Download or read book Elements of Concave Analysis and Applications written by Prem K. Kythe and published by CRC Press. This book was released on 2018-05-15 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concave analysis deals mainly with concave and quasi-concave functions, although convex and quasi-convex functions are considered because of their mutual inherent relationship. The aim of Elements of Concave Analysis and Applications is to provide a basic and self‐contained introduction to concepts and detailed study of concave and convex functions. It is written in the style of a textbook, designed for courses in mathematical economics, finance, and manufacturing design. The suggested prerequisites are multivariate calculus, ordinary and elementary PDEs, and elementary probability theory.

Download or read book Semiconcave Functions Hamilton Jacobi Equations and Optimal Control written by Piermarco Cannarsa and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: * A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems, by leading experts in the field * A central role in the present work is reserved for the study of singularities * Graduate students and researchers in optimal control, the calculus of variations, and PDEs will find this book useful as a reference work on modern dynamic programming for nonlinear control systems

Download or read book Mathematical Programming written by Melvyn Jeter and published by Routledge. This book was released on 2018-05-03 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book serves as an introductory text in mathematical programming and optimization for students having a mathematical background that includes one semester of linear algebra and a complete calculus sequence. It includes computational examples to aid students develop computational skills.

Download or read book Belief Functions Theory and Applications written by Sébastien Destercke and published by Springer. This book was released on 2018-09-07 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Conference on Belief Functions, BELIEF 2018, held in Compiègne, France, in September 2018.The 33 revised regular papers presented in this book were carefully selected and reviewed from 73 submissions. The papers were solicited on theoretical aspects (including for example statistical inference, mathematical foundations, continuous belief functions) as well as on applications in various areas including classification, statistics, data fusion, network analysis and intelligent vehicles.

Download or read book Generalized Concavity written by Mordecai Avriel and published by SIAM. This book was released on 2010-11-25 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published: New York: Plenum Press, 1988.

Download or read book Mathematical Economics written by Kam Yu and published by Springer Nature. This book was released on 2019-11-01 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a one-semester introduction to mathematical economics for first year graduate and senior undergraduate students. Intended to fill the gap between typical liberal arts curriculum and the rigorous mathematical modeling of graduate study in economics, this text provides a concise introduction to the mathematics needed for core microeconomics, macroeconomics, and econometrics courses. Chapters 1 through 5 builds students’ skills in formal proof, axiomatic treatment of linear algebra, and elementary vector differentiation. Chapters 6 and 7 present the basic tools needed for microeconomic analysis. Chapter 8 provides a quick introduction to (or review of) probability theory. Chapter 9 introduces dynamic modeling, applicable in advanced macroeconomics courses. The materials assume prerequisites in undergraduate calculus and linear algebra. Each chapter includes in-text exercises and a solutions manual, making this text ideal for self-study.

Download or read book Nonlinear and Mixed Integer Optimization written by Christodoulos A. Floudas and published by Oxford University Press on Demand. This book was released on 1995-10-05 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filling a void in chemical engineering and optimization literature, this book presents the theory and methods for nonlinear and mixed-integer optimization, and their applications in the important area of process synthesis. Other topics include modeling issues in process synthesis, and optimization-based approaches in the synthesis of heat recovery systems, distillation-based systems, and reactor-based systems. The basics of convex analysis and nonlinear optimization are also covered and the elementary concepts of mixed-integer linear optimization are introduced. All chapters have several illustrations and geometrical interpretations of the material as well as suggested problems. Nonlinear and Mixed-Integer Optimization will prove to be an invaluable source--either as a textbook or a reference--for researchers and graduate students interested in continuous and discrete nonlinear optimization issues in engineering design, process synthesis, process operations, applied mathematics, operations research, industrial management, and systems engineering.

Download or read book Advanced Optimization and Operations Research written by Asoke Kumar Bhunia and published by Springer Nature. This book was released on 2020-01-09 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides students with fundamentals and advanced concepts in optimization and operations research. It gives an overview of the historical perspective of operations research and explains its principal characteristics, tools, and applications. The wide range of topics covered includes convex and concave functions, simplex methods, post optimality analysis of linear programming problems, constrained and unconstrained optimization, game theory, queueing theory, and related topics. The text also elaborates on project management, including the importance of critical path analysis, PERT and CPM techniques. This textbook is ideal for any discipline with one or more courses in optimization and operations research; it may also provide a solid reference for researchers and practitioners in operations research.

