Linear Programming (eBook, PDF)
Foundations and Extensions
PAYBACK Punkte
32 °P sammeln!
This carefully written book is an introduction to the field of optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Specific examples and concrete algorithms precede more abstract topics. The third edition includes many small fixes throughout the book, as well as a new chapter on financial applications, specifically portfolio optimization and option pricing. Topics are clearly developed with a large number of numer...
This carefully written book is an introduction to the field of optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Specific examples and concrete algorithms precede more abstract topics. The third edition includes many small fixes throughout the book, as well as a new chapter on financial applications, specifically portfolio optimization and option pricing. Topics are clearly developed with a large number of numerical examples worked out in detail. Moreover, this book underscores the purpose of optimization: to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied. The book's webpage has new online instructional tools and exercises that have been added in the new edition.
Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.
Andere Kunden interessierten sich für
