Numerical Optimization

Filename: numerical-optimization.pdf
ISBN: 9780387227429
Release Date: 2006-06-06
Number of pages: 636
Author: Jorge Nocedal
Publisher: Springer Science & Business Media

Download and read online Numerical Optimization in PDF and EPUB The new edition of this book presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on methods best suited to practical problems. This edition has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are widely used in practice and are the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience.


Numerical Optimization

Filename: numerical-optimization.pdf
ISBN: 9780387987934
Release Date: 2000-04-28
Number of pages: 636
Author: Jorge Nocedal
Publisher: Springer Science & Business Media

Download and read online Numerical Optimization in PDF and EPUB The new edition of this book presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on methods best suited to practical problems. This edition has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are widely used in practice and are the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience.


Numerical Optimization

Filename: numerical-optimization.pdf
ISBN: 0387303030
Release Date: 2006-07-27
Number of pages: 664
Author: Jorge Nocedal
Publisher: Springer

Download and read online Numerical Optimization in PDF and EPUB Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.


Modeling with Stochastic Programming

Filename: modeling-with-stochastic-programming.pdf
ISBN: 9780387878171
Release Date: 2012-06-19
Number of pages: 176
Author: Alan J. King
Publisher: Springer Science & Business Media

Download and read online Modeling with Stochastic Programming in PDF and EPUB While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England.


Numerical Optimization

Filename: numerical-optimization.pdf
ISBN: 9783662050781
Release Date: 2013-03-14
Number of pages: 423
Author: Joseph-Frédéric Bonnans
Publisher: Springer Science & Business Media

Download and read online Numerical Optimization in PDF and EPUB This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.


Global Optimization

Filename: global-optimization.pdf
ISBN: 9781461439271
Release Date: 2012-06-26
Number of pages: 148
Author: Stefan Schäffler
Publisher: Springer Science & Business Media

Download and read online Global Optimization in PDF and EPUB This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for unconstrained, constrained, vector, and stochastic global optimization problems. All methods presented are illustrated by various examples. Practical numerical algorithms are given and analyzed in detail. The topics presented include the randomized curve of steepest descent, the randomized curve of dominated points, the semi-implicit Euler method, the penalty approach, and active set strategies. The optimal decoding of block codes in digital communications is worked out as a case study and shows the potential and high practical relevance of this new approach. Global Optimization: A Stochastic Approach is an elegant account of a refined theory, suitable for researchers and graduate students interested in global optimization and its applications.


Convex Analysis and Global Optimization

Filename: convex-analysis-and-global-optimization.pdf
ISBN: 9781475728095
Release Date: 2013-03-09
Number of pages: 340
Author: Hoang Tuy
Publisher: Springer Science & Business Media

Download and read online Convex Analysis and Global Optimization in PDF and EPUB Due to the general complementary convex structure underlying most nonconvex optimization problems encountered in applications, convex analysis plays an essential role in the development of global optimization methods. This book develops a coherent and rigorous theory of deterministic global optimization from this point of view. Part I constitutes an introduction to convex analysis, with an emphasis on concepts, properties and results particularly needed for global optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of global search principles such as partitioning and cutting, outer and inner approximation, and decomposition to general global optimization problems and to problems with a low-rank nonconvex structure as well as quadratic problems. Much new material is offered, aside from a rigorous mathematical development. Audience: The book is written as a text for graduate students in engineering, mathematics, operations research, computer science and other disciplines dealing with optimization theory. It is also addressed to all scientists in various fields who are interested in mathematical optimization.


Introduction to Stochastic Search and Optimization

Filename: introduction-to-stochastic-search-and-optimization.pdf
ISBN: 9780471441908
Release Date: 2005-03-11
Number of pages: 618
Author: James C. Spall
Publisher: John Wiley & Sons

Download and read online Introduction to Stochastic Search and Optimization in PDF and EPUB A unique interdisciplinary foundation for real-world problem solving Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation, and finance, to name but a few. Whether the goal is refining the design of a missile or aircraft, determining the effectiveness of a new drug, developing the most efficient timing strategies for traffic signals, or making investment decisions in order to increase profits, stochastic algorithms can help researchers and practitioners devise optimal solutions to countless real-world problems. Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems. The text covers a broad range of today’s most widely used stochastic algorithms, including: Random search Recursive linear estimation Stochastic approximation Simulated annealing Genetic and evolutionary methods Machine (reinforcement) learning Model selection Simulation-based optimization Markov chain Monte Carlo Optimal experimental design The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization.


