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Optimization Modelling Using R

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Optimization Modelling Using R

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Author : Timothy R. Anderson
language : en
Publisher: CRC Press
Release Date : 2022-07-05

Optimization Modelling Using R written by Timothy R. Anderson and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-05 with Technology & Engineering categories.

This book covers using R for doing optimization, a key area of operations research, which has been applied to virtually every industry. The focus is on linear and mixed integer optimization. It uses an algebraic modeling approach for creating formulations that pairs naturally with an algebraic implementation in R. With the rapid rise of interest in data analytics, a data analytics platform is key. Working technology and business professionals need an awareness of the tools and language of data analysis. R reduces the barrier to entry for people to start using data analytics tools. Philosophically, the book emphasizes creating formulations before going into implementation. Algebraic representation allows for clear understanding and generalization of large applications, and writing formulations is necessary to explain and convey the modeling decisions made. Appendix A introduces R. Mathematics is used at the level of subscripts and summations Refreshers are provided in Appendix B. This book: • Provides and explains code so examples are relatively clear and self-contained. • Emphasizes creating algebraic formulations before implementing. • Focuses on application rather than algorithmic details. • Embodies the philosophy of reproducible research. • Uses open-source tools to ensure access to powerful optimization tools. • Promotes open-source: all materials are available on the author’s github repository. • Demonstrates common debugging practices with a troubleshooting emphasis specific to optimization modeling using R. • Provides code readers can adapt to their own applications . This book can be used for graduate and undergraduate courses for students without a background in optimization and with varying mathematical backgrounds.

Financial Risk Modelling And Portfolio Optimization With R

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Author : Bernhard Pfaff
language : en
Publisher: John Wiley & Sons
Release Date : 2016-08-16

Financial Risk Modelling And Portfolio Optimization With R written by Bernhard Pfaff 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 2016-08-16 with Mathematics categories.

Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R. This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. This edition has been extensively revised to include new topics on risk surfaces and probabilistic utility optimization as well as an extended introduction to R language. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints. Is accompanied by a supporting website featuring examples and case studies in R. Includes updated list of R packages for enabling the reader to replicate the results in the book. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.

Optimization Modeling With Spreadsheets

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Author : Kenneth R. Baker
language : en
Publisher: John Wiley & Sons
Release Date : 2012-01-10

Optimization Modeling With Spreadsheets written by Kenneth R. Baker 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 2012-01-10 with Business & Economics categories.

Reflects the latest applied research and features state-of-the-art software for building and solving spreadsheet optimization models Thoroughly updated to reflect the latest topical and technical advances in the field, Optimization Modeling with Spreadsheets, Second Edition continues to focus on solving real-world optimization problems through the creation of mathematical models and the use of spreadsheets to represent and analyze those models. Developed and extensively classroom-tested by the author, the book features a systematic approach that equips readers with the skills to apply optimization tools effectively without the need to rely on specialized algorithms. This new edition uses the powerful software package Risk Solver Platform (RSP) for optimization, including its Evolutionary Solver, which employs many recently developed ideas for heuristic programming. The author provides expanded coverage of integer programming and discusses linear and nonlinear programming using a systematic approach that emphasizes the use of spreadsheet-based optimization tools. The Second Edition also features: Classifications for the various problem types, providing the reader with a broad framework for building and recognizing optimization models Network models that allow for a more general form of mass balance A systematic introduction to Data Envelopment Analysis (DEA) The identification of qualitative patterns in order to meaningfully interpret linear programming solutions An introduction to stochastic programming and the use of RSP to solve problems of this type Additional examples, exercises, and cases have been included throughout, allowing readers to test their comprehension of the material. In addition, a related website features Microsoft Office® Excel files to accompany the figures and data sets in the book. With its accessible and comprehensive presentation, Optimization Modeling with Spreadsheets, Second Edition is an excellent book for courses on deterministic models, optimization, and spreadsheet modeling at the upper-undergraduate and graduate levels. The book can also serve as a reference for researchers, practitioners, and consultants working in business, engineering, operations research, and management science.

Financial Risk Modelling And Portfolio Optimization With R

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Author : Bernhard Pfaff
language : en
Publisher: John Wiley & Sons
Release Date : 2016-10-03

Modeling And Solving Linear Programming With R

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Author : Jose M. Sallan
language : en
Publisher: OmniaScience
Release Date : 2015-09-09

Modeling And Solving Linear Programming With R written by Jose M. Sallan and has been published by OmniaScience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-09 with Mathematics categories.

Linear programming is one of the most extensively used techniques in the toolbox of quantitative methods of optimization. One of the reasons of the popularity of linear programming is that it allows to model a large variety of situations with a simple framework. Furthermore, a linear program is relatively easy to solve. The simplex method allows to solve most linear programs efficiently, and the Karmarkar interior-point method allows a more efficient solving of some kinds of linear programming. The power of linear programming is greatly enhanced when came the opportunity of solving integer and mixed integer linear programming. In these models all or some of the decision variables are integers, respectively. In this book we provide a brief introduction to linear programming, together with a set of exercises that introduce some applications of linear programming. We will also provide an introduction to solve linear programming in R. For each problem a possible solution through linear programming is introduced, together with the code to solve it in R and its numerical solution.

