Bøger i Applied Optimization serien

Since the volume may be of interest to a broad variety of people, it is arranged in parts that require different levels of mathematical background. Part III is written for readers in applied mathematics interested in the theoretical basis of modern optimization.

The likely audience for this book includes professional researchers, who want to enrich their tool set for applied efficiency analysis, as well as students of economics, management science or operations research, in tending to learn more about the potentials of rigorously understood efficiency analysis.

When analyzing systems with a large number of parameters, the dimen sion of the original system may present insurmountable difficulties for the analysis.

This book reports initial efforts in providing some useful extensions in - nancial modeling; The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling.

Discusses a fresh approach to the classification problem following the decision support orientation of multicriteria decision aid. This book reviews the research on the development of classification methods, investigating the corresponding model development procedures. It is suitable for researchers and professionals working in management science.

As a consequence, a tendency of writing huge books guiding the reader in convexity appeared during the last twenty years (for example, the books of P. Following this last tendency, our book proposes to the reader two classifications of convexity properties for sets, both of them starting from the internal mechanism of defining them.

Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM.

The first elementary exposition of core ideas of complexity theory for convex optimization, this book explores optimal methods and lower complexity bounds for smooth and non-smooth convex optimization. Also covers polynomial-time interior-point methods.

Because of the rapidly developing and interdisciplinary nature of the subject, there are only a few edited volumes consisting of research papers on intelligent control systems but little is known and published about the fundamentals and the general know-how in designing, implementing and operating intelligent control systems.

2 Tabular Results for Different Algorithms B OptiTrans B. 2 Specific Input Data for the MILP Model and the Column Enumeration Approach B. 2 Tabular Results B. 2 Tabular Results for the Heuristic Methods B.

This volume is an interdisciplinary book which introduces, in a very readable way, state-of-the-art research in the fundamental topics of mathematical modelling of Biosystems. In short, the book offers an overview of mathematical and computational modelling of biosystems including biological phenomena in general.

This book Algebraic Modeling Systems - Modeling and Solving Real World Optimization Problems - deals with the aspects of modeling and solving real-world optimization problems in a unique combination.

Since the book addresses the theory and design of computer-based scheduling algorithms, applied mathematicians and computer software specialists engaged in developing scheduling software for industrial engineering and management problems will find that the methods developed here can be embedded very efficiently in large applications.

Transportation problems belong to the domains mathematical program ming and operations research. Numerous concrete problems (for example, assignment and distribution problems, maximum-flow problem, etc. In this problem, supply and demand points are given, and it is required to minimize the transportation cost.

Line and hyperplane location problems play an important role not only in operations research and location theory, but also in computational geometry and robust statistics. Audience: The book is suitable for researchers, lecturers, and graduate students working in the fields of location theory or computational geometry.

This book shows how the Bayesian Approach (BA) improves well known heuristics by randomizing and optimizing their parameters. A theoretical setting is described in which one can discuss a Bayesian adaptive choice of heuristics for discrete and global optimization prob lems.

This book should be considered as an introduction to a special dass of hierarchical systems of optimal control, where subsystems are described by partial differential equations of various types.

This book provides a new point of view on the field of financial engineering, through the application of multicriteria intelligent decision aiding systems.

At present, concerning intensive development of computer hardware and software, computer-based methods for modeling of difficult problems have become the main technique for theoretical and applied investigations.

This book is a study of these notions and their relationship in linear and convex parametric programming models. Then new results in convex programming, using LFS functions, for single-objective, multi-objective, differentiable and non-smooth programs are introduced.

The global market and competition play a crucial part in the decision making processes within the Space and Air industries and this book gives practical examples of how advanced applications can be used by Space and Air industry management.

Optimum envelope-constrained filter design is concerned with time-domain synthesis of a filter such that its response to a specific input signal stays within prescribed upper and lower bounds, while minimizing the impact of input noise on the filter output or the impact of the shaped signal on other systems depending on the application.

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis.

This book provides a new point of view on the subject of the management of uncertainty. It covers a wide variety of both theoretical and practical issues involving the analysis and management of uncertainty in the fields of finance, management and marketing.

This book presents a unified optimal control approach to a large class of problems arising in the field of production planning and scheduling. This book also introduces the reader to analytical and numerical methods of the maximum principle, used here as a mathematical instrument in modeling and solving production planning and scheduling problems.

February 27 - March 1, 1997, the conference Optimal Control: The ory, Algorithms, and Applications took place at the University of Florida, hosted by the Center for Applied Optimization.

Though the volume covers 22 papers by 36 authors from 12 countries, the history in the background is bound to Hungary where, in 1973 Andras Pnkopa started to lay the foundation of a scientific forum, which can be a regular meeting spot for experts of the world in the field.

A basic problem for the interconnection of communications media is to design interconnection networks for specific needs. Chapter 3 addresses Bruijn digraphs, Kautz digraphs, and their generalizations, which are candidates for networks of minimum diameter and maximum connectivity with given degree and number of nodes.

This book contains selected papers from the presentations given at the 7th EURO-Working Group Meeting on 'Iransportation, which took place at the Helsinki University of Technology (HUT), Finland, during August 2-4, 1999.