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Linear System Theory and Design
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Chi-Tsong Chen
This text is an extensive revision of the author's highly successful text, "Linear Systems Theory and Design". In the third edition, the author is revising his formerly more theoretical approach to the topic of linear systems, choosing instead a more general approach that will appeal to a wider audience. A key feature of the revision is the ...
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Linear Programming and Network Flows
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M S Bazaraa
"Linear Programming and Network Flows" presents the problem of minimizing and maximizing a linear function in the presence of linear equality or inequality constraints. This text provides methods for modeling complex problems via effective algorithms on modern computers, optimization problems, and effective solution algorithms. The book also ...
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Introduction to Mathematical Programming: Applications and Algorithms
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Wayne L Winston, Ph.D.
Focusing on deterministic models, this book is designed for the first half of an operations research course. A subset of Winston's best-selling Operations Research, Introduction to Mathematical Programing offers self-contained chapters that make it flexible enough for one- or two-semester courses ranging from advanced beginning to intermediate in ...
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Linear and Nonlinear Programming
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David G Luenberger, Yinyu Ye
"Linear and Nonlinear Programming" is considered a classic textbook in Optimization. While it is a classic, it also reflects modern theoretical insights. These insights provide structure to what might otherwise be simply a collection of techniques and results, and this is valuable both as a means for learning existing material and for developing ...
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Precalculus: A Self-Teaching Guide
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Steve Slavin, Stephen L Slavin, Ginny Crisonino
This guide provides a clear, interactive introduction to the key concepts of those disciplines collectively known as precalculus, including an algebra review and complete coverage of exponential and log functions, trigonometry, and linear programming. An addition to Wiley's stable of self-teaching maths titles, it offers a self-teaching approach ...
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Numerical Optimization
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Jorge Nocedal, Stephen J Wright
"Numerical Optimization" presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. Drawing on their experiences in teaching, research, ...
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How to Solve It: Modern Heuristics
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Zbigniew Michalewicz, David B Fogel
This book is the only source that provides comprehensive, current, and correct information on problem solving using modern heuristics. It covers classic methods of optimization, including dynamic programming, the simplex method, and gradient techniques, as well as recent innovations such as simulated annealing, tabu search, and evolutionary ...
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Nonlinear Programming: Theory and Algorithms
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Mokhtar S Bazaraa, C M Shetty
"Nonlinear Programming: Theory and Algorithms" - now in an extensively updated third edition - addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective ...
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Ampl: A Modeling Language for Mathematical Programming
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Robert Fourer
The is a MS-DOS version 3.2 and compatible with later operating systems such as Microsoft Windows. It can be used with Intel 80386 or a compatible microprocessor with 4 MB of disk space and 2 or more MB of memory. This student edition has a conventional memory variant that can be used on any MS-DOS machine with 640K. Developed at AT&T's Bell ...
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Linear Programming: Foundations and Extensions
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Robert J Vanderbei
This book focuses largely on constrained optimization. It begins with a substantial treatment of linear programming and proceeds to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Along the way, dynamic programming and the linear complementarity problem are touched on as well. This book aims to ...
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Introduction to Linear Optimization
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Dimitris Bertsimas
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Cooperative Stochastic Differential Games
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David W K Yeung, Leon A Petrosyan
Stochastic differential games represent one of the most complex forms of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution and stochastic elements have to be considered simultaneously. The complexity of stochastic differential games generally leads to great difficulties in the derivation ...
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Linear programming and economic analysis
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Robert Dorfman
Clear, comprehensive exposition of interrelation of game theory and linear programming, interrelation of linear programming and modern welfare economics, Leontief theory of input-output, problems of dynamic linear programming, more.
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Combinatorial Optimization
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William Cook, William H Cunningham, William R Pulleyblank
A complete, highly accessible introduction to one of today's most exciting areas of applied mathematics One of the youngest, most vital areas of applied mathematics, combinatorial optimization integrates techniques from combinatorics, linear programming, and the theory of algorithms. Because of its success in solving difficult problems in areas ...
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Dynamic Programming and Optimal Control
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Dimitri P Bertsekas
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Model building in mathematical programming
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by
H P Williams
Review of previous editions 'Such a text - and this is the only one of this type I know of - should be the basis of all instruction in Mathematical Programming.' Journal of the Royal Statistical Society 'An excellent introduction ...for students of business administration and people who want to see the utility of operations research.' European ...
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Dynamic Programming
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Richard Ernest Bellman
An introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation ...
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Introduction to mathematical programming
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by
Frederick S Hillier
This volume offers many new problems, as well as tutorial software which has been revised and improved to enable larger-scale problem solving. Includes chapters on: The Theory of the Simplex Method; Duality Theory and Sensitivity Analysis; Dynamic Programming; Nonlinear Programming; Special Types of Linear Problems; Network Analysis; and Pert-CPM.
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Practical Optimization: Algorithms and Engineering Applications
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Andreas Antoniou, Wu-Sheng Lu
"Practical Optimization: Algorithms and Engineering Applications" provides a hands-on treatment of the subject of optimization. A comprehensive set of problems and exercises makes the book suitable for use in one or two semesters of a first-year graduate course or an advanced undergraduate course. Each half of the book contains a full semester's ...
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Optimal Stopping and Free-Boundary Problems
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Goran Peskir, Albert Shiryaev
The book aims at disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems in analysis using minimal tools and focusing on key examples. The general theory of optimal stopping is exposed at the level of basic principles in both discrete and continuous time covering martingale and Markovian ...
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An Introduction to Generalized Linear Models
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Annette J Dobson, Adrian G Barnett
Popular for its accessible, concise, and clear introduction to this key statistical methodology, "An Introduction to Generalized Linear Models, Third Edition" provides a wealth of examples from such diverse fields as business, medicine, engineering, and the social sciences. Emphasizing graphical methods for exploratory data analysis and ...
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An Illustrated Guide to Linear Programming
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Dr. Saul I Gass
Entertaining, nontechnical introduction covers basic concepts of linear programming and its relationship to operations research; geometric interpretation and problem solving, solution techniques, network problems, much more. Only high-school algebra needed.
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Linear programming: methods and applications
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Saul I. Gass
Clear and comprehensive, this volume introduces theoretical, computational, and applied concepts and is useful both as text and as a reference book. Considerations of theoretical and computational methods include the general linear programming problem, the simplex computational procedure, the revised simplex method, more. Examples and exercises ...
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Matrix Methods in Finite Mathematics: An Introduction with Applications to Business and Industry
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Steven C. Althoen, Robert J. Bumcrot
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Applications of Linear Algebra
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by
Chris Rorres
This undergraduate textbook, which includes problems and exercises, covers all applications of linear algebra. Topics include constructing curves and surfaces through specified points, plane geometry, graphy theory, computer graphics, linear programming and much more.
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