Practical optimization methods: with Mathematica applications
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
New York [u.a.]
Springer
2000
|
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XIII, 715 S. Ill., graph. Darst. CD-ROM (12 cm) |
ISBN: | 0387986316 |
Internformat
MARC
LEADER | 00000nam a2200000 c 4500 | ||
---|---|---|---|
001 | BV013266383 | ||
003 | DE-604 | ||
005 | 20160229 | ||
007 | t| | ||
008 | 000725s2000 xx ad|| |||| 00||| eng d | ||
020 | |a 0387986316 |9 0-387-98631-6 | ||
035 | |a (OCoLC)247684527 | ||
035 | |a (DE-599)BVBBV013266383 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-29T |a DE-91G |a DE-824 |a DE-703 |a DE-20 |a DE-634 |a DE-11 | ||
050 | 0 | |a QA402.5 | |
082 | 0 | |a 519.3 | |
084 | |a QH 420 |0 (DE-625)141574: |2 rvk | ||
084 | |a QH 421 |0 (DE-625)141575: |2 rvk | ||
084 | |a SK 870 |0 (DE-625)143265: |2 rvk | ||
084 | |a SK 970 |0 (DE-625)143276: |2 rvk | ||
084 | |a MAT 910f |2 stub | ||
084 | |a MAT 650f |2 stub | ||
100 | 1 | |a Bhatti, Mohammad Asghar |e Verfasser |0 (DE-588)143858327 |4 aut | |
245 | 1 | 0 | |a Practical optimization methods |b with Mathematica applications |c M. Asghar Bhatti |
264 | 1 | |a New York [u.a.] |b Springer |c 2000 | |
300 | |a XIII, 715 S. |b Ill., graph. Darst. |e CD-ROM (12 cm) | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
630 | 0 | 4 | |a Mathematica (Computer file) |
650 | 4 | |a Optimierung - Mathematica <Programm> | |
650 | 4 | |a Datenverarbeitung | |
650 | 4 | |a Mathematical optimization |x Data processing | |
650 | 0 | 7 | |a Methode |0 (DE-588)4038971-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Mathematica |g Programm |0 (DE-588)4268208-3 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a CD-ROM |0 (DE-588)4139307-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optimierung |0 (DE-588)4043664-0 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Optimierung |0 (DE-588)4043664-0 |D s |
689 | 0 | 1 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |D s |
689 | 0 | |5 DE-604 | |
689 | 1 | 0 | |a Optimierung |0 (DE-588)4043664-0 |D s |
689 | 1 | 1 | |a Methode |0 (DE-588)4038971-6 |D s |
689 | 1 | |5 DE-604 | |
689 | 2 | 0 | |a Optimierung |0 (DE-588)4043664-0 |D s |
689 | 2 | 1 | |a CD-ROM |0 (DE-588)4139307-7 |D s |
689 | 2 | |5 DE-604 | |
689 | 3 | 0 | |a Optimierung |0 (DE-588)4043664-0 |D s |
689 | 3 | 1 | |a Mathematica |g Programm |0 (DE-588)4268208-3 |D s |
689 | 3 | |5 DE-604 | |
856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009044196&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009044196 |
Datensatz im Suchindex
_version_ | 1822414663669776384 |
---|---|
adam_text |
Contents
Preface v
1 Optimization Problem Formulation 1
1.1 Optimization Problem Formulation 2
1.2 The Standard Form of an Optimization Problem 13
1.3 Solution of Optimization Problems 16
1.4 Time Value of Money 18
1.5 Concluding Remarks 31
1.6 Problems 32
2 Graphical Optimization 47
2.1 Procedure for Graphical Optimization 48
2.2 GraphicalSolution Function 57
2.3 Graphical Optimization Examples 59
2.4 Problems 70
3 Mathematical Preliminaries 75
3.1 Vectors and Matrices 75
3.2 Approximation Using the Taylor Series 89
3.3 Solution of Nonlinear Equations 100
3.4 Quadratic Forms 106
3.5 Convex Functions and Convex Optimization Problems 112
3.6 Problems 125
4 Optimality Conditions 131
4.1 Optimality Conditions for Unconstrained Problems 132
4.2 The Additive Property of Constraints 144
4.3 Karush Kuhn Tucker (KT) Conditions 147
4.4 Geometric Interpretation of KT Conditions 165
4.5 Sensitivity Analysis 175
4.6 Optimality Conditions for Convex Problems 181
4.7 Second Order Sufficient Conditions 187
4.8 Lagrangian Duality 199
4.9 Problems 208
5 Unconstrained Problems 227
5.1 Descent Direction 229
5.2 Line Search Techniques—Step Length Calculations 231
5.3 Unconstrained Minimization Techniques 253
5.4 Concluding Remarks 302
5.5 Problems 303
6 Linear Programming 315
6.1 The Standard LP Problem 316
6.2 Solving a Linear System of Equations 319
6.3 Basic Solutions of an LP Problem 334
6.4 The Simplex Method 339
6.5 Unusual Situations Arising During the Simplex Solution . 365
6.6 Post Optimality Analysis 376
6.7 The Revised Simplex Method 387
