Linear and Nonlinear Programming


Author: David G. Luenberger,Yinyu Ye
Publisher: Springer Science & Business Media
ISBN: 0387745033
Category: Business & Economics
Page: 546
View: 3085

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This third edition of the classic textbook in Optimization has been fully revised and updated. It comprehensively covers modern theoretical insights in this crucial computing area, and will be required reading for analysts and operations researchers in a variety of fields. The book connects the purely analytical character of an optimization problem, and the behavior of algorithms used to solve it. Now, the third edition has been completely updated with recent Optimization Methods. The book also has a new co-author, Yinyu Ye of California’s Stanford University, who has written lots of extra material including some on Interior Point Methods.

Linear and Nonlinear Optimization


Author: Richard W. Cottle,Mukund N. Thapa
Publisher: Springer
ISBN: 1493970550
Category: Business & Economics
Page: 614
View: 4261

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​This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided into two parts covering in their individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts. Each chapter ends with a set of exercises. The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University. It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details. This is an ideal book for teaching a one or two semester masters-level course in optimization – it broadly covers linear and nonlinear programming effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study." Professor Ilan Adler, IEOR Department, UC Berkeley "A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields." Michael P. Friedlander, IBM Professor of Computer Science, Professor of Mathematics, University of British Columbia

Operations Research

Einführung
Author: Frederick S. Hillier,Gerald J. Liebermann
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3486792083
Category: Business & Economics
Page: 868
View: 5582

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Aus dem Inhalt: Was ist Operations Research? Überblick über die Modellierungsgrundsätze des Operations Research. Einführung in die lineare Programmierung. Die Lösung linearer Programmierungsprobleme: Das Simplexverfahren. Stochastische Prozesse. Warteschlangentheorie. Lagerhaltungstheorie. Prognoseverfahren. Markov-Entscheidungsprozesse. Reliabilität. Entscheidungstheorie. Die Theorie des Simplexverfahrens Qualitätstheorie und Sensitivitätsanalyse Spezialfälle linearer Programmierungsprobleme. Die Formulierung linearer Programmierungsmodelle und Goal-Programmierung. Weitere Algorithmen der linearen Programmierung. Netzwerkanalyse einschließlich PERT-CPM. Dynamische Optimierung. Spieltheorie. Ganzzahlige Programmierung. Nichtlineare Programmierung Simulation. Anhang. Lösungen für ausgewählte Übungsaufgaben.

Nonlinear Multiobjective Optimization


Author: Kaisa Miettinen
Publisher: Springer Science & Business Media
ISBN: 1461555639
Category: Business & Economics
Page: 298
View: 9796

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Problems with multiple objectives and criteria are generally known as multiple criteria optimization or multiple criteria decision-making (MCDM) problems. So far, these types of problems have typically been modelled and solved by means of linear programming. However, many real-life phenomena are of a nonlinear nature, which is why we need tools for nonlinear programming capable of handling several conflicting or incommensurable objectives. In this case, methods of traditional single objective optimization and linear programming are not enough; we need new ways of thinking, new concepts, and new methods - nonlinear multiobjective optimization. Nonlinear Multiobjective Optimization provides an extensive, up-to-date, self-contained and consistent survey, review of the literature and of the state of the art on nonlinear (deterministic) multiobjective optimization, its methods, its theory and its background. The amount of literature on multiobjective optimization is immense. The treatment in this book is based on approximately 1500 publications in English printed mainly after the year 1980. Problems related to real-life applications often contain irregularities and nonsmoothnesses. The treatment of nondifferentiable multiobjective optimization in the literature is rather rare. For this reason, this book contains material about the possibilities, background, theory and methods of nondifferentiable multiobjective optimization as well. This book is intended for both researchers and students in the areas of (applied) mathematics, engineering, economics, operations research and management science; it is meant for both professionals and practitioners in many different fields of application. The intention has been to provide a consistent summary that may help in selecting an appropriate method for the problem to be solved. It is hoped the extensive bibliography will be of value to researchers.

