quantile Functions written by Andreĭ Ivanovich Kibzun and published by John Wiley & Sons. This book was released on 1996-08-06 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, urban structures, automaton theory, operational research and industry. The more definite concept of a large-scale system is implicit in these applications, but is particularly evident in fields such as the study of communication networks, computer networks and neural networks. The Wiley-Interscience Series in Systems and Optimization has been established to serve the needs of researchers in these rapidly developing fields. It is intended for works concerned with developments in quantitative systems theory, applications of such theory in areas of interest, or associated methodology. Of related interest Stochastic Programming Peter Kall, University of Zurich, Switzerland and Stein W. Wallace, University of Trondheim, Norway Stochastic Programming is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources. After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming.
Author : Michael Jünger
Publisher : Springer Science & Business Media
ISBN 13 : 3540428771
Total Pages : 317 pages
Book Rating : 4.5/5 (44 download)
Download or read book Computational Combinatorial Optimization written by Michael Jünger and published by Springer Science & Business Media. This book was released on 2001-11-21 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This tutorial contains written versions of seven lectures on Computational Combinatorial Optimization given by leading members of the optimization community. The lectures introduce modern combinatorial optimization techniques, with an emphasis on branch and cut algorithms and Lagrangian relaxation approaches. Polyhedral combinatorics as the mathematical backbone of successful algorithms are covered from many perspectives, in particular, polyhedral projection and lifting techniques and the importance of modeling are extensively discussed. Applications to prominent combinatorial optimization problems, e.g., in production and transport planning, are treated in many places; in particular, the book contains a state-of-the-art account of the most successful techniques for solving the traveling salesman problem to optimality.
Author : John R. Birge
Publisher : Springer Science & Business Media
ISBN 13 : 1461402379
Total Pages : 500 pages
Book Rating : 4.4/5 (614 download)
Download or read book Introduction to Stochastic Programming written by John R. Birge and published by Springer Science & Business Media. This book was released on 2011-06-15 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)
Author : Panos M. Pardalos
Publisher : Springer
ISBN 13 : 3319299751
Total Pages : 300 pages
Book Rating : 4.3/5 (192 download)
Download or read book Advances in Stochastic and Deterministic Global Optimization written by Panos M. Pardalos and published by Springer. This book was released on 2016-11-04 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book. This volume is dedicated to the 70th birthday of Antanas Žilinskas who is a leading world expert in global optimization. Professor Žilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and multiple objectives, and application of algorithms for solving real-world practical problems.
Author : Yuping Huang
Publisher : Springer
ISBN 13 : 1493967681
Total Pages : 98 pages
Book Rating : 4.4/5 (939 download)
Download or read book Electrical Power Unit Commitment written by Yuping Huang and published by Springer. This book was released on 2017-01-13 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the SpringerBriefs in Energy series offers a systematic review of unit commitment (UC) problems in electrical power generation. It updates texts written in the late 1990s and early 2000s by including the fundamentals of both UC and state-of-the-art modeling as well as solution algorithms and highlighting stochastic models and mixed-integer programming techniques. The UC problems are mostly formulated as mixed-integer linear programs, although there are many variants. A number of algorithms have been developed for, or applied to, UC problems, including dynamic programming, Lagrangian relaxation, general mixed-integer programming algorithms, and Benders decomposition. In addition the book discusses the recent trends in solving UC problems, especially stochastic programming models, and advanced techniques to handle large numbers of integer- decision variables due to scenario propagation
Author : H. Paul Williams
Publisher : John Wiley & Sons
ISBN 13 : 1118506189
Total Pages : 432 pages
Book Rating : 4.1/5 (185 download)
Download or read book Model Building in Mathematical Programming written by H. Paul Williams and published by John Wiley & Sons. This book was released on 2013-01-18 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 5th edition of Model Building in Mathematical Programmingdiscusses the general principles of model building in mathematicalprogramming and demonstrates how they can be applied by usingseveral simplified but practical problems from widely differentcontexts. Suggested formulations and solutions are given togetherwith some computational experience to give the reader a feel forthe computational difficulty of solving that particular type ofmodel. Furthermore, this book illustrates the scope and limitationsof mathematical programming, and shows how it can be applied toreal situations. By emphasizing the importance of the building andinterpreting of models rather than the solution process, the authorattempts to fill a gap left by the many works which concentrate onthe algorithmic side of the subject. In this article, H.P. Williams explains his originalmotivation and objectives in writing the book, how it has beenmodified and updated over the years, what is new in this editionand why it has maintained its relevance and popularity over theyears: ahref="http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html"http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html/a
