Numerical Methods And Optimization

Download or read book Numerical Methods and Optimization written by Jean-Pierre Corriou and published by Springer Nature. This book was released on 2022-01-04 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in calculus and linear algebra are the only mathematical requirements. The abundance of advanced methods and practical applications will be attractive to scientists and researchers working in different branches of engineering. The reader is progressively introduced to general numerical methods and optimization algorithms in each chapter. Examples accompany the various methods and guide the students to a better understanding of the applications. The user is often provided with the opportunity to verify their results with complex programming code. Each chapter ends with graduated exercises which furnish the student with new cases to study as well as ideas for exam/homework problems for the instructor. A set of programs made in MatlabTM is available on the author’s personal website and presents both numerical and optimization methods.

Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-12-11 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Download or read book Numerical Methods and Optimization written by Sergiy Butenko and published by CRC Press. This book was released on 2014-03-11 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: For students in industrial and systems engineering (ISE) and operations research (OR) to understand optimization at an advanced level, they must first grasp the analysis of algorithms, computational complexity, and other concepts and modern developments in numerical methods. Satisfying this prerequisite, Numerical Methods and Optimization: An Intro

Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-16 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

Download or read book Numerical Analysis and Optimization written by Grégoire Allaire and published by Oxford University Press, USA. This book was released on 2007-05-24 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Analysis and Optimization familiarises students with mathematical models (PDEs) and methods of numerical solution and optimization. Including numerous exercises and examples, this is an ideal text for advanced students in Applied Mathematics, Engineering, Physical Science and Computer Science.

Download or read book Numerical Methods & Optimization written by Anup Goel and published by Technical Publications. This book was released on 2021-01-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical method is a mathematical tool designed to solve numerical problems. The implementation of a numerical method with an appropriate convergence check in a programming language is called a numerical algorithm. Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis. Numerical analysis naturally finds application in all fields of engineering and the physical sciences. Numerical methods are used to approach the solution of the problem and the use of computer improves the accuracy of the solution and working speed. Optimization is the process of finding the conditions that give the maximum or minimum value of a function. For optimization purpose, linear programming technique helps the management in decision making process. This technique is used in almost every functional area of business. This book include flowcharts and programs for various numerical methods by using MATLAB language. My hope is that this book, through its careful explanations of concepts, practical examples and figures bridges the gap between knowledge and proper application of that knowledge.

Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-06-06 with total page 651 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new edition of this book 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 methods best suited to practical problems. This edition has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are widely used in practice and are the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience.