Algorithmic Principles of Mathematical Programming

Ulrich Faigle, W. Kern, G. Still (Autoren)

Buch | Softcover

339 Seiten

2010 | Softcover reprint of hardcover 1st ed. 2002
Springer (Verlag)
978-90-481-6117-1 (ISBN)

Artikel merken

Algorithmic Principles of Mathematical Programming investigates the mathematical structures and principles underlying the design of efficient algorithms for optimization problems. Recent advances in algorithmic theory have shown that the traditionally separate areas of discrete optimization, linear programming, and nonlinear optimization are closely linked. This book offers a comprehensive introduction to the whole subject and leads the reader to the frontiers of current research. The prerequisites to use the book are very elementary. All the tools from numerical linear algebra and calculus are fully reviewed and developed. Rather than attempting to be encyclopedic, the book illustrates the important basic techniques with typical problems. The focus is on efficient algorithms with respect to practical usefulness. Algorithmic complexity theory is presented with the goal of helping the reader understand the concepts without having to become a theoretical specialist. Further theory is outlined and supplemented with pointers to the relevant literature.

1. Real Vector Spaces.- 2. Linear Equations and Linear Inequalities.- 3. Polyhedra.- 4. Linear Programs and the Simplex Method.- 5. Lagrangian Duality.- 6. An Interior Point Algorithm for Linear Programs.- 7. Network Flows.- 8. Complexity.- 9. Integer Programming.- 10. Convex Sets and Convex Functions.- 11. Unconstrained Optimization.- 12. Constrained Nonlinear Optimization.- List of frequently used Symbols.

Erscheint lt. Verlag	7.12.2010
Reihe/Serie	Texts in the Mathematical Sciences ; 24
Zusatzinfo	X, 339 p.
Verlagsort	Dordrecht
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Informatik ► Theorie / Studium ► Algorithmen
	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	90-481-6117-7 / 9048161177
ISBN-13	978-90-481-6117-1 / 9789048161171
Zustand	Neuware