Optimisation, Econometric and Financial Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 3540366261
Total Pages : 275 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Optimisation, Econometric and Financial Analysis by : Erricos Kontoghiorghes

Download or read book Optimisation, Econometric and Financial Analysis written by Erricos Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2007-05-17 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Approximation and Complexity in Numerical Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 1475731450
Total Pages : 597 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Approximation and Complexity in Numerical Optimization by : Panos M. Pardalos

Download or read book Approximation and Complexity in Numerical Optimization written by Panos M. Pardalos and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been much recent progress in approximation algorithms for nonconvex continuous and discrete problems from both a theoretical and a practical perspective. In discrete (or combinatorial) optimization many approaches have been developed recently that link the discrete universe to the continuous universe through geomet ric, analytic, and algebraic techniques. Such techniques include global optimization formulations, semidefinite programming, and spectral theory. As a result new ap proximate algorithms have been discovered and many new computational approaches have been developed. Similarly, for many continuous nonconvex optimization prob lems, new approximate algorithms have been developed based on semidefinite pro gramming and new randomization techniques. On the other hand, computational complexity, originating from the interactions between computer science and numeri cal optimization, is one of the major theories that have revolutionized the approach to solving optimization problems and to analyzing their intrinsic difficulty. The main focus of complexity is the study of whether existing algorithms are efficient for the solution of problems, and which problems are likely to be tractable. The quest for developing efficient algorithms leads also to elegant general approaches for solving optimization problems, and reveals surprising connections among problems and their solutions. A conference on Approximation and Complexity in Numerical Optimization: Con tinuous and Discrete Problems was held during February 28 to March 2, 1999 at the Center for Applied Optimization of the University of Florida.

Operations Research and Environmental Management

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Publisher : Springer Science & Business Media
ISBN 13 : 9400901291
Total Pages : 273 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Operations Research and Environmental Management by : Carlo Carraro

Download or read book Operations Research and Environmental Management written by Carlo Carraro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The activities of the Fondazione ENI Enrico Mattei cover a broad spectrum of research topics, ranging from economics to engineering, from environmen tal management at the industry or regional level to basic mathematical model ling research. It is the combination of the activities on these last two topics that led the Fondazione to organise, with the University of Geneva, a work shop where operation research tools were designed with the aim to provide national and local policy makers with appropriate analytical and policy instru ments for environmental management. In the recent past, attention has often been devoted to global environmen tal issues in which the level of policy making is either international, through multi-country agreements on emission control, or national, when environ mental policies are designed to control domestic pollution. Many environ mental problems, however, have a local or regional dimension. Even when their dimension is global, e. g. in the case of the greenhouse gas effect, relevant decisions on emission control, such as the adoption of energy saving utilities, are taken at the local level. In many countries, the current legislation imposes the local authorities to prepare plans and adopt measures to control energy consumption or to reduce waste of natural resources. It is therefore important to analyze the way in which local or regional authorities optimise their environmental management.

Integer Programming and Combinatorial Optimization

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Publisher : Springer Nature
ISBN 13 : 3031069013
Total Pages : 469 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Integer Programming and Combinatorial Optimization by : Karen Aardal

Download or read book Integer Programming and Combinatorial Optimization written by Karen Aardal and published by Springer Nature. This book was released on 2022-05-27 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 23rd International Conference on Integer Programming and Combinatorial Optimization, IPCO 2022, held in Eindhoven, The Netherlands, in June 2022. The 33 full papers presented were carefully reviewed and selected from 93 submissions addressing key techniques of document analysis. IPCO is under the auspices of the Mathematical Optimization Society, and it is an important forum for presenting the latest results of theory and practice of the various aspects of discrete optimization.

Management Science

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Publisher :
ISBN 13 :
Total Pages : 682 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Management Science by :

Download or read book Management Science written by and published by . This book was released on 2005-05 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.

Markov Processes and Controlled Markov Chains

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Publisher : Springer Science & Business Media
ISBN 13 : 146130265X
Total Pages : 501 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Markov Processes and Controlled Markov Chains by : Zhenting Hou

Download or read book Markov Processes and Controlled Markov Chains written by Zhenting Hou and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.