Handbuch Projektmanagement


Author: Jürg Kuster,Eugen Huber,Robert Lippmann,Alphons Schmid,Emil Schneider,Urs Witschi,Roger Wüst
Publisher: Springer-Verlag
ISBN: 3642212433
Category: Business & Economics
Page: 454
View: 1687

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Das Nachschlagewerk bietet alles Wissenswerte für das prozessorientierte Projektmanagement: Anleitung für effiziente Projektabwicklung, systematische Übersicht über Projektphasen und -prozesse, ausführliche Handlungsempfehlungen sowie eine Sammlung der wichtigsten Methoden und Instrumente. Erfolgsfaktoren werden im Detail beschrieben und schließen auch komplexe Aspekte wie Führung, Teamarbeit und Konfliktlösung ein. Ein Projektkompass, wertvolle Tipps sowie zahlreiche Vorlagen, Checklisten und Tabellen unterstützen die Umsetzung in die Praxis.

An Annotated Timeline of Operations Research

An Informal History
Author: Saul I. Gass,Arjang A. Assad
Publisher: Springer Science & Business Media
ISBN: 1402081138
Category: Business & Economics
Page: 213
View: 3658

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An Annotated Timeline of Operations Research: An Informal History recounts the evolution of Operations Research (OR) as a new science - the science of decision making. Arising from the urgent operational issues of World War II, the philosophy and methodology of OR has permeated the resolution of decision problems in business, industry, and government. The Timeline chronicles the history of OR in the form of self-contained, expository entries. Each entry presents a concise explanation of the events and people under discussion, and provides key sources where further relevant information can be obtained. In addition, books and papers that have influenced the development of OR or helped to educate the first generations of OR academics and practitioners are cited throughout the book. Starting in 1564 with seminal ideas that form the precursors of OR, the Timeline traces the key ideas and events of OR through 2004. The Timeline should interest anyone involved in OR - researchers, practitioners, academics, and, especially, students - who wish to learn how OR came into being. Further, the scope and expository style of the Timeline should make it of value to the general reader interested in the development of science and technology in the last half of the twentieth century.

Feasibility and Infeasibility in Optimization:

Algorithms and Computational Methods
Author: John W. Chinneck
Publisher: Springer Science & Business Media
ISBN: 0387749322
Category: Mathematics
Page: 274
View: 1910

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Written by a world leader in the field and aimed at researchers in applied and engineering sciences, this brilliant text has as its main goal imparting an understanding of the methods so that practitioners can make immediate use of existing algorithms and software, and so that researchers can extend the state of the art and find new applications. It includes algorithms on seeking feasibility and analyzing infeasibility, as well as describing new and surprising applications.

Mathematische Optimierungsverfahren des Operations Research


Author: Matthias Gerdts,Frank Lempio
Publisher: Walter de Gruyter
ISBN: 3110249987
Category: Mathematics
Page: 538
View: 9399

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Das Operations Research befasst sich mit der Modellierung, qualitativen und quantitativen Analyse und algorithmischen Lösung von Entscheidungsproblemen. Es stellt Instrumente zur Analyse und Optimierung vernetzter Systemen bereit - u. a. in Wirtschaftsunternehmen, in der Städte- und Verkehrsplanung, Volkswirtschaft und Technik. Es ist gleichermaßen Anwendungsfeld und Motivationsquelle für die in dieser Publikation behandelten Optimierungsverfahren. Deren Konzepte, theoretische Grundlagen und Eigenschaften werden ausführlich dargestellt. Zahlreiche Illustrationen unterstützen die Anschauung, viele vollständig durchgerechnete Beispiele tragen zum Verständnis bei und helfen beim Lösen der Übungsaufgaben. Das Buch richtet sich an Studierende mathematischer Studiengänge, aber auch an mathematisch interessierte Studierende ingenieur- und wirtschaftswissenschaftlicher Studiengänge sowie an Wissenschaftler aus den Bereichen Mathematik, Wirtschaftsmathematik, Technomathematik, Wirtschafts- und Ingenieurwissenschaften, die an einer Einführung in Theorie und Verfahren der Optimierung interessiert sind.

