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Applied Mathematics: Optimization
E-Books for free online viewing and/or download
e-books in this category
A Practical Guide to Robust Optimization
by Bram L. Gorissen, Ihsan Yanıkoğlu, Dick den Hertog - arXiv , 2015
The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice.
Optimization Models For Decision Making
by Katta G. Murty - Springer , 2010
This is a Junior level book on some versatile optimization models for decision making in common use. The aim of this book is to develop skills in mathematical modeling, and in algorithms and computational methods to solve and analyze these models.
by Jim Burke - University of Washington , 2012
These are notes for an introductory course in linear programming. The four basic components of the course are modeling, solution methodology, duality theory, and sensitivity analysis. We focus on the simplex algorithm due to George Dantzig.
by Guido Schaefer - Utrecht University , 2012
From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.
by A. Ben-Tal, L. El Ghaoui, A. Nemirovski - Princeton University Press , 2009
Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of this relatively new approach to optimization.
Lectures on Optimization: Theory and Algorithms
by John Cea - Tata Institute of Fundamental Research , 1978
Contents: Differential Calculus in Normed Linear Spaces; Minimization of Functionals; Minimization Without Constraints; Minimization with Constraints; Duality and Its Applications; Elements of the Theory of Control and Elements of Optimal Design.
Iterative Methods for Optimization
by C.T. Kelley - Society for Industrial Mathematics , 1987
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.
Applied Mathematical Programming Using Algebraic Systems
by Bruce A. McCarl, Thomas H. Spreen - Texas A&M University , 2011
This book is intended to both serve as a reference guide and a text for a course on Applied Mathematical Programming. The text concentrates upon conceptual issues, problem formulation, computerized problem solution, and results interpretation.
Optimal Stopping and Applications
by Thomas S. Ferguson - UCLA , 2008
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.
The Design of Approximation Algorithms
by D. P. Williamson, D. B. Shmoys - Cambridge University Press , 2010
This book shows how to design approximation algorithms: efficient algorithms that find provably near-optimal solutions. It is organized around techniques for designing approximation algorithms, including greedy and local search algorithms.
Applied Mathematical Programming
by S. Bradley, A. Hax, T. Magnanti - Addison-Wesley , 1977
This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.
Linear Complementarity, Linear and Nonlinear Programming
by Katta G. Murty , 1997
This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications.
Optimization and Dynamical Systems
by U. Helmke, J. B. Moore - Springer , 1996
Aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control systems, signal processing, and linear algebra. The problems solved are those of linear algebra and linear systems theory.
Notes on Optimization
by Pravin Varaiya - Van Nostrand , 1972
The author presents the main concepts mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is required.
Linear Optimisation and Numerical Analysis
by Ian Craw - University of Aberdeen , 2002
The book describes the simplex algorithm and shows how it can be used to solve real problems. It shows how previous results in linear algebra give a framework for understanding the simplex algorithm and describes other optimization algorithms.
Optimization Algorithms on Matrix Manifolds
by P.-A. Absil, R. Mahony, R. Sepulchre - Princeton University Press , 2007
Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.
by Stephen Boyd, Lieven Vandenberghe - Cambridge University Press , 2004
A comprehensive introduction to the subject for students and practitioners in engineering, computer science, mathematics, statistics, finance, etc. The book shows in detail how optimization problems can be solved numerically with great efficiency.