The Cross-Entropy Method

The Cross-Entropy Method
Author: Reuven Y. Rubinstein
Publisher: Springer Science & Business Media
Total Pages: 316
Release: 2013-03-09
Genre: Computers
ISBN: 1475743211

Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.

Numerical Algorithms

Numerical Algorithms
Author: Justin Solomon
Publisher: CRC Press
Total Pages: 400
Release: 2015-06-24
Genre: Computers
ISBN: 1482251892

Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig

Numerical Optimization

Numerical Optimization
Author: Jorge Nocedal
Publisher: Springer Science & Business Media
Total Pages: 686
Release: 2006-12-11
Genre: Mathematics
ISBN: 0387400656

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.

Information, Physics, and Computation

Information, Physics, and Computation
Author: Marc Mézard
Publisher: Oxford University Press
Total Pages: 584
Release: 2009-01-22
Genre: Computers
ISBN: 019857083X

A very active field of research is emerging at the frontier of statistical physics, theoretical computer science/discrete mathematics, and coding/information theory. This book sets up a common language and pool of concepts, accessible to students and researchers from each of these fields.

Optimization Methods in Finance

Optimization Methods in Finance
Author: Gerard Cornuejols
Publisher: Cambridge University Press
Total Pages: 358
Release: 2006-12-21
Genre: Mathematics
ISBN: 9780521861700

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.

Mathematical Theory of Optimization

Mathematical Theory of Optimization
Author: Ding-Zhu Du
Publisher: Springer Science & Business Media
Total Pages: 277
Release: 2013-03-14
Genre: Mathematics
ISBN: 1475757956

This book provides an introduction to the mathematical theory of optimization. It emphasizes the convergence theory of nonlinear optimization algorithms and applications of nonlinear optimization to combinatorial optimization. Mathematical Theory of Optimization includes recent developments in global convergence, the Powell conjecture, semidefinite programming, and relaxation techniques for designs of approximation solutions of combinatorial optimization problems.

Generalized Concavity

Generalized Concavity
Author: Mordecai Avriel
Publisher: SIAM
Total Pages: 342
Release: 2010-11-25
Genre: Mathematics
ISBN: 0898718961

Originally published: New York: Plenum Press, 1988.

MemComputing

MemComputing
Author: Massimiliano Di Ventra
Publisher: Oxford University Press
Total Pages: 320
Release: 2022-02-21
Genre: Mathematics
ISBN: 0192659898

MemComputing is a new computing paradigm that employs time non-locality (memory) to both process and store information. This book, written by the originator of this paradigm, explains the main ideas behind MemComputing, explores its theoretical foundations, and shows its applicability to a wide variety of combinatorial optimization problems, machine learning, and quantum mechanics. The book is ideal for graduate students in Physics, Computer Science, Electrical Engineering, and Mathematics, as well as researchers in both academia and industry interested in unconventional computing. The author relies on extensive margin notes, important remarks, and many illustrations to better explain the main concepts and clarify jargon, making the book as self-contained as possible. The reader will be guided from the basic notions to the more advanced ones with an always clear and engaging writing style. Along the way, the reader will appreciate the advantages of this computing paradigm and the major differences that set it apart from the prevailing Turing model of computation, and even quantum computing.

Advanced Engineering Mathematics

Advanced Engineering Mathematics
Author: Erwin Kreyszig
Publisher: John Wiley & Sons
Total Pages: 1280
Release: 2020-07-21
Genre: Mathematics
ISBN: 1119455928

A mathematics resource for engineering, physics, math, and computer science students The enhanced e-text, Advanced Engineering Mathematics, 10th Edition, is a comprehensive book organized into six parts with exercises. It opens with ordinary differential equations and ends with the topic of mathematical statistics. The analysis chapters address: Fourier analysis and partial differential equations, complex analysis, and numeric analysis. The book is written by a pioneer in the field of applied mathematics.

Introduction to Engineering Design Optimization

Introduction to Engineering Design Optimization
Author: Chinyere Okechi Onwubiko
Publisher: Prentice Hall
Total Pages: 328
Release: 2000
Genre: Mathematics
ISBN:

Engineering Design Optimization is written for students who are looking to optimize their engineering designs, but are unaware of the mathematical rigor needed to address their objectives. This book addresses teaches the algorithms that are used in engineering optimization. Contains unique material on monotonicity, probabalistic design optimization, and genetic algorithms. Keeps mathematics simple, but proves theories as needed. Provides algorithms essential for optimization and encourages students to write their own computer programs.