Modern Mathematical Methods of Optimization

Modern Mathematical Methods of Optimization
Author: Karl-Heinz Elster
Publisher: Wiley-VCH
Total Pages: 424
Release: 1993-11
Genre: Mathematics
ISBN:

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Light will be thrown on a variety of problems concerned with the construction and analysis of optimization models: equilibrium models of mathematical economy, modern numerical optimization methods and software, methods of convex programming optimal with respect to complexity, polynomial algorithms of linear programming, decomposition of optimization systems, modern apparatus of nonsmooth optimization, models and methods of discrete programming.

Modern Mathematical Methods For Scientists And Engineers: A Street-smart Introduction

Modern Mathematical Methods For Scientists And Engineers: A Street-smart Introduction
Author: Athanassios Fokas
Publisher: World Scientific
Total Pages: 568
Release: 2022-12-12
Genre: Mathematics
ISBN: 180061182X

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Modern Mathematical Methods for Scientists and Engineers is a modern introduction to basic topics in mathematics at the undergraduate level, with emphasis on explanations and applications to real-life problems. There is also an 'Application' section at the end of each chapter, with topics drawn from a variety of areas, including neural networks, fluid dynamics, and the behavior of 'put' and 'call' options in financial markets. The book presents several modern important and computationally efficient topics, including feedforward neural networks, wavelets, generalized functions, stochastic optimization methods, and numerical methods.A unique and novel feature of the book is the introduction of a recently developed method for solving partial differential equations (PDEs), called the unified transform. PDEs are the mathematical cornerstone for describing an astonishingly wide range of phenomena, from quantum mechanics to ocean waves, to the diffusion of heat in matter and the behavior of financial markets. Despite the efforts of many famous mathematicians, physicists and engineers, the solution of partial differential equations remains a challenge.The unified transform greatly facilitates this task. For example, two and a half centuries after Jean d'Alembert formulated the wave equation and presented a solution for solving a simple problem for this equation, the unified transform derives in a simple manner a generalization of the d'Alembert solution, valid for general boundary value problems. Moreover, two centuries after Joseph Fourier introduced the classical tool of the Fourier series for solving the heat equation, the unified transform constructs a new solution to this ubiquitous PDE, with important analytical and numerical advantages in comparison to the classical solutions. The authors present the unified transform pedagogically, building all the necessary background, including functions of real and of complex variables and the Fourier transform, illustrating the method with numerous examples.Broad in scope, but pedagogical in style and content, the book is an introduction to powerful mathematical concepts and modern tools for students in science and engineering.

Optimization in Function Spaces

Optimization in Function Spaces
Author: Amol Sasane
Publisher: Courier Dover Publications
Total Pages: 260
Release: 2016-03-15
Genre: Mathematics
ISBN: 0486789454

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Classroom-tested at the London School of Economics, this original, highly readable text offers numerous examples and exercises as well as detailed solutions. Prerequisites are multivariable calculus and basic linear algebra. 2015 edition.

Modern Mathematical Methods In Technology

Modern Mathematical Methods In Technology
Author: S. Fenyo
Publisher: Elsevier
Total Pages: 335
Release: 2012-12-02
Genre: Mathematics
ISBN: 0444601902

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Modern Mathematical Methods in Technology deals with applied mathematics and its finite methods. The book explains the linear algebra, optimization theory, and elements of the theory of graphs. This book explains the matrix theory and analysis, as well as the applications of matrix calculus. It discusses the linear mappings, basic matrix operations, hypermatrices, vector systems, and other algebraic concepts. In addition, it presents the sequences, series, continuity, differentiation, and integration of matrices, as well as the analytical matrix functions. The book discusses linear optimization, linear programming problems, and their solution. It also describes transportation problems and their solution by Hungarian method, as well as convex optimization and the Kuhn-Tucker theorem. The book discusses graphs including sub-, complete, and complementary graphs. It also presents the Boolean algebra and Ford-Fulkerson theorem. This book is invaluable to Math practitioners and non-practitioners.