Numerical Nonsmooth Optimization

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Publisher : Springer Nature
ISBN 13 : 3030349101
Total Pages : 696 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis Numerical Nonsmooth Optimization by : Adil M. Bagirov

Download or read book Numerical Nonsmooth Optimization written by Adil M. Bagirov and published by Springer Nature. This book was released on 2020-02-28 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: Solving nonsmooth optimization (NSO) problems is critical in many practical applications and real-world modeling systems. The aim of this book is to survey various numerical methods for solving NSO problems and to provide an overview of the latest developments in the field. Experts from around the world share their perspectives on specific aspects of numerical NSO. The book is divided into four parts, the first of which considers general methods including subgradient, bundle and gradient sampling methods. In turn, the second focuses on methods that exploit the problem’s special structure, e.g. algorithms for nonsmooth DC programming, VU decomposition techniques, and algorithms for minimax and piecewise differentiable problems. The third part considers methods for special problems like multiobjective and mixed integer NSO, and problems involving inexact data, while the last part highlights the latest advancements in derivative-free NSO. Given its scope, the book is ideal for students attending courses on numerical nonsmooth optimization, for lecturers who teach optimization courses, and for practitioners who apply nonsmooth optimization methods in engineering, artificial intelligence, machine learning, and business. Furthermore, it can serve as a reference text for experts dealing with nonsmooth optimization.

Air Pollution XVII

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Publisher : WIT Press
ISBN 13 : 1845641957
Total Pages : 481 pages
Book Rating : 4.8/5 (456 download)

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Book Synopsis Air Pollution XVII by : C.A. Brebbia

Download or read book Air Pollution XVII written by C.A. Brebbia and published by WIT Press. This book was released on 2009-06-12 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: and Reduction." --Book Jacket.

Graph Theory and Combinatorial Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 0387255923
Total Pages : 273 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Graph Theory and Combinatorial Optimization by : David Avis

Download or read book Graph Theory and Combinatorial Optimization written by David Avis and published by Springer Science & Business Media. This book was released on 2005-12-06 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graph theory is very much tied to the geometric properties of optimization and combinatorial optimization. Moreover, graph theory's geometric properties are at the core of many research interests in operations research and applied mathematics. Its techniques have been used in solving many classical problems including maximum flow problems, independent set problems, and the traveling salesman problem. Graph Theory and Combinatorial Optimization explores the field's classical foundations and its developing theories, ideas and applications to new problems. The book examines the geometric properties of graph theory and its widening uses in combinatorial optimization theory and application. The field's leading researchers have contributed chapters in their areas of expertise.

Computational Combinatorial Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 3540428771
Total Pages : 317 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Computational Combinatorial Optimization by : Michael Jünger

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.

Operations Research Proceedings 2006

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Publisher : Springer Science & Business Media
ISBN 13 : 3540699953
Total Pages : 590 pages
Book Rating : 4.5/5 (46 download)

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Book Synopsis Operations Research Proceedings 2006 by : Karl-Heinz Waldmann

Download or read book Operations Research Proceedings 2006 written by Karl-Heinz Waldmann and published by Springer Science & Business Media. This book was released on 2007-08-11 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 held at the University of Karlsruhe. The symposium presented the state of the art in Operations Research and related areas in Economics, Mathematics, and Computer Science and demonstrated the broad applicability of its core themes, placing particular emphasis on Basel II, one of the most topical challenges of Operations Research.

System Modeling and Optimization XX

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Publisher : Springer
ISBN 13 : 0387356991
Total Pages : 334 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis System Modeling and Optimization XX by : E.W. Sachs

Download or read book System Modeling and Optimization XX written by E.W. Sachs and published by Springer. This book was released on 2013-03-14 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: System Modeling and Optimization XX deals with new developments in the areas of optimization, optimal control and system modeling. The themes range across various areas of optimization: continuous and discrete, numerical and analytical, finite and infinite dimensional, deterministic and stochastic, static and dynamic, theory and applications, foundations and case studies. Besides some classical topics, modern areas are also presented in the contributions, including robust optimization, filter methods, optimization of power networks, data mining and risk control. This volume contains invited and selected papers from presentations at the 20th IFIP TC7 Conference on System Modeling and Optimization, which took place at the University of Trier, Germany from July 23 to 27, 2001, and which was sponsored by the International Federation for Information Processing (IFIP).

