Introduction To Linear Optimization And Extensions With Matlab

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Introduction To Linear Optimization And Extensions With Matlab
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Author : Roy H. Kwon
language : en
Publisher: CRC Press
Release Date : 2013-09-05
Introduction To Linear Optimization And Extensions With Matlab written by Roy H. Kwon and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-05 with Business & Economics categories.
Filling the need for an introductory book on linear programming that discusses the important ways to mitigate parameter uncertainty, Introduction to Linear Optimization and Extensions with MATLAB® provides a concrete and intuitive yet rigorous introduction to modern linear optimization. In addition to fundamental topics, the book discusses current linear optimization technologies such as predictor-path following interior point methods for both linear and quadratic optimization as well as the inclusion of linear optimization of uncertainty i.e. stochastic programming with recourse and robust optimization. The author introduces both stochastic programming and robust optimization as frameworks to deal with parameter uncertainty. The author’s unusual approach—developing these topics in an introductory book—highlights their importance. Since most applications require decisions to be made in the face of uncertainty, the early introduction of these topics facilitates decision making in real world environments. The author also includes applications and case studies from finance and supply chain management that involve the use of MATLAB. Even though there are several LP texts in the marketplace, most do not cover data uncertainty using stochastic programming and robust optimization techniques. Most emphasize the use of MS Excel, while this book uses MATLAB which is the primary tool of many engineers, including financial engineers. The book focuses on state-of-the-art methods for dealing with parameter uncertainty in linear programming, rigorously developing theory and methods. But more importantly, the author’s meticulous attention to developing intuition before presenting theory makes the material come alive.
Introduction To Linear Optimization And Extensions With Matlab
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Author : Roy H. Kwon
language : en
Publisher: CRC Press
Release Date : 2013-09-05
Introduction To Linear Optimization And Extensions With Matlab written by Roy H. Kwon and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-05 with Business & Economics categories.
Filling the need for an introductory book on linear programming that discusses the important ways to mitigate parameter uncertainty, Introduction to Linear Optimization and Extensions with MATLAB provides a concrete and intuitive yet rigorous introduction to modern linear optimization. In addition to fundamental topics, the book discusses current l
Introduction To Linear Programming With Matlab
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Author : Shashi Kant Mishra
language : en
Publisher: CRC Press
Release Date : 2017-09-07
Introduction To Linear Programming With Matlab written by Shashi Kant Mishra and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-07 with Mathematics categories.
This book is based on the lecture notes of the author delivered to the students at the Institute of Science, Banaras Hindu University, India. It covers simplex, revised simplex, two-phase method, duality, dual simplex, complementary slackness, transportation and assignment problems with good number of examples, clear proofs, MATLAB codes and homework problems. The book will be useful for both students and practitioners.
Linear Optimization And Extensions
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Author : Manfred Padberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Linear Optimization And Extensions written by Manfred Padberg 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 2013-04-17 with Mathematics categories.
I was pleasantly surprised when I was asked by Springer-Verlag to prepare a second edition of this volume on Linear Optimization and Extensions, which - not exactly contrary to my personal expectations - has apparently been accepted reasonably weIl by the global optimization community. My objective in putting this book together was originally - and still is - to detail the major algorithmic ideas in linear optimization that have evolved in the past fifty years or so and that have changed the historical optimization "landscape" in substantial ways - both theoretically and computationally. While I may have overlooked the importance of some very recent developments - the work by Farid Alizadeh which generalizes linear programming to "sem i-definite" programming is perhaps a candidate for one of my omissions - I think that major new breakthraughs on those two fronts that interest me - theory and computation - have not occurred since this book was published originally. As a consequence I have restricted myself to a thorough re-working of the original manuscript with the goal of making it more readable. Of course, I have taken this opportunity to correct a few "Schönheitsfehler" of the first edition and to add some illustrations. The index to this volume has been extended substantially - to permit a hurried reader a quicker glance at the wealth of topics that were covered nevertheless already in the first edition. As was the case with the first edition, Dr.
Linear Programming With Matlab
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Author : Michael C. Ferris
language : en
Publisher: SIAM
Release Date : 2007-01-01
Linear Programming With Matlab written by Michael C. Ferris and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-01 with Mathematics categories.
A self-contained introduction to linear programming using MATLAB® software to elucidate the development of algorithms and theory. Exercises are included in each chapter, and additional information is provided in two appendices and an accompanying Web site. Only a basic knowledge of linear algebra and calculus is required.
Linear Programming Using Matlab
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Author : Nikolaos Ploskas
language : en
Publisher: Springer
Release Date : 2017-10-28
Linear Programming Using Matlab written by Nikolaos Ploskas and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-28 with Mathematics categories.