Modern Optimization with R

Modern Optimization with R
Author: Paulo Cortez
Publisher: Springer Nature
Total Pages: 264
Release: 2021-07-30
Genre: Computers
ISBN: 3030728196

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The goal of this book is to gather in a single work the most relevant concepts related in optimization methods, showing how such theories 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. This new edition integrates the latest R packages through text and code examples. It also discusses new topics, such as: the impact of artificial intelligence and business analytics in modern optimization tasks; the creation of interactive Web applications; usage of parallel computing; and more modern optimization algorithms (e.g., iterated racing, ant colony optimization, grammatical evolution).

Classical And Modern Optimization

Classical And Modern Optimization
Author: Guillaume Carlier
Publisher: World Scientific
Total Pages: 388
Release: 2022-03-16
Genre: Mathematics
ISBN: 180061067X

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The quest for the optimal is ubiquitous in nature and human behavior. The field of mathematical optimization has a long history and remains active today, particularly in the development of machine learning.Classical and Modern Optimization presents a self-contained overview of classical and modern ideas and methods in approaching optimization problems. The approach is rich and flexible enough to address smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations. The first chapters of the book are devoted to the classical toolbox: topology and functional analysis, differential calculus, convex analysis and necessary conditions for differentiable constrained optimization. The remaining chapters are dedicated to more specialized topics and applications.Valuable to a wide audience, including students in mathematics, engineers, data scientists or economists, Classical and Modern Optimization contains more than 200 exercises to assist with self-study or for anyone teaching a third- or fourth-year optimization class.

Optimization Models

Optimization Models
Author: Giuseppe C. Calafiore
Publisher: Cambridge University Press
Total Pages: 651
Release: 2014-10-31
Genre: Business & Economics
ISBN: 1107050871

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This accessible textbook demonstrates how to recognize, simplify, model and solve optimization problems - and apply these principles to new projects.

Modern Optimization Techniques with Applications in Electric Power Systems

Modern Optimization Techniques with Applications in Electric Power Systems
Author: Soliman Abdel-Hady Soliman
Publisher: Springer Science & Business Media
Total Pages: 430
Release: 2011-12-15
Genre: Mathematics
ISBN: 146141752X

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This book presents the application of some AI related optimization techniques in the operation and control of electric power systems. With practical applications and examples the use of functional analysis, simulated annealing, Tabu-search, Genetic algorithms and fuzzy systems for the optimization of power systems is discussed in detail. Preliminary mathematical concepts are presented before moving to more advanced material. Researchers and graduate students will benefit from this book. Engineers working in utility companies, operations and control, and resource management will also find this book useful. ​

Mathematics of Optimization: How to do Things Faster

Mathematics of Optimization: How to do Things Faster
Author: Steven J. Miller
Publisher: American Mathematical Soc.
Total Pages: 353
Release: 2017-12-20
Genre: Business & Economics
ISBN: 1470441144

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Optimization Theory is an active area of research with numerous applications; many of the books are designed for engineering classes, and thus have an emphasis on problems from such fields. Covering much of the same material, there is less emphasis on coding and detailed applications as the intended audience is more mathematical. There are still several important problems discussed (especially scheduling problems), but there is more emphasis on theory and less on the nuts and bolts of coding. A constant theme of the text is the “why” and the “how” in the subject. Why are we able to do a calculation efficiently? How should we look at a problem? Extensive effort is made to motivate the mathematics and isolate how one can apply ideas/perspectives to a variety of problems. As many of the key algorithms in the subject require too much time or detail to analyze in a first course (such as the run-time of the Simplex Algorithm), there are numerous comparisons to simpler algorithms which students have either seen or can quickly learn (such as the Euclidean algorithm) to motivate the type of results on run-time savings.

Optimization Theory for Large Systems

Optimization Theory for Large Systems
Author: Leon S. Lasdon
Publisher: Courier Corporation
Total Pages: 566
Release: 2013-01-17
Genre: Mathematics
ISBN: 0486143694

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Important text examines most significant algorithms for optimizing large systems and clarifying relations between optimization procedures. Much data appear as charts and graphs and will be highly valuable to readers in selecting a method and estimating computer time and cost in problem-solving. Initial chapter on linear and nonlinear programming presents all necessary background for subjects covered in rest of book. Second chapter illustrates how large-scale mathematical programs arise from real-world problems. Appendixes. List of Symbols.