Author : Ami Arbel
Publisher : MIT Press
Page : 250 pages
File Size : 46,81 MB
Release : 1993
Category : Computers
ISBN : 9780262510738
This book provides practitioners as well as students of this general methodology with an easily accessible introduction to the new class of algorithms known as interior-point methods for linear programming.
Author : Cornelis Roos
Publisher : Springer Science & Business Media
Page : 501 pages
File Size : 12,46 MB
Release : 2006-02-08
Category : Mathematics
ISBN : 0387263799
The era of interior point methods (IPMs) was initiated by N. Karmarkar’s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book offers comprehensive coverage of IPMs. It details the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.
Author : Cornelis Roos
Publisher :
Page : 520 pages
File Size : 40,75 MB
Release : 1997-03-04
Category : Mathematics
ISBN :
The approach to LO in this book is new in many aspects. In particular the IPM based development of duality theory is surprisingly elegant. The algorithmic parts of the book contain a complete discussion of many algorithmic variants, including predictor-corrector methods, partial updating, higher order methods and sensitivity and parametric analysis.
Author : Stephen J. Wright
Publisher : SIAM
Page : 309 pages
File Size : 27,50 MB
Release : 1997-01-01
Category : Interior-point methods
ISBN : 9781611971453
In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. This is an excellent, timely, and well-written work. The major primal-dual algorithms covered in this book are path-following algorithms (short- and long-step, predictor-corrector), potential-reduction algorithms, and infeasible-interior-point algorithms. A unified treatment of superlinear convergence, finite termination, and detection of infeasible problems is presented. Issues relevant to practical implementation are also discussed, including sparse linear algebra and a complete specification of Mehrotra's predictor-corrector algorithm. Also treated are extensions of primal-dual algorithms to more general problems such as monotone complementarity, semidefinite programming, and general convex programming problems.
Author : James Renegar
Publisher : SIAM
Page : 124 pages
File Size : 50,7 MB
Release : 2001-01-01
Category : Mathematics
ISBN : 9780898718812
Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Author : Yinyu Ye
Publisher : John Wiley & Sons
Page : 440 pages
File Size : 25,49 MB
Release : 2011-10-11
Category : Mathematics
ISBN : 1118030958
The first comprehensive review of the theory and practice of one oftoday's most powerful optimization techniques. The explosive growth of research into and development of interiorpoint algorithms over the past two decades has significantlyimproved the complexity of linear programming and yielded some oftoday's most sophisticated computing techniques. This book offers acomprehensive and thorough treatment of the theory, analysis, andimplementation of this powerful computational tool. Interior Point Algorithms provides detailed coverage of all basicand advanced aspects of the subject. Beginning with an overview offundamental mathematical procedures, Professor Yinyu Ye movesswiftly on to in-depth explorations of numerous computationalproblems and the algorithms that have been developed to solve them.An indispensable text/reference for students and researchers inapplied mathematics, computer science, operations research,management science, and engineering, Interior Point Algorithms: * Derives various complexity results for linear and convexprogramming * Emphasizes interior point geometry and potential theory * Covers state-of-the-art results for extension, implementation,and other cutting-edge computational techniques * Explores the hottest new research topics, including nonlinearprogramming and nonconvex optimization.
Author : Jorge Nocedal
Publisher : Springer Science & Business Media
Page : 686 pages
File Size : 32,22 MB
Release : 2006-12-11
Category : Mathematics
ISBN : 0387400656
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
Author : Paul R. Thie
Publisher : John Wiley & Sons
Page : 476 pages
File Size : 16,53 MB
Release : 2011-09-15
Category : Mathematics
ISBN : 1118165454
Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.
Author : Myer Kutz
Publisher : John Wiley & Sons
Page : 1008 pages
File Size : 47,60 MB
Release : 2015-03-02
Category : Technology & Engineering
ISBN : 1118930800
Full coverage of electronics, MEMS, and instrumentation and control in mechanical engineering This second volume of Mechanical Engineers' Handbook covers electronics, MEMS, and instrumentation and control, giving you accessible and in-depth access to the topics you'll encounter in the discipline: computer-aided design, product design for manufacturing and assembly, design optimization, total quality management in mechanical system design, reliability in the mechanical design process for sustainability, life-cycle design, design for remanufacturing processes, signal processing, data acquisition and display systems, and much more. The book provides a quick guide to specialized areas you may encounter in your work, giving you access to the basics of each and pointing you toward trusted resources for further reading, if needed. The accessible information inside offers discussions, examples, and analyses of the topics covered, rather than the straight data, formulas, and calculations you'll find in other handbooks. Presents the most comprehensive coverage of the entire discipline of Mechanical Engineering anywhere in four interrelated books Offers the option of being purchased as a four-book set or as single books Comes in a subscription format through the Wiley Online Library and in electronic and custom formats Engineers at all levels will find Mechanical Engineers' Handbook, Volume 2 an excellent resource they can turn to for the basics of electronics, MEMS, and instrumentation and control.
Author : Sanjoy Dasgupta
Publisher : McGraw-Hill Higher Education
Page : 338 pages
File Size : 10,10 MB
Release : 2006
Category : Computer algorithms
ISBN : 0077388496
This text, extensively class-tested over a decade at UC Berkeley and UC San Diego, explains the fundamentals of algorithms in a story line that makes the material enjoyable and easy to digest. Emphasis is placed on understanding the crisp mathematical idea behind each algorithm, in a manner that is intuitive and rigorous without being unduly formal. Features include:The use of boxes to strengthen the narrative: pieces that provide historical context, descriptions of how the algorithms are used in practice, and excursions for the mathematically sophisticated. Carefully chosen advanced topics that can be skipped in a standard one-semester course but can be covered in an advanced algorithms course or in a more leisurely two-semester sequence.An accessible treatment of linear programming introduces students to one of the greatest achievements in algorithms. An optional chapter on the quantum algorithm for factoring provides a unique peephole into this exciting topic. In addition to the text DasGupta also offers a Solutions Manual which is available on the Online Learning Center."Algorithms is an outstanding undergraduate text equally informed by the historical roots and contemporary applications of its subject. Like a captivating novel it is a joy to read." Tim Roughgarden Stanford University
