Mathematical Developments Arising from Linear Programming

Mathematical Developments Arising from Linear Programming
Author: Jeffrey C. Lagarias
Publisher: American Mathematical Soc.
Total Pages: 360
Release: 1990
Genre: Mathematics
ISBN: 0821851217

There has been much recent work in linear and non-linear programming centred on understanding and extending the ideas underlying Karmarkar's interior-point linear programming algorithm. This volume is the result of an AMS conference on mathematical developments arising from linear programming.

Acta Numerica 1992: Volume 1

Acta Numerica 1992: Volume 1
Author: Arieh Iserles
Publisher: Cambridge University Press
Total Pages: 418
Release: 1992-04-24
Genre: Mathematics
ISBN: 9780521410267

Acta Numerica is an annual volume presenting survey papers in numerical analysis. Each year the editorial board selects significant topics and invites papers from authors who have made notable contributions to the development of that topic. The articles are intended to summarize the field at a level accessible to graduate students and researchers. Acta Numerica is a valuable tool not only for researchers and professionals wishing to develop their understanding of the subject and follow developments, but also as an advanced teaching aid at colleges and universities. This volume was originally published in 1992.

Linear Programming

Linear Programming
Author: Romesh Saigal
Publisher: Springer Science & Business Media
Total Pages: 349
Release: 2012-12-06
Genre: Business & Economics
ISBN: 1461523117

In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point methods are derived from the complementary slackness theorem and, unlike most books, the duality theorem is derived from Farkas's Lemma, which is proved as a convex separation theorem. The tedium of the simplex method is thus avoided. A new and inductive proof of Kantorovich's Theorem is offered, related to the convergence of Newton's method. Of the boundary methods, the book presents the (revised) primal and the dual simplex methods. An extensive discussion is given of the primal, dual and primal-dual affine scaling methods. In addition, the proof of the convergence under degeneracy, a bounded variable variant, and a super-linearly convergent variant of the primal affine scaling method are covered in one chapter. Polynomial barrier or path-following homotopy methods, and the projective transformation method are also covered in the interior point chapter. Besides the popular sparse Cholesky factorization and the conjugate gradient method, new methods are presented in a separate chapter on implementation. These methods use LQ factorization and iterative techniques.

New Trends in Mathematical Programming

New Trends in Mathematical Programming
Author: Franco Giannessi
Publisher: Springer Science & Business Media
Total Pages: 336
Release: 1998-05-31
Genre: Computers
ISBN: 9780792350361

Though the volume covers 22 papers by 36 authors from 12 countries, the history in the background is bound to Hungary where, in 1973 Andras PnĀ§kopa started to lay the foundation of a scientific forum, which can be a regular meeting spot for experts of the world in the field. Since then, there has been a constant interest in that forum. Headed at present by Tamas Rapcsak, the Laboratory of Operations Research and Decisions Systems of the Computer and Automation Institute, Hungarian Academy of Sciences followed the tradition in every respect, namely conferences were organized almost in every second year and in the same stimulating area, in the Matra mountains. The basic fields were kept, providing opportunities for the leading personalities to give voice to their latest results. The floor has been widened recently for the young generation, ensuring this way both a real location for the past, present and future experts to meet and also the possibility for them to make the multicoloured rainbow of the fields unbroken and continuous. The volume is devoted to the memory of Steven Vajda, one of the pioneers on mathematical programming, born is Hungary. In 1992 he took part in the XIth International Conference on Mathematical Programming at Matrafiired where, with his bright personality, he greatly contributed to the good spirituality of the event. We thank Jakob Krarup for his reminiscence on the life and scientific activities of late Steven Vajda.

ICIAM 91

ICIAM 91
Author: Robert E. O'Malley
Publisher: SIAM
Total Pages: 424
Release: 1992-01-01
Genre: Mathematics
ISBN: 9780898713022

Proceedings -- Computer Arithmetic, Algebra, OOP.

Handbook of Global Optimization

Handbook of Global Optimization
Author: R. Horst
Publisher: Springer Science & Business Media
Total Pages: 891
Release: 2013-12-11
Genre: Mathematics
ISBN: 1461520258

Global optimization is concerned with the computation and characterization of global optima of nonlinear functions. During the past three decades the field of global optimization has been growing at a rapid pace, and the number of publications on all aspects of global optimization has been increasing steadily. Many applications, as well as new theoretical, algorithmic, and computational contributions have resulted. The Handbook of Global Optimization is the first comprehensive book to cover recent developments in global optimization. Each contribution in the Handbook is essentially expository in nature, but scholarly in its treatment. The chapters cover optimality conditions, complexity results, concave minimization, DC programming, general quadratic programming, nonlinear complementarity, minimax problems, multiplicative programming, Lipschitz optimization, fractional programming, network problems, trajectory methods, homotopy methods, interval methods, and stochastic approaches. The Handbook of Global Optimization is addressed to researchers in mathematical programming, as well as all scientists who use optimization methods to model and solve problems.

