Numerical Analysis And Optimization

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Author: Grégoire Allaire
Publisher: Oxford University Press, USA
ISBN:
Size: 13.63 MB
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Numerical Analysis And Optimization by Grégoire Allaire


Original Title: Numerical Analysis And Optimization

Based on the Author's teaching notes at the Ecole Polytechnique,iNumerical Analysis and Optimization/i familiarises students with existingmathematical models (often partial differential equations) and their methods ofnumerical solution and optimization. The role of modelling and scientificcomputing has increased dramatically over recent years, and new applications ofmathematical models have emerged in Biology, Environmental Science, Finance,Medicine, and Social Science, as well as the classical applications inChemistry, Mechanics and Physics.Including numerous exercises and examples, this is an ideal text for advancedundergraduates and graduates and researchers in Applied Mathematics,Engineering, Computer Science, and the Physical Sciences.

Numerical Analysis And Optimization

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Author: Mehiddin Al-Baali
Publisher: Springer
ISBN: 3319176897
Size: 32.26 MB
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Numerical Analysis And Optimization by Mehiddin Al-Baali


Original Title: Numerical Analysis And Optimization

Presenting the latest findings in the field of numerical analysis and optimization, this volume balances pure research with practical applications of the subject. Accompanied by detailed tables, figures, and examinations of useful software tools, this volume will equip the reader to perform detailed and layered analysis of complex datasets. Many real-world complex problems can be formulated as optimization tasks. Such problems can be characterized as large scale, unconstrained, constrained, non-convex, non-differentiable, and discontinuous, and therefore require adequate computational methods, algorithms, and software tools. These same tools are often employed by researchers working in current IT hot topics such as big data, optimization and other complex numerical algorithms on the cloud, devising special techniques for supercomputing systems. The list of topics covered include, but are not limited to: numerical analysis, numerical optimization, numerical linear algebra, numerical differential equations, optimal control, approximation theory, applied mathematics, algorithms and software developments, derivative free optimization methods and programming models. The volume also examines challenging applications to various types of computational optimization methods which usually occur in statistics, econometrics, finance, physics, medicine, biology, engineering and industrial sciences.

Numerical Methods And Optimization In Finance

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Author: Manfred Gilli
Publisher: Academic Press
ISBN: 0123756634
Size: 59.87 MB
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Numerical Methods And Optimization In Finance by Manfred Gilli


Original Title: Numerical Methods And Optimization In Finance

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas Focuses on the application of heuristics; standard methods receive limited attention Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models

Numerical Methods For Differential Equations Optimization And Technological Problems

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Author: Sergey Repin
Publisher: Springer Science & Business Media
ISBN: 9400752873
Size: 61.17 MB
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Numerical Methods For Differential Equations Optimization And Technological Problems by Sergey Repin


Original Title: Numerical Methods For Differential Equations Optimization And Technological Problems

This book contains the results in numerical analysis and optimization presented at the ECCOMAS thematic conference “Computational Analysis and Optimization” (CAO 2011) held in Jyväskylä, Finland, June 9–11, 2011. Both the conference and this volume are dedicated to Professor Pekka Neittaanmäki on the occasion of his sixtieth birthday. It consists of five parts that are closely related to his scientific activities and interests: Numerical Methods for Nonlinear Problems; Reliable Methods for Computer Simulation; Analysis of Noised and Uncertain Data; Optimization Methods; Mathematical Models Generated by Modern Technological Problems. The book also includes a short biography of Professor Neittaanmäki.

Numerical Methods And Optimization

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Author: Sergiy Butenko
Publisher: CRC Press
ISBN: 1466577770
Size: 52.71 MB
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Numerical Methods And Optimization by Sergiy Butenko


Original Title: Numerical Methods And Optimization

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 Introduction combines the materials from introductory numerical methods and introductory optimization courses into a single text. This classroom-tested approach enriches a standard numerical methods syllabus with optional chapters on numerical optimization and provides a valuable numerical methods background for students taking an introductory OR or optimization course. The first part of the text introduces the necessary mathematical background, the digital representation of numbers, and different types of errors associated with numerical methods. The second part explains how to solve typical problems using numerical methods. Focusing on optimization methods, the final part presents basic theory and algorithms for linear and nonlinear optimization. The book assumes minimal prior knowledge of the topics. Taking a rigorous yet accessible approach to the material, it includes some mathematical proofs as samples of rigorous analysis but in most cases, uses only examples to illustrate the concepts. While the authors provide a MATLAB® guide and code available for download, the book can be used with other software packages.