Opportunities in 5G Networks

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Publisher : CRC Press
ISBN 13 : 1498739555
Total Pages : 561 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Opportunities in 5G Networks by : Fei Hu

Download or read book Opportunities in 5G Networks written by Fei Hu and published by CRC Press. This book was released on 2016-03-30 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: Opportunities in 5G Networks: A Research and Development Perspective uniquely focuses on the R&D technical design of 5th-generation (5G) networks. It is written and edited by researchers and engineers who are world-renown experts in the design of 5G networks. The book consists of four sections: The first section explains what 5G is, what its re

Energy and Sustainability II

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Publisher : WIT Press
ISBN 13 : 1845641914
Total Pages : 561 pages
Book Rating : 4.8/5 (456 download)

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Book Synopsis Energy and Sustainability II by : A. Mammoli

Download or read book Energy and Sustainability II written by A. Mammoli and published by WIT Press. This book was released on 2009-06-08 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: The way in which our society exists, operates and develops is strongly influenced by the way in which energy is produced and consumed. No process in Industry can be performed without sufficient supply of energy, and without Industry there can be no production of commodities on which the existence of modern Society depends. The energy systems evolved over a long period and more rapidly over the last two centuries, as a response to the requirements of Industry and Society, starting from combustion of fuels to exploiting nuclear energy and renewable resources. It is clear that the evolution of the energy systems is a continuous process, which involves constant technological development and innovation. The presentation on the Second International Conference includes: Renewable Energy Technologies; Energy Management; Energy Polices; Energy and the Environment; Energy Analysis; Energy Efficiency; Energy Storage and Management.

Global Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 0387305289
Total Pages : 433 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Global Optimization by : Leo Liberti

Download or read book Global Optimization written by Leo Liberti and published by Springer Science & Business Media. This book was released on 2006-06-22 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most global optimization literature focuses on theory. This book, however, contains descriptions of new implementations of general-purpose or problem-specific global optimization algorithms. It discusses existing software packages from which the entire community can learn. The contributors are experts in the discipline of actually getting global optimization to work, and the book provides a source of ideas for people needing to implement global optimization software.

The Coupling of Climate and Economic Dynamics

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Publisher : Springer Science & Business Media
ISBN 13 : 9781402034244
Total Pages : 412 pages
Book Rating : 4.0/5 (342 download)

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Book Synopsis The Coupling of Climate and Economic Dynamics by : Alain Haurie

Download or read book The Coupling of Climate and Economic Dynamics written by Alain Haurie and published by Springer Science & Business Media. This book was released on 2005-07-05 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews the different approaches used to model the dynamic interactions between climate and economies, and proposes new avenues of research. Its fourteen chapters deal with various aspects of the building of integrated assessment models, either by coupling economic growth and climate change modules, or using mathematical models of viability or dynamic game theory to represent the interactions between the world regions concerned.

Column Generation

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Publisher : Springer Science & Business Media
ISBN 13 : 0387254862
Total Pages : 369 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Column Generation by : Guy Desaulniers

Download or read book Column Generation written by Guy Desaulniers and published by Springer Science & Business Media. This book was released on 2006-03-20 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Column Generation is an insightful overview of the state of the art in integer programming column generation and its many applications. The volume begins with "A Primer in Column Generation" which outlines the theory and ideas necessary to solve large-scale practical problems, illustrated with a variety of examples. Other chapters follow this introduction on "Shortest Path Problems with Resource Constraints," "Vehicle Routing Problem with Time Window," "Branch-and-Price Heuristics," "Cutting Stock Problems," each dealing with methodological aspects of the field. Three chapters deal with transportation applications: "Large-scale Models in the Airline Industry," "Robust Inventory Ship Routing by Column Generation," and "Ship Scheduling with Recurring Visits and Visit Separation Requirements." Production is the focus of another three chapters: "Combining Column Generation and Lagrangian Relaxation," "Dantzig-Wolfe Decomposition for Job Shop Scheduling," and "Applying Column Generation to Machine Scheduling." The final chapter by François Vanderbeck, "Implementing Mixed Integer Column Generation," reviews how to set-up the Dantzig-Wolfe reformulation, adapt standard MIP techniques to the column generation context (branching, preprocessing, primal heuristics), and deal with specific column generation issues (initialization, stabilization, column management strategies).