Convex Optimization

Filename: convex-optimization.pdf
ISBN: 0521833787
Release Date: 2004-03-08
Number of pages: 716
Author: Stephen P. Boyd
Publisher: Cambridge University Press

Download and read online Convex Optimization in PDF and EPUB A comprehensive introduction to the tools, techniques and applications of convex optimization.


Performance Analysis of Manufacturing Systems

Filename: performance-analysis-of-manufacturing-systems.pdf
ISBN: 0387947736
Release Date: 1997-01-01
Number of pages: 355
Author: Tayfur Altiok
Publisher: Springer Science & Business Media

Download and read online Performance Analysis of Manufacturing Systems in PDF and EPUB The past two decades have seen a great deal of research into the stochastic modelling of production, manufacturing, and inventory systems for the purpose of improving their performance. This book provides a graduate-level introduction to these techniques covering exact, approximate, and numerical techniques. The author has aimed to strike a balance between theoretical issues and the practical aspects of modelling manufacturing systems. It is based on graduate courses given to operations research and industrial engineering students and includes numerous examples and exercises.


Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Filename: numerical-methods-for-unconstrained-optimization-and-nonlinear-equations.pdf
ISBN: 9780898713640
Release Date: 1996-12-01
Number of pages: 378
Author: J. E. Dennis, Jr.
Publisher: SIAM

Download and read online Numerical Methods for Unconstrained Optimization and Nonlinear Equations in PDF and EPUB A complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations.


Optimization Methods in Finance

Filename: optimization-methods-in-finance.pdf
ISBN: 9781139460569
Release Date: 2006-12-21
Number of pages:
Author: Gerard Cornuejols
Publisher: Cambridge University Press

Download and read online Optimization Methods in Finance in PDF and EPUB Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.


Practical Methods of Optimization

Filename: practical-methods-of-optimization.pdf
ISBN: 9781118723180
Release Date: 2013-06-06
Number of pages: 456
Author: R. Fletcher
Publisher: John Wiley & Sons

Download and read online Practical Methods of Optimization in PDF and EPUB Fully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.


Implicit Functions and Solution Mappings

Filename: implicit-functions-and-solution-mappings.pdf
ISBN: 9781493910373
Release Date: 2014-06-18
Number of pages: 466
Author: Asen L. Dontchev
Publisher: Springer

Download and read online Implicit Functions and Solution Mappings in PDF and EPUB The implicit function theorem is one of the most important theorems in analysis and its many variants are basic tools in partial differential equations and numerical analysis. This second edition of Implicit Functions and Solution Mappings presents an updated and more complete picture of the field by including solutions of problems that have been solved since the first edition was published, and places old and new results in a broader perspective. The purpose of this self-contained work is to provide a reference on the topic and to provide a unified collection of a number of results which are currently scattered throughout the literature. Updates to this edition include new sections in almost all chapters, new exercises and examples, updated commentaries to chapters and an enlarged index and references section.


Numerical Methods for Least Squares Problems

Filename: numerical-methods-for-least-squares-problems.pdf
ISBN: 1611971489
Release Date: 1996
Number of pages: 408
Author: Ake Björck
Publisher: SIAM

Download and read online Numerical Methods for Least Squares Problems in PDF and EPUB The method of least squares was discovered by Gauss in 1795. It has since become the principal tool to reduce the influence of errors when fitting models to given observations. Today, applications of least squares arise in a great number of scientific areas, such as statistics, geodetics, signal processing, and control. In the last 20 years there has been a great increase in the capacity for automatic data capturing and computing. Least squares problems of large size are now routinely solved. Tremendous progress has been made in numerical methods for least squares problems, in particular for generalized and modified least squares problems and direct and iterative methods for sparse problems. Until now there has not been a monograph that covers the full spectrum of relevant problems and methods in least squares. This volume gives an in-depth treatment of topics such as methods for sparse least squares problems, iterative methods, modified least squares, weighted problems, and constrained and regularized problems. The more than 800 references provide a comprehensive survey of the available literature on the subject.