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2 edition of Explicit Methods of Optimization (Series: Modern Applied Mathematics Series) found in the catalog.

Explicit Methods of Optimization (Series: Modern Applied Mathematics Series)

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        StatementJohn Wiley & Sons Inc
        PublishersJohn Wiley & Sons Inc
        LC ClassificationsDecember 1987
        The Physical Object
        Paginationxvi, 111 p. :
        Number of Pages42
        ID Numbers
        ISBN 100471918563

        nodata File Size: 4MB.

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Explicit Methods of Optimization (Series: Modern Applied Mathematics Series) by John Wiley & Sons Inc Download PDF EPUB FB2

It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems.

Efficient and accurate algorithms for parameter estimation, data assimilation, and prediction are required using cheap stochastic parameterizations, judicious linear feedback control, and a new nonlinear modeling framework, which provide accurate predictions of both the observed and hidden extreme events, as well as the strongly non-Gaussian statistics in highly intermittent nonlinear models.

The SIAM is a professional society dedicated to promoting the interaction between mathematics and other scientific and technical communities. This book interweaves the usually distinct areas of traffic data collection, information retrieval and time-dependent optimization by an integrated methodological approach, which refers to synergies of Data Mining and Operations Research techniques by example of city logistics applications.

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These methods were originally designed to capture shock waves accurately, but are also useful tools for studying linear wave-propagation problems, particularly in heterogenous material. The range of papers presented here goes beyond the long-accepted control-theoretic contributions in dynamic optimization and focuses on system-theoretic methods in the construction as well as the application stages of economic modelling.partial differential equations, calculus of variations, Fourier integrals, linear waves and Sturm-Liouville theoryand more advanced material is explained in the text with useful references to further reading given at the end of each chapter.

Written by respected experts in the field, the numerous exercises and the thorough list of references will benefit upper-level undergraduate, and beginning graduate students as well as researchers from other disciplines.

Topics in analytic geometry, definite integral, Fundamental Theorem of Calculus, and pertinent algebra review. New York, NY: Oxford University Press. These concepts are then applied to well-known planning models, namely mrp and MRP II. Worked examples are frequently used to help the reader follow the various ideas, and the exercises at the end of each chapter not only contain applications but also test understanding. While treating the material at an elementary level, the book also highlights many recent developments.


The three main topics I plan to cover in some detail are 1 stable, unstable and center manifolds at fixed points and periodic orbits, 2 geometric theory of chaotic systems: horseshoes, homoclinic orbits, and attractors; and 3 hyperbolic dynamics from a probabilistic or ergodic theory point of view, including the ergodic theorem and Lyapunov exponents.

Indeed, among other things, powerful positivity certificates from real algebraic geometry allow one to define an appropriate hierarchy of semidefinite SOS relaxations or LP relaxations whose optimal values converge to the global minimum.

Towards the end of the course, we study the linkage between SDEs and PDEs through the Feynman-Kac equation. The text is supplemented with a number of examples and unsolved problems, many drawn from the field of particulate creeping flows. Analytic continuation, monodromy theorem, Schwarz reflection principle.