6.8 Sensitivity Analysis Using the Revised Simplex Method . 402
6.9 Concluding Remarks 420
6.10 Problems 421
7 Interior Point Methods 437
7.1 Optimality Conditions for Standard LP 438
7.2 The Primal Afflne Scaling Method 445
7.3 The Primal Dual Interior Point Method 464
7.4 Concluding Remarks 481
7.5 Appendix—Null and Range Spaces 481
7.6 Problems 486
8 Quadratic Programming 495
8.1 KT Conditions for Standard QP 495
8.2 The Primal Affine Scaling Method for Convex QP 502
8.3 The Primal Dual Method for Convex QP 520
8.4 Active Set Method 535
8.5 Active Set Method for the Dual QP Problem 552
8.6 Appendix—Derivation of the Descent Direction Formula for
the PAS Method 563
8.7 Problems 573
9 Constrained Nonlinear Problems 581
9.1 Normalization 582
9.2 Penalty Methods 585
9.3 Linearization of a Nonlinear Problem 608
9.4 Sequential Linear Programming—SLP 614
9.5 Basic Sequential Quadratic Programming—SQP 620
9.6 Refined SQP Methods 645
9.7 Problems 660
Appendix An Introduction to Maihematica 677
A.I Basic Manipulations in Mathematica 678
A.2 Lists and Matrices 682
A.3 Solving Equations 689
A.4 Plotting in Mathematica 691
A.5 Programming in Mathematica 695
A.6 Packages in Mathematica 702
A.7 Online Help 703
Bibliography 705
Index 709 |
any_adam_object | 1 |
author | Bhatti, Mohammad Asghar |
author_GND | (DE-588)143858327 |
author_facet | Bhatti, Mohammad Asghar |
author_role | aut |
author_sort | Bhatti, Mohammad Asghar |
author_variant | m a b ma mab |
building | Verbundindex |
bvnumber | BV013266383 |
callnumber-first | Q - Science |
callnumber-label | QA402 |
callnumber-raw | QA402.5 |
callnumber-search | QA402.5 |
callnumber-sort | QA 3402.5 |
callnumber-subject | QA - Mathematics |
classification_rvk | QH 420 QH 421 SK 870 SK 970 |
classification_tum | MAT 910f MAT 650f |
ctrlnum | (OCoLC)247684527 (DE-599)BVBBV013266383 |
dewey-full | 519.3 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.3 |
dewey-search | 519.3 |
dewey-sort | 3519.3 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV013266383</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20160229</controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">000725s2000 xx ad|| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387986316</subfield><subfield code="9">0-387-98631-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)247684527</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013266383</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29T</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA402.5</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.3</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 420</subfield><subfield code="0">(DE-625)141574:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 421</subfield><subfield code="0">(DE-625)141575:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 870</subfield><subfield code="0">(DE-625)143265:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 970</subfield><subfield code="0">(DE-625)143276:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 910f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 650f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bhatti, Mohammad Asghar</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)143858327</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Practical optimization methods</subfield><subfield code="b">with Mathematica applications</subfield><subfield code="c">M. Asghar Bhatti</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIII, 715 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield><subfield code="e">CD-ROM (12 cm)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="630" ind1="0" ind2="4"><subfield code="a">Mathematica (Computer file)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Optimierung - Mathematica <Programm></subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Datenverarbeitung</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical optimization</subfield><subfield code="x">Data processing</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Methode</subfield><subfield code="0">(DE-588)4038971-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematica</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4268208-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">CD-ROM</subfield><subfield