Optimization Concepts and Applications in Engineering, Ashok D. Belegundu, Tirupathi R. Chandrupatla
Автор: Bartholomew-Biggs Michael Название: Nonlinear Optimization with Financial Applications ISBN: 1402081103 ISBN-13(EAN): 9781402081101 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book introduces the key ideas behind practical nonlinear optimization. Computational finance – an increasingly popular area of mathematics degree programs – is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material – which occupies about one-third of the text – is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performance is demonstrated on a range of optimization problems arising in financial mathematics. Theoretical convergence properties of methods are stated, and formal proofs are provided in enough cases to be instructive rather than overwhelming. Practical behavior of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision.
Автор: Bendsoe M.P., Sigmund O. Название: Topology Optimization: Theory, Methods and Applications ISBN: 3540429921 ISBN-13(EAN): 9783540429920 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The topology optimization method solves the basic engineering problem of distributing a limited amount of material in a design space. The first edition of this book has become the standard text on optimal design, which is concerned with the optimization of structural topology, shape and material. This edition has been substantially revised and updated to reflect progress made in modelling and computational procedures. It also encompasses a comprehensive and unified description of the state of the art of the so-called material distribution method, based on the use of mathematical programming and finite elements. Applications treated include not only structures but also MEMS and materials.
Описание: Optimization theory and techniques are a primary area of study under applied mathematics. This book on mathematical optimization and modeling seeks to delve into its various concepts, theories and models. Different approaches, evaluations, methodologies and advanced studies on mathematical optimization have been included in this text which will provide useful insights to the readers. Mathematical theory of uncertainty, optimization under uncertainty, applications of uncertainty, etc. are some of the topics discussed extensively in this book. As this field is emerging at a rapid pace, the contents of the book will help the readers understand the upcoming concepts and prospective applications of mathematical modeling and mathematical optimization.
Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
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