Analyse Convexe Et Ses Applications

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Analyse Convexe Et Ses Applications

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Author : J. - P. Aubin
language : fr
Publisher: Springer
Release Date : 2013-12-01

Analyse Convexe Et Ses Applications written by J. - P. Aubin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.

Convex Analysis And Its Applications

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Author : A. Auslender
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Convex Analysis And Its Applications written by A. Auslender and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Nonlinear Programming Codes

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Author : Klaus Schittkowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Nonlinear Programming Codes written by Klaus Schittkowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Optimization With Disjunctive Constraints

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Author : H.D. Sherali
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Optimization With Disjunctive Constraints written by H.D. Sherali and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

The disjunctive cut principle of Balas and Jeroslow, and the related polyhedral annexation principle of Glover, provide new insights into cutting plane theory. This has resulted in its ability to not only subsume many known valid cuts but also improve upon them. Originally a set of notes were written for the purpose of putting together in a common terminology and framework significant results of Glover and others using a geometric approach, referred to in the literature as convexity cuts, and the algebraic approach of Balas and Jeroslow known as Disjunctive cuts. As it turned out subsequently the polyhedral annexation approach of Glover is also closely connected with the basic disjunctive principle of Balas and Jeroslow. In this monograph we have included these results and have also added several published results which seem to be of strong interest to researchers in the area of developing strong cuts for disjunctive programs. In particular, several results due to Balas [4,5,6,7], Glover [18,19] and Jeroslow [23,25,26] have been used in this monograph. The appropriate theorems are given without proof. The notes also include several results yet to be published [32,34,35] obtained under a research contract with the National Science Foundation to investigate solution methods for disjunctive programs. The monograph is self-contained and complete in the sense that it attempts to pool together existing results which the authors viewed as important to future research on optimization using the disjunctive cut approach.

Barriers To Entry

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Author : C.C.v. Weizsäcker
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Barriers To Entry written by C.C.v. Weizsäcker and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

I was originally induced to think about barriers to entry by some re search done for Charles River Associates, Inc., Boston, on behalf of their client IBM Corporation, Armonk, N.Y. After the end of this re search project I continued to work on entry barriers and related is sues of market structure. The results of this effort are reported here. What I present is not a book in the traditional sense of the word. Due to other research and administrative obligations I could not, without substantial delay, present a more finished product. The rapid progress in the field of industrial organisation theory made me fear that my results could become obsolete if I further waited with their publica tion. I hope that the early presentation of a progress report rather than a much later publication of a finished product is not only in my interest but also in the interest of economics.

Stochastic Dynamic Properties Of Linear Econometric Models

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Author : J. Wolters
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Dynamic Properties Of Linear Econometric Models written by J. Wolters and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Theory And Estimation Of Macroeconomic Rationing Models

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Author : H.R. Sneessens
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Theory And Estimation Of Macroeconomic Rationing Models written by H.R. Sneessens and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Introducing his book "The Theory of UnemPloyment Reconsidered", Professor Malinvaud expressed several years ago his hope "to convey [his] strong belief that the reconsideration is a major step in the development of our science". In view of the stimulating effect this approach has on economic research, it seems now that many economists do indeed share Malinvaud's belief and are ready to devote their time and their skill to ensure the realization of that progress. This book, grown out of a Ph. D. thesis presented at the Universit~ Catholique de Louvain, aims at contributing in its own way to that venture. Looking towards econometric applications, it illustrates that a framework h la Malinvaud (i. e. based on the theory of temporary equilibrium with rationing) provides the means of improving macro econometric modelling. There has been so far a wide and pervasive fear that, despite its analytical and theoretical usefulness, the quantity rationing approach would be much too complex to be successfully implemented into econometric models. The research the interested reader will discover in the subsequent pages should convince him that the difficulty faced by econometricians is essentially (I am tempted to say merely) one of developing an adequate methodology; it should thus disappear once is made the initial research investment. The empirical results presented towards the end of the book, though prelim inary, already suggests that the effort is rewarding and should be continued. My debts are many.

Robust Methods And Asymptotic Theory In Nonlinear Econometrics

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Author : H. J. Bierens
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Robust Methods And Asymptotic Theory In Nonlinear Econometrics written by H. J. Bierens and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate if the distributions of both the errors and the regressors have fat tails. This study also improves and extends the NL2SLSE theory of Amemiya. The method involved is a variant of the instrumental variables method, requiring at least as many instrumental variables as parameters to be estimated. The new MIE method requires less instrumental variables. Asymptotic normality can be derived by employing only one instrumental variable and consistency can even be proved with out using any instrumental variables at all.

Test Examples For Nonlinear Programming Codes

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Author : W. Hock
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Test Examples For Nonlinear Programming Codes written by W. Hock and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

................................................................. The performance of a nonlinear programming algorithm can only be ascertained by numerical experiments requiring the collection and implementation of test examples in dependence upon the desired performance criterium. This book should be considered as an assis tance for a test designer since it presents an extensive collec tion of nonlinear programming problems which have been used in the past to test or compare optimization programs. He will be in formed about the optimal solution, about the structure of the problem in the neighbourhood of the solution, and, in addition, about the usage of the corresp,onding FORTRAN subroutines if he is interested in obtaining them -ofi a magnetic tape. Chapter I shows how the test examples are documented. In par ticular, the evaluation of computable information about the solu tion of a problem is outlined. It is explained how the optimal solution, the optimal Lagrange-multipliers, and the condition number of the projected Hessian of the Lagrangian are obtained. Furthermore, a classification number is defined allowing a formal description of a test problem, and the documentation scheme is described which is used in Chapter IV to present the problems.

Elastoplastic Modeling

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Author : Jean Salencon
language : en
Publisher: John Wiley & Sons
Release Date : 2020-07-16

Elastoplastic Modeling written by Jean Salencon and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-16 with Technology & Engineering categories.