Author : Yaroslav D. Sergeyev
Publisher : Springer
ISBN 13 : 1493971999
Total Pages : 143 pages
Book Rating : 4.4/5 (939 download)
Download or read book Deterministic Global Optimization written by Yaroslav D. Sergeyev and published by Springer. This book was released on 2017-06-16 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and functions having the first Lipschitz derivatives defined over hyperintervals are examined. A class of algorithms using several Lipschitz constants is introduced which has its origins in the DIRECT (DIviding RECTangles) method. This new class is based on an efficient strategy that is applied for the search domain partitioning. In addition a survey on derivative free methods and methods using the first derivatives is given for both one-dimensional and multi-dimensional cases. Non-smooth and smooth minorants and acceleration techniques that can speed up several classes of global optimization methods with examples of applications and problems arising in numerical testing of global optimization algorithms are discussed. Theoretical considerations are illustrated through engineering applications. Extensive numerical testing of algorithms described in this book stretches the likelihood of establishing a link between mathematicians and practitioners. The authors conclude by describing applications and a generator of random classes of test functions with known local and global minima that is used in more than 40 countries of the world. This title serves as a starting point for students, researchers, engineers, and other professionals in operations research, management science, computer science, engineering, economics, environmental sciences, industrial and applied mathematics to obtain an overview of deterministic global optimization.
Author : M.A. Dempster
Publisher : Springer Science & Business Media
ISBN 13 : 9400978014
Total Pages : 418 pages
Book Rating : 4.4/5 (9 download)
Download or read book Deterministic and Stochastic Scheduling written by M.A. Dempster and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.
Author : Shi-Yu Huang
Publisher : Springer Science & Business Media
ISBN 13 : 940092111X
Total Pages : 425 pages
Book Rating : 4.4/5 (9 download)
Download or read book Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty written by Shi-Yu Huang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations Research is a field whose major contribution has been to propose a rigorous fonnulation of often ill-defmed problems pertaining to the organization or the design of large scale systems, such as resource allocation problems, scheduling and the like. While this effort did help a lot in understanding the nature of these problems, the mathematical models have proved only partially satisfactory due to the difficulty in gathering precise data, and in formulating objective functions that reflect the multi-faceted notion of optimal solution according to human experts. In this respect linear programming is a typical example of impressive achievement of Operations Research, that in its detenninistic fonn is not always adapted to real world decision-making : everything must be expressed in tenns of linear constraints ; yet the coefficients that appear in these constraints may not be so well-defined, either because their value depends upon other parameters (not accounted for in the model) or because they cannot be precisely assessed, and only qualitative estimates of these coefficients are available. Similarly the best solution to a linear programming problem may be more a matter of compromise between various criteria rather than just minimizing or maximizing a linear objective function. Lastly the constraints, expressed by equalities or inequalities between linear expressions, are often softer in reality that what their mathematical expression might let us believe, and infeasibility as detected by the linear programming techniques can often been coped with by making trade-offs with the real world.
Author : Debasis Giri
Publisher : Springer Nature
ISBN 13 : 9811554110
Total Pages : 281 pages
Book Rating : 4.8/5 (115 download)
Download or read book Proceedings of the Fifth International Conference on Mathematics and Computing written by Debasis Giri and published by Springer Nature. This book was released on 2020-11-25 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features selected papers from the 5th International Conference on Mathematics and Computing (ICMC 2019), organized by the School of Computer Engineering, Kalinga Institute of Industrial Technology Bhubaneswar, India, on February 6 – 9, 2019. Covering recent advances in the field of mathematics, statistics and scientific computing, the book presents innovative work by leading academics, researchers and experts from industry.
Author : A. Charnes
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (227 download)
Download or read book Solution Theorems in Probabilistic Programming: a Linear Programming Approach written by A. Charnes and published by . This book was released on 1967 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: For some years research on solution theorems in probabilistic programming has been dormant. The obvious consequences of formal similarities to deterministic mathematical programming problems had been rapidly exhausted by researchers. Currently, however, the deeper study which was taking place during the 'dormant period' has begun to produce results. On the one hand theorems characterizing optimal classes of stochastic decision rules for various general change-constrained problems have been obtained. On the other hand, a great amount of effort has been expended on the special class of problems called linear programming problems under uncertainty, usually 2-stage and under still more special assumptions. The general objective of these specializations has been to attain results and thereby to gain insight and technique to reapproach more fruitfully the more important and general but more recondite probabilistic programming problems. To this end, few abstractions or devices, from finite-dimensional Banach spaces to the Kakutani fixed-point theorem appear to have gone untried, except, perhaps, the ancient one of study and correlation of the existent results of other researchers. It is the purpose of this paper to provide some such correlation and a redirection so that these simpler probabilistic programming problems may be overcome in all generality with new, simpler methods which offer some promise of extension to the more involved chance constrained (and other probabilistic) models.
Author : Alexander Shapiro
Publisher : SIAM
ISBN 13 : 0898718759
Total Pages : 447 pages
Book Rating : 4.8/5 (987 download)
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Author : A. Bachem
Publisher : Springer Science & Business Media
ISBN 13 : 3642688748
Total Pages : 662 pages
Book Rating : 4.6/5 (426 download)
Download or read book Mathematical Programming The State of the Art written by A. Bachem and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the late forties, Mathematical Programming became a scientific discipline in its own right. Since then it has experienced a tremendous growth. Beginning with economic and military applications, it is now among the most important fields of applied mathematics with extensive use in engineering, natural sciences, economics, and biological sciences. The lively activity in this area is demonstrated by the fact that as early as 1949 the first "Symposium on Mathe matical Programming" took place in Chicago. Since then mathematical programmers from all over the world have gath ered at the intfrnational symposia of the Mathematical Programming Society roughly every three years to present their recent research, to exchange ideas with their colleagues and to learn about the latest developments in their own and related fields. In 1982, the XI. International Symposium on Mathematical Programming was held at the University of Bonn, W. Germany, from August 23 to 27. It was organized by the Institut fUr Okonometrie und Operations Re search of the University of Bonn in collaboration with the Sonderforschungs bereich 21 of the Deutsche Forschungsgemeinschaft. This volume constitutes part of the outgrowth of this symposium and docu ments its scientific activities. Part I of the book contains information about the symposium, welcoming addresses, lists of committees and sponsors and a brief review about the Ful kerson Prize and the Dantzig Prize which were awarded during the opening ceremony.
Author : András Prékopa
Publisher :
ISBN 13 :
Total Pages : 600 pages
Book Rating : 4.3/5 (91 download)
Download or read book Survey of Mathematical Programming written by András Prékopa and published by . This book was released on 1979 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : V. Jeyakumar
Publisher : Springer Science & Business Media
ISBN 13 : 9780387267692
Total Pages : 476 pages
Book Rating : 4.2/5 (676 download)
Download or read book Continuous Optimization written by V. Jeyakumar and published by Springer Science & Business Media. This book was released on 2005-08-10 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: The search for the best possible performance is inherent in human nature. Individuals, enterprises and governments all seek optimal—that is, the best—possible solutions of problems that they meet. Evidently, continuous optimization plays an increasingly significant role in everyday management and technical decisions in science, engineering and commerce. The collection of 16 refereed papers in this book covers a diverse number of topics and provides a good picture of recent research in continuous optimization. The first part of the book presents substantive survey articles in a number of important topic areas of continuous optimization. Most of the papers in the second part present results on the theoretical aspects as well as numerical methods of continuous optimization. The papers in the third part are mainly concerned with applications of continuous optimization. Hence, the book will be an additional valuable source of information to faculty, students, and researchers who use continuous optimization to model and solve problems. Audience This book is intended for researchers in mathematical programming, optimization and operations research; engineers in various fields; and graduate students in applied mathematics, engineering and operations research.
