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Modeling and Optimization: Theory and Applications

Selected Contributions from the MOPTA 2012 Conference

Luis F. Zuluaga, Tamás Terlaky (Herausgeber)

Buch | Hardcover

136 Seiten

2013
Springer-Verlag New York Inc.
978-1-4614-8986-3 (ISBN)

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This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA on July 30-August 1, 2012. The conference brought together a diverse group of researchers and practitioners, working on both theoretical and practical aspects of continuous or discrete optimization. Topics presented included algorithms for solving convex, network, mixed-integer, nonlinear, and global optimization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volume represent a sample of these topics and applications and illustrate the broad diversity of ideas discussed at the meeting.

Preface.- 1. M. F. Anjos, Recent Progress in Modeling Unit Commitment Problems.- 2. M. A. Lejeune, Portfolio Optimization with Combinatorial and Downside Return Constraints.- 3. R. R. Regis, An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black Box Optimization.- 4. H. Y. Benson; U. Saglam, Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Application in Portfolio Optimization.- 5. T. Terlaky; D. Li, The Duality between the Perceptron Algorithm and the von Neumann Algorithm.

Reihe/Serie	Springer Proceedings in Mathematics & Statistics ; 62
Zusatzinfo	10 Illustrations, black and white; VII, 136 p. 10 illus.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
	Wirtschaft ► Betriebswirtschaft / Management
Schlagworte	Continuous Optimization • Discrete Optimization • global optimization problems • MOPTA • optimization techniques in finance
ISBN-10	1-4614-8986-5 / 1461489865
ISBN-13	978-1-4614-8986-3 / 9781461489863
Zustand	Neuware