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Optimization for Decision Making

  • Couverture cartonnée
  • 508 Nombre de pages
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While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing... Lire la suite
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Description

While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing modeling skills to support valid decision-making for complex real world problems, and includes solutions to brand new algorithms.

Linear programming (LP), modeling, and optimization are very much the fundamentals of OR, and no academic program is complete without them. No matter how highly developed one's LP skills are, however, if a fine appreciation for modeling isn't developed to make the best use of those skills, then the truly 'best solutions' are often not realized, and efforts go wasted.

Katta Murty studied LP with George Dantzig, the father of linear programming, and has written the graduate-level solution to that problem. While maintaining the rigorous LP instruction required, Murty's new book is unique in his focus on developing modeling skills to support valid decision making for complex real world problems. He describes the approach as 'intelligent modeling and decision making' to emphasize the importance of employing the best expression of actual problems and then applying the most computationally effective and efficient solution technique for that model.


Texte du rabat

Optimization for Decision Making: Linear and Quadratic Models is a first-year graduate level text that illustrates how to formulate real world problems using linear and quadratic models; how to use efficient algorithms both old and new for solving these models; and how to draw useful conclusions and derive useful planning information from the output of these algorithms. While almost all the best known books on LP are essentially mathematics books with only very simple modeling examples, this book emphasizes the intelligent modeling of real world problems, and the author presents several illustrative examples and includes many exercises from a variety of application areas.

Additionally, where other books on LP only discuss the simplex method, and perhaps existing interior point methods, this book also discusses a new method based on using the sphere which uses matrix inversion operations sparingly and may be well suited to solving large-scale LPs, as well as those that may not have the property of being very sparse. Individual chapters present a brief history of mathematical modeling; methods for formulating real world problems; three case studies that illustrate the need for intelligent modeling; classical theory of polyhedral geometry that plays an important part in the study of LP; duality theory, optimality conditions for LP, and marginal analysis; variants of the revised simplex method; interior point methods; sphere methods; and extensions of sphere method to convex and nonconvex quadratic programs and to 0-1 integer programs through quadratic formulations. End of chapter exercises are provided throughout, with additional exercises available online.



Contenu
Linear Equations, Inequalities, Linear Programming: A Brief Historical Overview.- Formulation Techniques Involving Transformations of Variables.- Intelligent Modeling Essential to Get Good Results.- Polyhedral Geometry.- Duality Theory and Optimality Conditions for LPs.- Revised Simplex Variants of the Primal and Dual Simplex Methods and Sensitivity Analysis.- Interior Point Methods for LP.- Sphere Methods for LP.- Quadratic Programming Models.

Informations sur le produit

Titre: Optimization for Decision Making
Auteur:
Code EAN: 9781461425175
ISBN: 1461425174
Format: Couverture cartonnée
Editeur: Springer US
nombre de pages: 508
Poids: 762g
Taille: H235mm x B155mm x T27mm
Année: 2012
Auflage: 2010

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