Numerical Optimization

Filename: numerical-optimization.pdf
ISBN: 9780387400655
Release Date: 2006-12-11
Number of pages: 664
Author: Jorge Nocedal
Publisher: Springer Science & Business Media

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.


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.


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.


Cooperative Stochastic Differential Games

Filename: cooperative-stochastic-differential-games.pdf
ISBN: 9780387276229
Release Date: 2006-05-11
Number of pages: 242
Author: David W.K. Yeung
Publisher: Springer Science & Business Media

Download and read online Cooperative Stochastic Differential Games in PDF and EPUB Numerical Optimization 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 the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and 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. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.


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.


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.


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.


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.


Optimization

Filename: optimization.pdf
ISBN: 038720332X
Release Date: 2004-06-17
Number of pages: 252
Author: Kenneth Lange
Publisher: Springer Science & Business Media

Download and read online Optimization in PDF and EPUB Lange is a Springer author of other successful books. This is the first book that emphasizes the applications of optimization to statistics. The emphasis on statistical applications will be especially appealing to graduate students of statistics and biostatistics.


Numerical Methods and Optimization

Filename: numerical-methods-and-optimization.pdf
ISBN: 9781466577770
Release Date: 2014-03-11
Number of pages: 412
Author: Sergiy Butenko
Publisher: CRC Press

Download and read online Numerical Methods and Optimization in PDF and EPUB For students in industrial and systems engineering (ISE) and operations research (OR) to understand optimization at an advanced level, they must first grasp the analysis of algorithms, computational complexity, and other concepts and modern developments in numerical methods. Satisfying this prerequisite, Numerical Methods and Optimization: An Introduction combines the materials from introductory numerical methods and introductory optimization courses into a single text. This classroom-tested approach enriches a standard numerical methods syllabus with optional chapters on numerical optimization and provides a valuable numerical methods background for students taking an introductory OR or optimization course. The first part of the text introduces the necessary mathematical background, the digital representation of numbers, and different types of errors associated with numerical methods. The second part explains how to solve typical problems using numerical methods. Focusing on optimization methods, the final part presents basic theory and algorithms for linear and nonlinear optimization. The book assumes minimal prior knowledge of the topics. Taking a rigorous yet accessible approach to the material, it includes some mathematical proofs as samples of rigorous analysis but in most cases, uses only examples to illustrate the concepts. While the authors provide a MATLAB® guide and code available for download, the book can be used with other software packages.


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.


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.


Practical Mathematical Optimization

Filename: practical-mathematical-optimization.pdf
ISBN: 9780387243498
Release Date: 2005-12-15
Number of pages: 258
Author: Jan Snyman
Publisher: Springer Science & Business Media

Download and read online Practical Mathematical Optimization in PDF and EPUB This book presents basic optimization principles and gradient-based algorithms to a general audience, in a brief and easy-to-read form. It enables professionals to apply optimization theory to engineering, physics, chemistry, or business economics.