Operations Research and Management Science Handbook


Author: A. Ravi Ravindran
Publisher: CRC Press
ISBN: 9781420009712
Category: Technology & Engineering
Page: 904
View: 6725

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Operations Research (OR) began as an interdisciplinary activity to solve complex military problems during World War II. Utilizing principles from mathematics, engineering, business, computer science, economics, and statistics, OR has developed into a full fledged academic discipline with practical application in business, industry, government and military. Currently regarded as a body of established mathematical models and methods essential to solving complicated management issues, OR provides quantitative analysis of problems from which managers can make objective decisions. Operations Research and Management Science (OR/MS) methodologies continue to flourish in numerous decision making fields. Featuring a mix of international authors, Operations Research and Management Science Handbook combines OR/MS models, methods, and applications into one comprehensive, yet concise volume. The first resource to reach for when confronting OR/MS difficulties, this text – Provides a single source guide in OR/MS Bridges theory and practice Covers all topics relevant to OR/MS Offers a quick reference guide for students, researchers and practitioners Contains unified and up-to-date coverage designed and edited with non-experts in mind Discusses software availability for all OR/MS techniques Includes contributions from a mix of domestic and international experts The 26 chapters in the handbook are divided into two parts. Part I contains 14 chapters that cover the fundamental OR/MS models and methods. Each chapter gives an overview of a particular OR/MS model, its solution methods and illustrates successful applications. Part II of the handbook contains 11 chapters discussing the OR/MS applications in specific areas. They include airlines, e-commerce, energy systems, finance, military, production systems, project management, quality control, reliability, supply chain management and water resources. Part II ends with a chapter on the future of OR/MS applications.

Tutorials on Emerging Methodologies and Applications in Operations Research

Presented at INFORMS 2004, Denver, CO
Author: Institute for Operations Research and the Management Sciences. National Meeting
Publisher: Springer Science & Business Media
ISBN: 9780387228266
Category: Business & Economics
Page: 342
View: 4331

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Operations Research emerged as a quantitative approach to problem-solving in World War II. Its founders, who were physicists, mathematicians, and engineers, quickly found peace-time uses for this new field. Moreover, we can say that Operations Research (OR) was born in the same incubator as computer science, and through the years, it has spawned many new disciplines, including systems engineering, health care management, and transportation science. Fundamentally, Operations Research crosses discipline domains to seek solutions on a range of problems and benefits diverse disciplines from finance to bioengineering. Many disciplines routinely use OR methods. Many scientific researchers, engineers, and others will find the methodological presentations in this book useful and helpful in their problem-solving efforts. OR’s strengths are modeling, analysis, and algorithm design. It provides a quantitative foundation for a broad spectrum of problems, from economics to medicine, from environmental control to sports, from e-commerce to computational geometry. The primary purpose of TUTORIALS ON EMERGING METHODOLOGIES AND APPLICATIONS IN OPERATIONS RESEARCH is to provide a reference for practitioners and academics who seek a clear, concise presentation of developing methodologies, hence providing themselves with the capability to apply these methods to new problems. The field of Operations Research is always changing. Its changes are driven by the technology it uses and that it extends, and the applications that it affects. Relevant changes in the field have a permanent effect on the conduct of OR and are vital to anyone who wants to be current in the field. Each chapter presents a new developing methodology in Operations Research. Each chapter examines each topic with clarity and depth, and organizes the examination around the following questions: (1) What the developing methodology basically is about? (2) Why is it important? and (3) Where can I learn more?