Download or read book Generalized Convexity and Fractional Programming with Economic Applications written by Alberto Cambini and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalizations of convex functions have been used in a variety of fields such as economics. business administration. engineering. statistics and applied sciences.· In 1949 de Finetti introduced one of the fundamental of generalized convex functions characterized by convex level sets which are now known as quasiconvex functions. Since then numerous types of generalized convex functions have been defined in accordance with the need of particular applications.· In each case such functions preserve soine of the valuable properties of a convex function. In addition to generalized convex functions this volume deals with fractional programs. These are constrained optimization problems which in the objective function involve one or several ratios. Such functions are often generalized convex. Fractional programs arise in management science. economics and numerical mathematics for example. In order to promote the circulation and development of research in this field. an international workshop on "Generalized Concavity. Fractional Programming and Economic Applications" was held at the University of Pisa. Italy. May 30 - June 1. 1988. Following conferences on similar topics in Vancouver. Canada in 1980 and in Canton. USA in 1986. it was the first such conference organized in Europe. It brought together 70 scientists from 11 countries. Organizers were Professor A. Cambini. University of Pisa. Professor E. Castagnoli. Bocconi University. Milano. Professor L. Martein. University of Pisa. Professor P. Mazzoleni. University of Verona and Professor S. Schaible. University of California. Riverside.

Download or read book Mathematics for economists written by Malcolm Pemberton and published by Manchester University Press. This book was released on 2023-11-10 with total page 1118 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a self-contained treatment of all the mathematics needed by undergraduate and masters-level students of economics, econometrics and finance. Building up gently from a very low level, the authors provide a clear, systematic coverage of calculus and matrix algebra. The second half of the book gives a thorough account of probability, dynamics and static and dynamic optimisation. The last four chapters are an accessible introduction to the rigorous mathematical analysis used in graduate-level economics. The emphasis throughout is on intuitive argument and problem-solving. All methods are illustrated by examples, exercises and problems selected from central areas of modern economic analysis. The book's careful arrangement in short chapters enables it to be used in a variety of course formats for students with or without prior knowledge of calculus, for reference and for self-study. The preface to the new edition and full table of contents are available from https://www.manchesterhive.com/page/mathematics-for-economists-supplementary-materials

Download or read book Mathematical Economics written by Akira Takayama and published by Cambridge University Press. This book was released on 1985-08-30 with total page 770 pages. Available in PDF, EPUB and Kindle. Book excerpt: This systematic exposition and survey of mathematical economics emphasizes the unifying structures of economic theory.

Download or read book Concrete Functional Calculus written by R. M. Dudley and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 675 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concrete Functional Calculus focuses primarily on differentiability of some nonlinear operators on functions or pairs of functions. This includes composition of two functions, and the product integral, taking a matrix- or operator-valued coefficient function into a solution of a system of linear differential equations with the given coefficients. In this book existence and uniqueness of solutions are proved under suitable assumptions for nonlinear integral equations with respect to possibly discontinuous functions having unbounded variation. Key features and topics: Extensive usage of p-variation of functions, and applications to stochastic processes. This work will serve as a thorough reference on its main topics for researchers and graduate students with a background in real analysis and, for Chapter 12, in probability.

Download or read book Engineering Optimization written by Singiresu S. Rao and published by John Wiley & Sons. This book was released on 2019-10-30 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: The revised and updated new edition of the popular optimization book for engineers The thoroughly revised and updated fifth edition of Engineering Optimization: Theory and Practice offers engineers a guide to the important optimization methods that are commonly used in a wide range of industries. The author—a noted expert on the topic—presents both the classical and most recent optimizations approaches. The book introduces the basic methods and includes information on more advanced principles and applications. The fifth edition presents four new chapters: Solution of Optimization Problems Using MATLAB; Metaheuristic Optimization Methods; Multi-Objective Optimization Methods; and Practical Implementation of Optimization. All of the book's topics are designed to be self-contained units with the concepts described in detail with derivations presented. The author puts the emphasis on computational aspects of optimization and includes design examples and problems representing different areas of engineering. Comprehensive in scope, the book contains solved examples, review questions and problems. This important book: Offers an updated edition of the classic work on optimization Includes approaches that are appropriate for all branches of engineering Contains numerous practical design and engineering examples Offers more than 140 illustrative examples, 500 plus references in the literature of engineering optimization, and more than 500 review questions and answers Demonstrates the use of MATLAB for solving different types of optimization problems using different techniques Written for students across all engineering disciplines, the revised edition of Engineering Optimization: Theory and Practice is the comprehensive book that covers the new and recent methods of optimization and reviews the principles and applications.