Geometric Science of Information

Geometric Science of Information
Author: Frank Nielsen
Publisher: Springer
Total Pages: 863
Release: 2013-08-19
Genre: Computers
ISBN: 3642400205

This book constitutes the refereed proceedings of the First International Conference on Geometric Science of Information, GSI 2013, held in Paris, France, in August 2013. The nearly 100 papers presented were carefully reviewed and selected from numerous submissions and are organized into the following thematic sessions: Geometric Statistics on Manifolds and Lie Groups, Deformations in Shape Spaces, Differential Geometry in Signal Processing, Relational Metric, Discrete Metric Spaces, Computational Information Geometry, Hessian Information Geometry I and II, Computational Aspects of Information Geometry in Statistics, Optimization on Matrix Manifolds, Optimal Transport Theory, Probability on Manifolds, Divergence Geometry and Ancillarity, Entropic Geometry, Tensor-Valued Mathematical Morphology, Machine/Manifold/Topology Learning, Geometry of Audio Processing, Geometry of Inverse Problems, Algebraic/Infinite dimensional/Banach Information Manifolds, Information Geometry Manifolds, and Algorithms on Manifolds.

Interior Point Algorithms

Interior Point Algorithms
Author: Yinyu Ye
Publisher: John Wiley & Sons
Total Pages: 440
Release: 2011-10-11
Genre: Mathematics
ISBN: 1118030958

The first comprehensive review of the theory and practice of one oftoday's most powerful optimization techniques. The explosive growth of research into and development of interiorpoint algorithms over the past two decades has significantlyimproved the complexity of linear programming and yielded some oftoday's most sophisticated computing techniques. This book offers acomprehensive and thorough treatment of the theory, analysis, andimplementation of this powerful computational tool. Interior Point Algorithms provides detailed coverage of all basicand advanced aspects of the subject. Beginning with an overview offundamental mathematical procedures, Professor Yinyu Ye movesswiftly on to in-depth explorations of numerous computationalproblems and the algorithms that have been developed to solve them.An indispensable text/reference for students and researchers inapplied mathematics, computer science, operations research,management science, and engineering, Interior Point Algorithms: * Derives various complexity results for linear and convexprogramming * Emphasizes interior point geometry and potential theory * Covers state-of-the-art results for extension, implementation,and other cutting-edge computational techniques * Explores the hottest new research topics, including nonlinearprogramming and nonconvex optimization.

Applied Geometry and Discrete Mathematics

Applied Geometry and Discrete Mathematics
Author: Peter Gritzmann
Publisher: American Mathematical Soc.
Total Pages: 660
Release: 1991
Genre: Mathematics
ISBN: 9780821870839

This volume, published jointly with the Association for Computing Machinery, comprises a collection of research articles celebrating the occasion of Victor Klee's 65th birthday in September 1990. During his long career, Klee has made contributions to a wide variety of areas, such as discrete and computational geometry, convexity, combinatorics, graph theory, functional analysis, mathematical programming and optimization, and theoretical computer science. In addition, Klee made important contributions to mathematics, education, mathematical methods in economics and the decision sciences, applications of discrete mathematics in the biological and social sciences, and the transfer of knowledge from applied mathematics to industry. In honour of Klee's achievements, this volume presents more than 40 papers on topics related to Klee's research. While the majority of the papers are research articles, a number of survey articles are also included. Mirroring the breadth of Klee's mathematical contributions, this book shows how different branches of mathematics interact. It is a fitting tribute to one of the leading figures in discrete mathematics.

Linear Algebraic Groups and Their Representations

Linear Algebraic Groups and Their Representations
Author: Richard S. Elman
Publisher: American Mathematical Soc.
Total Pages: 215
Release: 1993
Genre: Mathematics
ISBN: 0821851616

* Brings together a wide variety of themes under a single unifying perspective The proceedings of a conference on Linear algebraic Groups and their Representations - the text gets to grips with the fundamental nature of this subject and its interaction with a wide variety of active areas in mathematics and physics.