Optimization Models Using Fuzzy Sets And Possibility Theory

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Author : J. Kacprzyk
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11

Optimization Models Using Fuzzy Sets And Possibility Theory written by J. Kacprzyk 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 2013-11-11 with Mathematics categories.

Optimization is of central concern to a number of discip lines. Operations Research and Decision Theory are often consi dered to be identical with optimizationo But also in other areas such as engineering design, regional policy, logistics and many others, the search for optimal solutions is one of the prime goals. The methods and models which have been used over the last decades in these areas have primarily been "hard" or "crisp", i. e. the solutions were considered to be either fea sible or unfeasible, either above a certain aspiration level or below. This dichotomous structure of methods very often forced the modeller to approximate real problem situations of the more-or-less type by yes-or-no-type models, the solutions of which might turn out not to be the solutions to the real prob lems. This is particularly true if the problem under considera tion includes vaguely defined relationships, human evaluations, uncertainty due to inconsistent or incomplete evidence, if na tural language has to be modelled or if state variables can only be described approximately. Until recently, everything which was not known with cer tainty, i. e. which was not known to be either true or false or which was not known to either happen with certainty or to be impossible to occur, was modelled by means of probabilitieso This holds in particular for uncertainties concerning the oc currence of events.

Modern Optimization With R

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Author : Paulo Cortez
language : en
Publisher: Springer
Release Date : 2014-09-06

Modern Optimization With R written by Paulo Cortez and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-06 with Mathematics categories.

The goal of this book is to gather in a single document the most relevant concepts related to modern optimization methods, showing how such concepts and methods can be addressed using the open source, multi-platform R tool. Modern optimization methods, also known as metaheuristics, are particularly useful for solving complex problems for which no specialized optimization algorithm has been developed. These methods often yield high quality solutions with a more reasonable use of computational resources (e.g. memory and processing effort). Examples of popular modern methods discussed in this book are: simulated annealing; tabu search; genetic algorithms; differential evolution; and particle swarm optimization. This book is suitable for undergraduate and graduate students in Computer Science, Information Technology, and related areas, as well as data analysts interested in exploring modern optimization methods using R.

Nonlinear Parameter Optimization Using R Tools

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Author : John C. Nash
language : en
Publisher: John Wiley & Sons
Release Date : 2014-05-27

Nonlinear Parameter Optimization Using R Tools written by John C. Nash 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 2014-05-27 with Mathematics categories.

Nonlinear Parameter Optimization Using R John C. Nash, Telfer School of Management, University of Ottawa, Canada A systematic and comprehensive treatment of optimization software using R In recent decades, optimization techniques have been streamlined by computational and artificial intelligence methods to analyze more variables, especially under non–linear, multivariable conditions, more quickly than ever before. Optimization is an important tool for decision science and for the analysis of physical systems used in engineering. Nonlinear Parameter Optimization with R explores the principal tools available in R for function minimization, optimization, and nonlinear parameter determination and features numerous examples throughout. Nonlinear Parameter Optimization with R: Provides a comprehensive treatment of optimization techniques Examines optimization problems that arise in statistics and how to solve them using R Enables researchers and practitioners to solve parameter determination problems Presents traditional methods as well as recent developments in R Is supported by an accompanying website featuring R code, examples and datasets Researchers and practitioners who have to solve parameter determination problems who are users of R but are novices in the field optimization or function minimization will benefit from this book. It will also be useful for scientists building and estimating nonlinear models in various fields such as hydrology, sports forecasting, ecology, chemical engineering, pharmaco-kinetics, agriculture, economics and statistics.

Data Envelopment Analysis With R

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Author : Farhad Hosseinzadeh Lotfi
language : en
Publisher: Springer
Release Date : 2019-07-23

Data Envelopment Analysis With R written by Farhad Hosseinzadeh Lotfi and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-23 with Technology & Engineering categories.

This book introduces readers to the use of R codes for optimization problems. First, it provides the necessary background to understand data envelopment analysis (DEA), with a special emphasis on fuzzy DEA. It then describes DEA models, including fuzzy DEA models, and shows how to use them to solve optimization problems with R. Further, it discusses the main advantages of R in optimization problems, and provides R codes based on real-world data sets throughout. Offering a comprehensive review of DEA and fuzzy DEA models and the corresponding R codes, this practice-oriented reference guide is intended for masters and Ph.D. students in various disciplines, as well as practitioners and researchers.

Aimms Optimization Modeling

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Author : Johannes Bisschop
language : en
Publisher: Lulu.com
Release Date : 2006

Aimms Optimization Modeling written by Johannes Bisschop and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Computers categories.

The AIMMS Optimization Modeling book provides not only an introduction to modeling but also a suite of worked examples. It is aimed at users who are new to modeling and those who have limited modeling experience. Both the basic concepts of optimization modeling and more advanced modeling techniques are discussed. The Optimization Modeling book is AIMMS version independent.

Optimization Modelling Using R

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