This book offers a theoretical and computational presentation of a variety of linear programming algorithms and methods with an emphasis on the revised simplex method and its components. A theoretical background and mathematical formulation is included for each algorithm as well as comprehensive numerical examples and corresponding MATLAB® code. The MATLAB® implementations presented in this book are sophisticated and allow users to find solutions to large-scale benchmark linear programs. Each algorithm is followed by a computational study on benchmark problems that analyze the computational behavior of the presented algorithms. As a solid companion to existing algorithmic-specific literature, this book will be useful to researchers, scientists, mathematical programmers, and students with a basic knowledge of linear algebra and calculus. The clear presentation enables the reader to understand and utilize all components of simplex-type methods, such as presolve techniques, scaling techniques, pivoting rules, basis update methods, and sensitivity analysis.
Engineering Optimization
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Author : S. S. Rao
language : en
Publisher: New Age International
Release Date : 2000
Engineering Optimization written by S. S. Rao and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Engineering categories.
A Rigorous Mathematical Approach To Identifying A Set Of Design Alternatives And Selecting The Best Candidate From Within That Set, Engineering Optimization Was Developed As A Means Of Helping Engineers To Design Systems That Are Both More Efficient And Less Expensive And To Develop New Ways Of Improving The Performance Of Existing Systems.Thanks To The Breathtaking Growth In Computer Technology That Has Occurred Over The Past Decade, Optimization Techniques Can Now Be Used To Find Creative Solutions To Larger, More Complex Problems Than Ever Before. As A Consequence, Optimization Is Now Viewed As An Indispensable Tool Of The Trade For Engineers Working In Many Different Industries, Especially The Aerospace, Automotive, Chemical, Electrical, And Manufacturing Industries.In Engineering Optimization, Professor Singiresu S. Rao Provides An Application-Oriented Presentation Of The Full Array Of Classical And Newly Developed Optimization Techniques Now Being Used By Engineers In A Wide Range Of Industries. Essential Proofs And Explanations Of The Various Techniques Are Given In A Straightforward, User-Friendly Manner, And Each Method Is Copiously Illustrated With Real-World Examples That Demonstrate How To Maximize Desired Benefits While Minimizing Negative Aspects Of Project Design.Comprehensive, Authoritative, Up-To-Date, Engineering Optimization Provides In-Depth Coverage Of Linear And Nonlinear Programming, Dynamic Programming, Integer Programming, And Stochastic Programming Techniques As Well As Several Breakthrough Methods, Including Genetic Algorithms, Simulated Annealing, And Neural Network-Based And Fuzzy Optimization Techniques.Designed To Function Equally Well As Either A Professional Reference Or A Graduate-Level Text, Engineering Optimization Features Many Solved Problems Taken From Several Engineering Fields, As Well As Review Questions, Important Figures, And Helpful References.Engineering Optimization Is A Valuable Working Resource For Engineers Employed In Practically All Technological Industries. It Is Also A Superior Didactic Tool For Graduate Students Of Mechanical, Civil, Electrical, Chemical And Aerospace Engineering.
Introduction To Linear Optimization
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Author : Dimitris Bertsimas
language : en
Publisher:
Release Date : 1997-01-01
Introduction To Linear Optimization written by Dimitris Bertsimas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-01 with Mathematics categories.
Linear Programming With Matlab
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Author : Michael C. Ferris
language : en
Publisher: SIAM
Release Date : 2007-01-01
Linear Programming With Matlab written by Michael C. Ferris and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-01 with Mathematics categories.
This textbook provides a self-contained introduction to linear programming using MATLAB software to elucidate the development of algorithms and theory. Early chapters cover linear algebra basics, the simplex method, duality, the solving of large linear problems, sensitivity analysis, and parametric linear programming. In later chapters, the authors discuss quadratic programming, linear complementarity, interior-point methods, and selected applications of linear programming to approximation and classification problems. Exercises are interwoven with the theory presented in each chapter, and two appendices provide additional information on linear algebra, convexity, nonlinear functions, and on available MATLAB commands, respectively. Readers can access MATLAB codes and associated mex files at a Web site maintained by the authors. Only a basic knowledge of linear algebra and calculus is required to understand this textbook, which is geared toward junior and senior-level undergraduate students, first-year graduate students, and researchers unfamiliar with linear programming.
Convex Optimization
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Author : Stephen P. Boyd
language : en
Publisher: Cambridge University Press
Release Date : 2004-03-08
Convex Optimization written by Stephen P. Boyd and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-08 with Business & Economics categories.
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.