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: 3319184814 ISBN-13(EAN): 9783319184814
Издательство: Springer
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Цена: 6986.00 р.
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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.

Автор: Mohit Tawarmalani; Nikolaos V. Sahinidis
Название: Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming
ISBN: 1441952357 ISBN-13(EAN): 9781441952356
Издательство: Springer
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Цена: 32142.00 р.
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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.

Автор: Cl?udio Alves; Francois Clautiaux; Jos? Val?rio de
Название: Dual-Feasible Functions for Integer Programming and Combinatorial Optimization
ISBN: 3319276026 ISBN-13(EAN): 9783319276021
Издательство: Springer
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Цена: 10760.00 р.
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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.

Автор: Jean-Bernard Lasserre
Название: Linear and Integer Programming vs Linear Integration and Counting
ISBN: 1441918531 ISBN-13(EAN): 9781441918536
Издательство: Springer
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Цена: 15372.00 р.
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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
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Цена: 10760.00 р.
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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
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Цена: 8384.00 р.
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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
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Цена: 8384.00 р.
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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: Michela Milano
Название: Constraint and Integer Programming
ISBN: 146134719X ISBN-13(EAN): 9781461347194
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Constraint and Integer Programming presents some of the basic ideas of constraint programming and mathematical programming, explores approaches to integration, brings us up to date on heuristic methods, and attempts to discern future directions in this fast-moving field.

Автор: Manfred W. Padberg; Minendra P. Rijal
Название: Location, Scheduling, Design and Integer Programming
ISBN: 1461285968 ISBN-13(EAN): 9781461285960
Издательство: Springer
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Цена: 23757.00 р.
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Автор: David L. Woodruff
Название: Network Interdiction and Stochastic Integer Programming
ISBN: 1475778236 ISBN-13(EAN): 9781475778236
Издательство: Springer
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Цена: 6986.00 р.
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Описание: On March 15, 2002 we held a workshop on network interdiction and the more general problem of stochastic mixed integer programming at the University of California, Davis. The book is organized with interdiction papers first and the stochastic programming papers in the second part.

Автор: Michael J?nger; Thomas M. Liebling; Denis Naddef;
Название: 50 Years of Integer Programming 1958-2008
ISBN: 3662501813 ISBN-13(EAN): 9783662501818
Издательство: Springer
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Цена: 15372.00 р.
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Описание: 50 Years of Integer Programming features talks and panel discussions from the Aussois workshop in 2008, commemorating the cutting-plane algorithm, which transformed the field. Key topics of integer programming are discussed by pioneers of the field.

Автор: Manfred W. Padberg; Minendra P. Rijal
Название: Location, Scheduling, Design and Integer Programming
ISBN: 0792397150 ISBN-13(EAN): 9780792397151
Издательство: Springer
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Цена: 23757.00 р.
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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.