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Invexity and optimization
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ISBN: 1281314420 9786611314422 3540785620 3540785612 Year: 2008 Publisher: Berlin : Springer,

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Invexity and Optimization presents results on invex function and their properties in smooth and nonsmooth cases, pseudolinearity and eta-pseudolinearity. Results on optimality and duality for a nonlinear scalar programming problem are presented, second and higher order duality results are given for a nonlinear scalar programming problem, and saddle point results are also presented. Invexity in multiobjective programming problems and Kuhn-Tucker optimality conditions are given for a multiobjecive programming problem, Wolfe and Mond-Weir type dual models are given for a multiobjective programming problem and usual duality results are presented in presence of invex functions. Continuous-time multiobjective problems are also discussed. Quadratic and fractional programming problems are given for invex functions. Symmetric duality results are also given for scalar and vector cases.

An introduction to optimization
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ISBN: 9780471758006 0471758000 Year: 2008 Publisher: Hoboken (N.J.): Wiley,


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Tabu Search
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ISBN: 9535158317 3902613343 Year: 2008 Publisher: IntechOpen

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The goal of this book is to report original researches on algorithms and applications of Tabu Search to real-world problems as well as recent improvements and extensions on its concepts and algorithms. The book’ Chapters identify useful new implementations and ways to integrate and apply the principles of Tabu Search, to hybrid it with others optimization methods, to prove new theoretical results, and to describe the successful application of optimization methods to real world problems. Chapters were selected after a careful review process by reviewers, based on the originality, relevance and their contribution to local search techniques and more precisely to Tabu Search.


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Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Saarbrucken, September 5-7, 2007
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ISBN: 1281241660 9786611241667 3540779035 3540779027 Year: 2008 Publisher: Berlin : Springer-Verlag,

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The symposium Operations Research 2007 was held from September 5-7, 2007 at the Saarland University in Saarbru ¨cken. This international conference is at the same time the annual meeting of the German - erations Research Society (GOR). The transition in Germany (and many other countries in Europe) from a production orientation to a service society combined with a continuous demographic change generated a need for intensi?ed Op- ations Research activities in this area. On that account this conference has been devoted to the role of Operations Research in the service industry. The links to Operations Research are manifold and include many di?erent topics which are particularly emphasized in scienti?c sections of OR 2007. More than 420 participants from 30 countries made this event very international and successful. The program consisted of three p- nary,elevensemi-plenaryandmorethan300contributedpresentations, which had been organized in 18 sections. During the conference, the GOR Dissertation and Diploma Prizes were awarded. We congratulate all winners, especially Professor Wolfgang Domschke from the Da- stadt University of Technology, on receiving the GOR Scienti?c Prize Award.

Advanced stochastic models, risk assessment, and portfolio optimization: the ideal risk, uncertainty, and performance measures
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ISBN: 1281217301 0470253606 9786611217303 1283272954 9786613272959 1118086147 047005316X 9780470253601 9781281217301 9781118086148 9780470053164 6611217304 9781283272957 6613272957 Year: 2008 Publisher: Hoboken, N.J. Wiley

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This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.


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Optimization in medicine
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ISBN: 1281148083 9786611148089 0387732993 0387732985 1441925171 Year: 2008 Publisher: New York : Springer,

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Optimization has become an essential tool in addressing the limitation of resources and need for better decision-making in the medical field. Both continuous and discrete mathematical techniques are playing an increasingly important role in understanding several fundamental problems in medicine. This volume presents a wide range of medical applications that can utilize mathematical computing. Examples include using an algorithm for considering the seed reconstruction problem in brachytherapy and using optimization-classification models to assist in the early prediction, diagnosis and detection of diseases. Discrete optimization techniques and measures derived from the theory of nonlinear dynamics, with analysis of multi-electrode electroencephalographic (EEG) data, assist in predicting impending epileptic seizures. Mathematics in medicine can also be found in recent cancer research. Sophisticated mathematical models and optimization algorithms have been used to generate treatment plans for radionuclide implant and external beam radiation therapy. Optimization techniques have also been used to automate the planning process in Gamma Knife treatment, as well as to address a variety of medical image registration problems. This work grew out of a workshop on optimization which was held during the 2005 CIM Thematic Term on Optimization in Coimbra, Portugal. It provides an overview of the state-of-the-art in optimization in medicine and will serve as an excellent reference for researchers in the medical computing community and for those working in applied mathematics and optimization.


Book
Stochastic global optimization
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ISBN: 1281138932 9786611138936 0387747400 0387740228 Year: 2008 Publisher: New York : Springer,

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This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory. Key features: * Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods; * Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms; * Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms; *Provides a thorough description of the methods based on statistical models of objective function; *Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization. Stochastic Global Optimization is intended for mature researchers and graduate students interested in global optimization, operations research, computer science, probability, statistics, computational and applied mathematics, mechanical and chemical engineering, and many other fields where methods of global optimization can be used.


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Pareto optimality, game theory and equilibria
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ISBN: 1281490989 9786611490980 0387772472 0387772464 Year: 2008 Publisher: New York : Springer,

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This comprehensive work examines important recent developments and modern applications in the fields of optimization, control, game theory, and equilibrium programming. In particular, the concepts of equilibrium and optimality are of immense practical importance affecting decision-making problems regarding policy and strategies, and in understanding and predicting systems in different application domains, ranging from economics and engineering to military applications. The book consists of twenty-nine survey chapters written by distinguished researchers in the above areas.

Graphs, Networks and Algorithms
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ISBN: 3540727809 3540727795 3642091865 Year: 2008 Volume: 5 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

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From the reviews of the previous editions ".... The book is a first class textbook and seems to be indispensable for everybody who has to teach combinatorial optimization. It is very helpful for students, teachers, and researchers in this area. The author finds a striking synthesis of nice and interesting mathematical results and practical applications. ... the author pays much attention to the inclusion of well-chosen exercises. The reader does not remain helpless; solutions or at least hints are given in the appendix. Except for some small basic mathematical and algorithmic knowledge the book is self-contained. ..." K.Engel, Mathematical Reviews 2002 The substantial development effort of this text, involving multiple editions and trailing in the context of various workshops, university courses and seminar series, clearly shows through in this new edition with its clear writing, good organisation, comprehensive coverage of essential theory, and well-chosen applications. The proofs of important results and the representation of key algorithms in a Pascal-like notation allow this book to be used in a high-level undergraduate or low-level graduate course on graph theory, combinatorial optimization or computer science algorithms. The well-worked solutions to exercises are a real bonus for self study by students. The book is highly recommended. P .B. Gibbons, Zentralblatt für Mathematik 1061, 2005 The third edition of this standard textbook contains additional material: two new application sections (on graphical codes and their decoding) and about two dozen further exercises (with solutions, as throughout the text). Moreover, recent developments have been discussed and referenced, in particular for the travelling salesman problem. The presentation has been improved in many places (for instance, in the chapters on shortest paths and on colorings), and a number of proofs have been reorganized, making them more precise or more transparent.


Book
Computational methods in financial engineering : essays in honour of Manfred Gilli
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ISBN: 1281231770 9786611231774 3540779582 3540779574 3642096778 Year: 2008 Publisher: Berlin : Springer,

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Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance. "This book collects frontier work by researchers in computational economics in a tribute to Manfred Gilli, a leading member of this community. Contributions cover many of the topics researched by Gilli during his career: portfolio optimization and option pricing, estimation and classification, as well as banking, risk and macroeconomic modeling. The editors have put together a remarkable panorama of the rapidly growing and diversifying field of computational economics and finance." Michel Juillard, Paris School of Economics and University Paris 8.

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