Approximation, Optimization and Mathematical Economics

Approximation, Optimization and Mathematical Economics
Author: Marc Lassonde
Publisher: Springer Science & Business Media
Total Pages: 412
Release: 2001-01-26
Genre: Business & Economics
ISBN: 9783790813630

The articles in this proceedings volume reflect the current trends in the theory of approximation, optimization and mathematical economics, and include numerous applications. The book will be of interest to researchers and graduate students involved in functional analysis, approximation theory, mathematical programming and optimization, game theory, mathematical finance and economics.

Fixed Point Theory, Variational Analysis, and Optimization

Fixed Point Theory, Variational Analysis, and Optimization
Author: Saleh Abdullah R. Al-Mezel
Publisher: CRC Press
Total Pages: 370
Release: 2014-06-03
Genre: Business & Economics
ISBN: 1482222078

Fixed Point Theory, Variational Analysis, and Optimization not only covers three vital branches of nonlinear analysis—fixed point theory, variational inequalities, and vector optimization—but also explains the connections between them, enabling the study of a general form of variational inequality problems related to the optimality conditions involving differentiable or directionally differentiable functions. This essential reference supplies both an introduction to the field and a guideline to the literature, progressing from basic concepts to the latest developments. Packed with detailed proofs and bibliographies for further reading, the text: Examines Mann-type iterations for nonlinear mappings on some classes of a metric space Outlines recent research in fixed point theory in modular function spaces Discusses key results on the existence of continuous approximations and selections for set-valued maps with an emphasis on the nonconvex case Contains definitions, properties, and characterizations of convex, quasiconvex, and pseudoconvex functions, and of their strict counterparts Discusses variational inequalities and variational-like inequalities and their applications Gives an introduction to multi-objective optimization and optimality conditions Explores multi-objective combinatorial optimization (MOCO) problems, or integer programs with multiple objectives Fixed Point Theory, Variational Analysis, and Optimization is a beneficial resource for the research and study of nonlinear analysis, optimization theory, variational inequalities, and mathematical economics. It provides fundamental knowledge of directional derivatives and monotonicity required in understanding and solving variational inequality problems.

Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations
Author: Anthony V. Fiacco
Publisher: CRC Press
Total Pages: 456
Release: 2020-09-23
Genre: Mathematics
ISBN: 1000117111

Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.

Bi-Level Strategies in Semi-Infinite Programming

Bi-Level Strategies in Semi-Infinite Programming
Author: Oliver Stein
Publisher: Springer Science & Business Media
Total Pages: 219
Release: 2013-12-01
Genre: Mathematics
ISBN: 1441991646

Semi-infinite optimization is a vivid field of active research. Recently semi infinite optimization in a general form has attracted a lot of attention, not only because of its surprising structural aspects, but also due to the large number of applications which can be formulated as general semi-infinite programs. The aim of this book is to highlight structural aspects of general semi-infinite programming, to formulate optimality conditions which take this structure into account, and to give a conceptually new solution method. In fact, under certain assumptions general semi-infinite programs can be solved efficiently when their bi-Ievel structure is exploited appropriately. After a brief introduction with some historical background in Chapter 1 we be gin our presentation by a motivation for the appearance of standard and general semi-infinite optimization problems in applications. Chapter 2 lists a number of problems from engineering and economics which give rise to semi-infinite models, including (reverse) Chebyshev approximation, minimax problems, ro bust optimization, design centering, defect minimization problems for operator equations, and disjunctive programming.

Variational Methods in Partially Ordered Spaces

Variational Methods in Partially Ordered Spaces
Author: Alfred Göpfert
Publisher: Springer Science & Business Media
Total Pages: 359
Release: 2006-04-18
Genre: Business & Economics
ISBN: 0387217436

This book discusses basic tools of partially ordered spaces and applies them to variational methods in Nonlinear Analysis and for optimizing problems. This book is aimed at graduate students and research mathematicians.

Computer Algebra Handbook

Computer Algebra Handbook
Author: Johannes Grabmeier
Publisher: Springer Science & Business Media
Total Pages: 656
Release: 2012-12-06
Genre: Computers
ISBN: 3642558267

This Handbook gives a comprehensive snapshot of a field at the intersection of mathematics and computer science with applications in physics, engineering and education. Reviews 67 software systems and offers 100 pages on applications in physics, mathematics, computer science, engineering chemistry and education.

Orthogonal Polynomials on the Unit Circle: Spectral theory

Orthogonal Polynomials on the Unit Circle: Spectral theory
Author: Barry Simon
Publisher: American Mathematical Soc.
Total Pages: 608
Release: 2005
Genre: Mathematics
ISBN: 9780821836750

Presents an overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. This book discusses topics such as asymptotics of Toeplitz determinants (Szego's theorems), and limit theorems for the density of the zeros of orthogonal polynomials.

Large-Scale Inverse Problems and Quantification of Uncertainty

Large-Scale Inverse Problems and Quantification of Uncertainty
Author: Lorenz Biegler
Publisher: John Wiley & Sons
Total Pages: 403
Release: 2011-06-24
Genre: Mathematics
ISBN: 1119957583

This book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scale inverse problems critically depends on methods to reduce computational cost. Recent research approaches tackle this challenge in a variety of different ways. Many of the computational frameworks highlighted in this book build upon state-of-the-art methods for simulation of the forward problem, such as, fast Partial Differential Equation (PDE) solvers, reduced-order models and emulators of the forward problem, stochastic spectral approximations, and ensemble-based approximations, as well as exploiting the machinery for large-scale deterministic optimization through adjoint and other sensitivity analysis methods. Key Features: Brings together the perspectives of researchers in areas of inverse problems and data assimilation. Assesses the current state-of-the-art and identify needs and opportunities for future research. Focuses on the computational methods used to analyze and simulate inverse problems. Written by leading experts of inverse problems and uncertainty quantification. Graduate students and researchers working in statistics, mathematics and engineering will benefit from this book.

Tame Geometry with Application in Smooth Analysis

Tame Geometry with Application in Smooth Analysis
Author: Yosef Yomdin
Publisher: Springer
Total Pages: 194
Release: 2004-02-07
Genre: Mathematics
ISBN: 3540409602

The Morse-Sard theorem is a rather subtle result and the interplay between the high-order analytic structure of the mappings involved and their geometry rarely becomes apparent. The main reason is that the classical Morse-Sard theorem is basically qualitative. This volume gives a proof and also an "explanation" of the quantitative Morse-Sard theorem and related results, beginning with the study of polynomial (or tame) mappings. The quantitative questions, answered by a combination of the methods of real semialgebraic and tame geometry and integral geometry, turn out to be nontrivial and highly productive. The important advantage of this approach is that it allows the separation of the role of high differentiability and that of algebraic geometry in a smooth setting: all the geometrically relevant phenomena appear already for polynomial mappings. The geometric properties obtained are "stable with respect to approximation", and can be imposed on smooth functions via polynomial approximation.