Linear and Mixed Integer Programming for Portfolio Optimization, Renata Mansini; W?odzimierz Ogryczak; M. Grazia Sp
Автор: Renata Mansini; W?odzimierz Ogryczak; M. Grazia Sp Название: Linear and Mixed Integer Programming for Portfolio Optimization ISBN: 3319386212 ISBN-13(EAN): 9783319386218 Издательство: Springer Рейтинг: Цена: 7652 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered.
Описание: Interest in constrained optimization originated with the simple linear pro- gramming model since it was practical and perhaps the only computationally tractable model at the time.
Описание: This book provides a postgraduate audience the keys they need to understand and further develop a set of tools for the efficient computation of lower bounds and valid inequalities in integer programs and combinatorial optimization problems.
Описание: This book analyzes and compares four closely related problems, namely linear programming, integer programming, linear integration, and linear summation (or counting). The book provides some new insights on duality concepts for integer programs.
Автор: Henggeler Antunes, Carlos Joao Alves, Maria Climaco, Joao Название: Multiobjective linear and integer programming ISBN: 3319287443 ISBN-13(EAN): 9783319287447 Издательство: Springer Рейтинг: Цена: 11784 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introducing multiobjective optimization for students in engineering, management, economics and applied mathematics, this book focuses on multiobjective linear programming and multiobjective integer/mixed integer programming. It is accompanied by an interactive software package which enables students to experiment and enhance their technical skills.
Автор: Pochet, Yves Wolsey, Laurence A. Название: Production planning by mixed integer programming ISBN: 144192132X ISBN-13(EAN): 9781441921321 Издательство: Springer Рейтинг: Цена: 9182 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an introduction to MIP modeling and to planning systems, a unique collection of reformulation results, and an easy to use problem-solving library. This approach is demonstrated through a series of real life case studies, exercises and detailed illustrations.
Автор: H. Kautz; Joachim P. Walser Название: Integer Optimization by Local Search ISBN: 3540663673 ISBN-13(EAN): 9783540663676 Издательство: Springer Рейтинг: Цена: 9182 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The goal of integer optimization is to solve a system of constraints and optimization criteria over discrete variables.Integer Optimization by Local Search introduces a new approach to domain-independent integer optimization, which, unlike traditional strategies, is based on local search.
Автор: C. Kastning Название: Integer Programming and Related Areas ISBN: 354007788X ISBN-13(EAN): 9783540077886 Издательство: Springer Рейтинг: Цена: 13315 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Since these publications are scattered over many journals, proceedings volumes, monographs, and working papers, a comprehensive bibliography of all these sources is a helpful tool even for specialists in this field. The main aim was to incorporate rare and not easily accessible sources like Russian journals, preprints or unpublished papers.
Автор: Manfred W. Padberg; Minendra P. Rijal Название: Location, Scheduling, Design and Integer Programming ISBN: 0792397150 ISBN-13(EAN): 9780792397151 Издательство: Springer Рейтинг: Цена: 26020 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This work looks at location, scheduling and design problems which are assignment type problems with quadratic cost functions and occur in many contexts. It classifies the mathematical properties of ten such assignment type problems and addresses computationally.
Автор: R.v. Randow Название: Integer Programming and Related Areas ISBN: 3540152261 ISBN-13(EAN): 9783540152262 Издательство: Springer Рейтинг: Цена: 13315 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Duan Li; Xiaoling Sun Название: Nonlinear Integer Programming ISBN: 1441939911 ISBN-13(EAN): 9781441939913 Издательство: Springer Рейтинг: Цена: 25254 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A combination of both Integer Programming and Nonlinear Optimization, this is a powerful book that surveys the field and provides a state-of-the-art treatment of Nonlinear Integer Programming.
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