Download or read book Optimization with LINGO 18 written by Neha Gupta and published by CRC Press. This book was released on 2021-10-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents fundamental concepts of optimization problems and its real-world applications in various fields. The core concepts of optimization, formulations and solution procedures of various real-world problems are provided in an easy-to-read manner. The unique feature of this book is that it presents unified knowledge of the modelling of real-world decision-making problems and provides the solution procedure using the appropriate optimization techniques. The book will help students, researchers, and faculty members to understand the need for optimization techniques for obtaining optimal solution for the decision-making problems. It provides a sound knowledge of modelling of real-world problems using optimization techniques. It is a valuable compendium of several optimization techniques for solving real-world application problems using optimization software LINGO. The book is useful for academicians, practitioners, students and researchers in the field of OR. It is written in simple language with a detailed explanation of the core concepts of optimization techniques. Readers of this book will understand the formulation of real-world problems and their solution procedures obtained using the appropriate optimization techniques.

Download or read book Stochastic Linear Programming written by Peter Kall and published by Springer Science & Business Media. This book was released on 2010-11-02 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. ... The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. ... The authors have made an effort to collect ... the most useful recent ideas and algorithms in this area. ... A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) "This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. ... This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. ... It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)

Download or read book Advances in Geometric Programming written by Mordecai Avriel and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1961, C. Zener, then Director of Science at Westinghouse Corpora tion, and a member of the U. S. National Academy of Sciences who has made important contributions to physics and engineering, published a short article in the Proceedings of the National Academy of Sciences entitled" A Mathe matical Aid in Optimizing Engineering Design. " In this article Zener considered the problem of finding an optimal engineering design that can often be expressed as the problem of minimizing a numerical cost function, termed a "generalized polynomial," consisting of a sum of terms, where each term is a product of a positive constant and the design variables, raised to arbitrary powers. He observed that if the number of terms exceeds the number of variables by one, the optimal values of the design variables can be easily found by solving a set of linear equations. Furthermore, certain invariances of the relative contribution of each term to the total cost can be deduced. The mathematical intricacies in Zener's method soon raised the curiosity of R. J. Duffin, the distinguished mathematician from Carnegie Mellon University who joined forces with Zener in laying the rigorous mathematical foundations of optimizing generalized polynomials. Interes tingly, the investigation of optimality conditions and properties of the optimal solutions in such problems were carried out by Duffin and Zener with the aid of inequalities, rather than the more common approach of the Kuhn-Tucker theory.

Download or read book Nonlinear Analysis and Optimization II written by Simeon Reich and published by American Mathematical Soc.. This book was released on 2010 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the second of two volumes representing leading themes of current research in nonlinear analysis and optimization. The articles are written by prominent researchers in these two areas and bring the readers, advanced graduate students and researchers alike, to the frontline of the vigorous research in important fields of mathematics. This volume contains articles on optimization. Topics covered include the calculus of variations, constrained optimization problems, mathematical economics, metric regularity, nonsmooth analysis, optimal control, subdifferential calculus, time scales and transportation traffic. The companion volume (Contemporary Mathematics, Volume 513) is devoted to nonlinear analysis. This book is co-published with Bar-Ilan University (Ramat-Gan, Israel). Table of Contents: J.-P. Aubin and S. Martin -- Travel time tubes regulating transportation traffic; R. Baier and E. Farkhi -- The directed subdifferential of DC functions; Z. Balanov, W. Krawcewicz, and H. Ruan -- Periodic solutions to $O(2)$-symmetric variational problems: $O(2) \times S^1$- equivariant gradient degree approach; J. F. Bonnans and N. P. Osmolovskii -- Quadratic growth conditions in optimal control problems; J. M. Borwein and S. Sciffer -- An explicit non-expansive function whose subdifferential is the entire dual ball; G. Buttazzo and G. Carlier -- Optimal spatial pricing strategies with transportation costs; R. A. C. Ferreira and D. F. M. Torres -- Isoperimetric problems of the calculus of variations on time scales; M. Foss and N. Randriampiry -- Some two-dimensional $\mathcal A$-quasiaffine functions; F. Giannessi, A. Moldovan, and L. Pellegrini -- Metric regular maps and regularity for constrained extremum problems; V. Y. Glizer -- Linear-quadratic optimal control problem for singularly perturbed systems with small delays; T. Maruyama -- Existence of periodic solutions for Kaldorian business fluctuations; D. Mozyrska and E. Paw'uszewicz -- Delta and nabla monomials and generalized polynomial series on time scales; D. Pallaschke and R. Urba'ski -- Morse indexes for piecewise linear functions; J.-P. Penot -- Error bounds, calmness and their applications in nonsmooth analysis; F. Rampazzo -- Commutativity of control vector fields and ""inf-commutativity""; A. J. Zaslavski -- Stability of exact penalty for classes of constrained minimization problems in finite-dimensional spaces. (CONM/514)