An Introduction to Numerical Methods and Optimization Techniques
Author | : Richard W. Daniels |
Publisher | : |
Total Pages | : 316 |
Release | : 1978 |
Genre | : Mathematics |
ISBN | : |
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Author | : Richard W. Daniels |
Publisher | : |
Total Pages | : 316 |
Release | : 1978 |
Genre | : Mathematics |
ISBN | : |
Author | : Sergiy Butenko |
Publisher | : CRC Press |
Total Pages | : 408 |
Release | : 2014-03-11 |
Genre | : Business & Economics |
ISBN | : 1466577789 |
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
Author | : Manfred Gilli |
Publisher | : Academic Press |
Total Pages | : 638 |
Release | : 2019-08-16 |
Genre | : Business & Economics |
ISBN | : 0128150653 |
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.
Author | : Jean-Pierre Corriou |
Publisher | : Springer Nature |
Total Pages | : 730 |
Release | : 2022-01-04 |
Genre | : Mathematics |
ISBN | : 3030893669 |
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.
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.
Author | : Jorge Nocedal |
Publisher | : Springer Science & Business Media |
Total Pages | : 651 |
Release | : 2006-06-06 |
Genre | : Mathematics |
ISBN | : 0387227423 |
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.
Author | : Aniruddha Mitra |
Publisher | : Cognella Academic Publishing |
Total Pages | : |
Release | : 2016-07-29 |
Genre | : |
ISBN | : 9781516500154 |
Written for sophomore-level students in mechanical engineering programs and designed to give them the math preparation they need to succeed in higher level mechanical engineering courses, Introduction to Numerical Methods incorporates theory and worked-out engineering-related problems that apply that theory, as well as relevant laboratory exercises. Ideally suited to one-semester, three-credit, problem solving session-based courses, the book covers errors in computation, rounding and chopping, solving equations with numerical techniques, matrixes and vectors, and complex numbers. The material also includes an introduction to optimization, linear programming problems, and instruction in probability and statistics. It should be noted that many of the exercises in the book suggest the use of a Ti-83 calculator, and that tips for using this calculator successfully are integrated into the text. Introduction to Numerical Methods is a well-organized, useful addition to undergraduate course work in engineering programs, especially in the mechanical discipline.
Author | : James F. Epperson |
Publisher | : John Wiley & Sons |
Total Pages | : 579 |
Release | : 2013-06-06 |
Genre | : Mathematics |
ISBN | : 1118626230 |
Praise for the First Edition ". . . outstandingly appealing with regard to its style, contents, considerations of requirements of practice, choice of examples, and exercises." —Zentrablatt Math ". . . carefully structured with many detailed worked examples . . ." —The Mathematical Gazette ". . . an up-to-date and user-friendly account . . ." —Mathematika An Introduction to Numerical Methods and Analysis addresses the mathematics underlying approximation and scientific computing and successfully explains where approximation methods come from, why they sometimes work (or don't work), and when to use one of the many techniques that are available. Written in a style that emphasizes readability and usefulness for the numerical methods novice, the book begins with basic, elementary material and gradually builds up to more advanced topics. A selection of concepts required for the study of computational mathematics is introduced, and simple approximations using Taylor's Theorem are also treated in some depth. The text includes exercises that run the gamut from simple hand computations, to challenging derivations and minor proofs, to programming exercises. A greater emphasis on applied exercises as well as the cause and effect associated with numerical mathematics is featured throughout the book. An Introduction to Numerical Methods and Analysis is the ideal text for students in advanced undergraduate mathematics and engineering courses who are interested in gaining an understanding of numerical methods and numerical analysis.
Author | : Grégoire Allaire |
Publisher | : Oxford University Press, USA |
Total Pages | : 472 |
Release | : 2007-05-24 |
Genre | : Mathematics |
ISBN | : 0199205213 |
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.
Author | : Uri M. Ascher |
Publisher | : SIAM |
Total Pages | : 574 |
Release | : 2011-07-14 |
Genre | : Mathematics |
ISBN | : 0898719976 |
Offers students a practical knowledge of modern techniques in scientific computing.