Advances In Optimization And Numerical Analysis

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Author: S. Gomez
Publisher: Springer Science & Business Media
ISBN: 9401583307
Size: 15.75 MB
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Advances In Optimization And Numerical Analysis by S. Gomez


Original Title: Advances In Optimization And Numerical Analysis

In January 1992, the Sixth Workshop on Optimization and Numerical Analysis was held in the heart of the Mixteco-Zapoteca region, in the city of Oaxaca, Mexico, a beautiful and culturally rich site in ancient, colonial and modern Mexican civiliza tion. The Workshop was organized by the Numerical Analysis Department at the Institute of Research in Applied Mathematics of the National University of Mexico in collaboration with the Mathematical Sciences Department at Rice University, as were the previous ones in 1978, 1979, 1981, 1984 and 1989. As were the third, fourth, and fifth workshops, this one was supported by a grant from the Mexican National Council for Science and Technology, and the US National Science Foundation, as part of the joint Scientific and Technical Cooperation Program existing between these two countries. The participation of many of the leading figures in the field resulted in a good representation of the state of the art in Continuous Optimization, and in an over view of several topics including Numerical Methods for Diffusion-Advection PDE problems as well as some Numerical Linear Algebraic Methods to solve related pro blems. This book collects some of the papers given at this Workshop.

Numerical Methods And Optimization

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Author: Éric Walter
Publisher: Springer
ISBN: 331907671X
Size: 17.20 MB
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Numerical Methods And Optimization by Éric Walter


Original Title: Numerical Methods And Optimization

Initial training in pure and applied sciences tends to present problem-solving as the process of elaborating explicit closed-form solutions from basic principles, and then using these solutions in numerical applications. This approach is only applicable to very limited classes of problems that are simple enough for such closed-form solutions to exist. Unfortunately, most real-life problems are too complex to be amenable to this type of treatment. Numerical Methods – a Consumer Guide presents methods for dealing with them. Shifting the paradigm from formal calculus to numerical computation, the text makes it possible for the reader to · discover how to escape the dictatorship of those particular cases that are simple enough to receive a closed-form solution, and thus gain the ability to solve complex, real-life problems; · understand the principles behind recognized algorithms used in state-of-the-art numerical software; · learn the advantages and limitations of these algorithms, to facilitate the choice of which pre-existing bricks to assemble for solving a given problem; and · acquire methods that allow a critical assessment of numerical results. Numerical Methods – a Consumer Guide will be of interest to engineers and researchers who solve problems numerically with computers or supervise people doing so, and to students of both engineering and applied mathematics.

Numerical Methods For Unconstrained Optimization And Nonlinear Equations

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Author: J. E. Dennis, Jr.
Publisher: SIAM
ISBN: 9781611971200
Size: 13.55 MB
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Numerical Methods For Unconstrained Optimization And Nonlinear Equations by J. E. Dennis, Jr.


Original Title: Numerical Methods For Unconstrained Optimization And Nonlinear Equations

This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

Analysis Modelling Optimization And Numerical Techniques

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Author: Gerard Olivar Tost
Publisher: Springer
ISBN: 3319125834
Size: 29.16 MB
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Analysis Modelling Optimization And Numerical Techniques by Gerard Olivar Tost


Original Title: Analysis Modelling Optimization And Numerical Techniques

This book highlights recent compelling research results and trends in various aspects of contemporary mathematics, emphasizing applicabilitions to real-world situations. The chapters present exciting new findings and developments in situations where mathematical rigor is combined with common sense. A multi-disciplinary approach, both within each chapter and in the volume as a whole, leads to practical insights that may result in a more synthetic understanding of specific global issues as well as their possible solutions. The volume will be of interest not only to experts in mathematics, but also to graduate students, scientists, and practitioners from other fields including physics, biology, geology, management, and medicine.

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