code="0">(DE-588)4139307-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Numerisches Verfahren</subfield><subfield code="0">(DE-588)4128130-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Numerisches Verfahren</subfield><subfield code="0">(DE-588)4128130-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Methode</subfield><subfield code="0">(DE-588)4038971-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">CD-ROM</subfield><subfield code="0">(DE-588)4139307-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2="1"><subfield code="a">Mathematica</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4268208-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009044196&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009044196</subfield></datafield></record></collection> |
id | DE-604.BV013266383 |
illustrated | Illustrated |
indexdate | 2025-01-27T15:00:58Z |
institution | BVB |
isbn | 0387986316 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009044196 |
oclc_num | 247684527 |
open_access_boolean | |
owner | DE-29T DE-91G DE-BY-TUM DE-824 DE-703 DE-20 DE-634 DE-11 |
owner_facet | DE-29T DE-91G DE-BY-TUM DE-824 DE-703 DE-20 DE-634 DE-11 |
physical | XIII, 715 S. Ill., graph. Darst. CD-ROM (12 cm) |
publishDate | 2000 |
publishDateSearch | 2000 |
publishDateSort | 2000 |
publisher | Springer |
record_format | marc |
spelling | Bhatti, Mohammad Asghar Verfasser (DE-588)143858327 aut Practical optimization methods with Mathematica applications M. Asghar Bhatti New York [u.a.] Springer 2000 XIII, 715 S. Ill., graph. Darst. CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Mathematica (Computer file) Optimierung - Mathematica <Programm> Datenverarbeitung Mathematical optimization Data processing Methode (DE-588)4038971-6 gnd rswk-swf Mathematica Programm (DE-588)4268208-3 gnd rswk-swf CD-ROM (DE-588)4139307-7 gnd rswk-swf Numerisches Verfahren (DE-588)4128130-5 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Optimierung (DE-588)4043664-0 s Numerisches Verfahren (DE-588)4128130-5 s DE-604 Methode (DE-588)4038971-6 s CD-ROM (DE-588)4139307-7 s Mathematica Programm (DE-588)4268208-3 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009044196&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Bhatti, Mohammad Asghar Practical optimization methods with Mathematica applications Mathematica (Computer file) Optimierung - Mathematica <Programm> Datenverarbeitung Mathematical optimization Data processing Methode (DE-588)4038971-6 gnd Mathematica Programm (DE-588)4268208-3 gnd CD-ROM (DE-588)4139307-7 gnd Numerisches Verfahren (DE-588)4128130-5 gnd Optimierung (DE-588)4043664-0 gnd |
subject_GND | (DE-588)4038971-6 (DE-588)4268208-3 (DE-588)4139307-7 (DE-588)4128130-5 (DE-588)4043664-0 |
title | Practical optimization methods with Mathematica applications |
title_auth | Practical optimization methods with Mathematica applications |
title_exact_search | Practical optimization methods with Mathematica applications |
title_full | Practical optimization methods with Mathematica applications M. Asghar Bhatti |
title_fullStr | Practical optimization methods with Mathematica applications M. Asghar Bhatti |
title_full_unstemmed | Practical optimization methods with Mathematica applications M. Asghar Bhatti |
title_short | Practical optimization methods |
title_sort | practical optimization methods with mathematica applications |
title_sub | with Mathematica applications |
topic | Mathematica (Computer file) Optimierung - Mathematica <Programm> Datenverarbeitung Mathematical optimization Data processing Methode (DE-588)4038971-6 gnd Mathematica Programm (DE-588)4268208-3 gnd CD-ROM (DE-588)4139307-7 gnd Numerisches Verfahren (DE-588)4128130-5 gnd Optimierung (DE-588)4043664-0 gnd |
topic_facet | Mathematica (Computer file) Optimierung - Mathematica <Programm> Datenverarbeitung Mathematical optimization Data processing Methode Mathematica Programm CD-ROM Numerisches Verfahren Optimierung |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009044196&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT bhattimohammadasghar practicaloptimizationmethodswithmathematicaapplications |