Principles of operations research

with applications to managerial decisions
Author: Harvey M. Wagner
Publisher: Prentice Hall
ISBN: N.A
Category: Business & Economics
Page: 1039
View: 895

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The art and science of executive decison; Formulation of linear optimization models; Algebraic and geometric representations of linear optimization models; Simplex method of solution; Senditivity testing and duality; Transformation problem; Shortest-route and other network models; Introduction to dynamic optimization models; Dynamic optimization of inventory scheduling; Other examples of dynamic programming; Decision-making over and unbounded horizon; Optimization methods for an unbounded horizon; Integer programming and combinatorial models; Optimization with a nonlinear objective function; Advanced techniques in nonlinear programming; Introduction to stochastic programming models; Probabilistic dynamic programming models; Dynamic programming in markov chains; Probabilistic inventory models; Waiting line models; Computer simulation of management systems; Implementation of operations research.

Operations Research and Health Care

A Handbook of Methods and Applications
Author: Margaret L. Brandeau,Francois Sainfort,William P. Pierskalla
Publisher: Springer Science & Business Media
ISBN: 9781402076299
Category: Medical
Page: 874
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In both rich and poor nations, public resources for health care are inadequate to meet demand. Policy makers and health care providers must determine how to provide the most effective health care to citizens using the limited resources that are available. This chapter describes current and future challenges in the delivery of health care, and outlines the role that operations research (OR) models can play in helping to solve those problems. The chapter concludes with an overview of this book – its intended audience, the areas covered, and a description of the subsequent chapters. KEY WORDS Health care delivery, Health care planning HEALTH CARE DELIVERY: PROBLEMS AND CHALLENGES 3 1.1 WORLDWIDE HEALTH: THE PAST 50 YEARS Human health has improved significantly in the last 50 years. In 1950, global life expectancy was 46 years [1]. That figure rose to 61 years by 1980 and to 67 years by 1998 [2]. Much of these gains occurred in low- and middle-income countries, and were due in large part to improved nutrition and sanitation, medical innovations, and improvements in public health infrastructure.

Logic and Integer Programming


Author: H. Paul Williams
Publisher: Springer Science & Business Media
ISBN: 0387922806
Category: Computers
Page: 200
View: 7868

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Paul Williams, a leading authority on modeling in integer programming, has written a concise, readable introduction to the science and art of using modeling in logic for integer programming. Written for graduate and postgraduate students, as well as academics and practitioners, the book is divided into four chapters that all avoid the typical format of definitions, theorems and proofs and instead introduce concepts and results within the text through examples. References are given at the end of each chapter to the more mathematical papers and texts on the subject, and exercises are included to reinforce and expand on the material in the chapter. Methods of solving with both logic and IP are given and their connections are described. Applications in diverse fields are discussed, and Williams shows how IP models can be expressed as satisfiability problems and solved as such.

Nonlinear Integer Programming


Author: Duan Li,Xiaoling Sun
Publisher: Springer Science & Business Media
ISBN: 0387329951
Category: Mathematics
Page: 438
View: 9570

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A combination of both Integer Programming and Nonlinear Optimization, this is a powerful book that surveys the field and provides a state-of-the-art treatment of Nonlinear Integer Programming. It is the first book available on the subject. The book aims to bring the theoretical foundation and solution methods for nonlinear integer programming to students and researchers in optimization, operations research, and computer science.

Entropy Optimization and Mathematical Programming


Author: Shu-Cherng Fang,J.R. Rajasekera,H.S.J. Tsao
Publisher: Springer Science & Business Media
ISBN: 1461561310
Category: Business & Economics
Page: 343
View: 9468

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Entropy optimization is a useful combination of classical engineering theory (entropy) with mathematical optimization. The resulting entropy optimization models have proved their usefulness with successful applications in areas such as image reconstruction, pattern recognition, statistical inference, queuing theory, spectral analysis, statistical mechanics, transportation planning, urban and regional planning, input-output analysis, portfolio investment, information analysis, and linear and nonlinear programming. While entropy optimization has been used in different fields, a good number of applicable solution methods have been loosely constructed without sufficient mathematical treatment. A systematic presentation with proper mathematical treatment of this material is needed by practitioners and researchers alike in all application areas. The purpose of this book is to meet this need. Entropy Optimization and Mathematical Programming offers perspectives that meet the needs of diverse user communities so that the users can apply entropy optimization techniques with complete comfort and ease. With this consideration, the authors focus on the entropy optimization problems in finite dimensional Euclidean space such that only some basic familiarity with optimization is required of the reader.

Partielle Differentialgleichungen

Eine Einführung
Author: Walter A. Strauss
Publisher: Springer-Verlag
ISBN: 366312486X
Category: Mathematics
Page: 458
View: 1672

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Dieses Buch ist eine umfassende Einführung in die klassischen Lösungsmethoden partieller Differentialgleichungen. Es wendet sich an Leser mit Kenntnissen aus einem viersemestrigen Grundstudium der Mathematik (und Physik) und legt seinen Schwerpunkt auf die explizite Darstellung der Lösungen. Es ist deshalb besonders auch für Anwender (Physiker, Ingenieure) sowie für Nichtspezialisten, die die Methoden der mathematischen Physik kennenlernen wollen, interessant. Durch die große Anzahl von Beispielen und Übungsaufgaben eignet es sich gut zum Gebrauch neben Vorlesungen sowie zum Selbststudium.

Advances in Sensitivity Analysis and Parametric Programming


Author: Tomas Gal,H.J. Greenberg
Publisher: Springer Science & Business Media
ISBN: 1461561035
Category: Business & Economics
Page: 581
View: 556

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The standard view of Operations Research/Management Science (OR/MS) dichotomizes the field into deterministic and probabilistic (nondeterministic, stochastic) subfields. This division can be seen by reading the contents page of just about any OR/MS textbook. The mathematical models that help to define OR/MS are usually presented in terms of one subfield or the other. This separation comes about somewhat artificially: academic courses are conveniently subdivided with respect to prerequisites; an initial overview of OR/MS can be presented without requiring knowledge of probability and statistics; text books are conveniently divided into two related semester courses, with deterministic models coming first; academics tend to specialize in one subfield or the other; and practitioners also tend to be expert in a single subfield. But, no matter who is involved in an OR/MS modeling situation (deterministic or probabilistic - academic or practitioner), it is clear that a proper and correct treatment of any problem situation is accomplished only when the analysis cuts across this dichotomy.

Evolutionary Optimization


Author: Ruhul Sarker,Masoud Mohammadian,Xin Yao
Publisher: Springer Science & Business Media
ISBN: 0306480417
Category: Business & Economics
Page: 418
View: 8310

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Evolutionary computation techniques have attracted increasing att- tions in recent years for solving complex optimization problems. They are more robust than traditional methods based on formal logics or mathematical programming for many real world OR/MS problems. E- lutionary computation techniques can deal with complex optimization problems better than traditional optimization techniques. However, most papers on the application of evolutionary computation techniques to Operations Research /Management Science (OR/MS) problems have scattered around in different journals and conference proceedings. They also tend to focus on a very special and narrow topic. It is the right time that an archival book series publishes a special volume which - cludes critical reviews of the state-of-art of those evolutionary com- tation techniques which have been found particularly useful for OR/MS problems, and a collection of papers which represent the latest devel- ment in tackling various OR/MS problems by evolutionary computation techniques. This special volume of the book series on Evolutionary - timization aims at filling in this gap in the current literature. The special volume consists of invited papers written by leading - searchers in the field. All papers were peer reviewed by at least two recognised reviewers. The book covers the foundation as well as the practical side of evolutionary optimization.

Linear Programming

Foundations and Extensions
Author: Robert J Vanderbei
Publisher: Springer Science & Business Media
ISBN: 1461476305
Category: Business & Economics
Page: 414
View: 5655

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This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Readers will discover a host of practical business applications as well as non-business applications. Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's website. The website also includes new online instructional tools and exercises.