Introduction to optimization
Author(s)
Bibliographic Information
Introduction to optimization
（Wiley-Interscience series in discrete mathematics）
Wiley, c1988
- : pbk
Available at / 48 libraries
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
517-286s081000083745*
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Note
"A Wiley-Interscience publication."
Bibliography: p. 115-117
Includes index
Description and Table of Contents
Description
Intended as an introduction to the many topics covered by the term "optimization", this text places special emphasis on applications in industry. The first part of the book covers unconstrained optimization, describing the main techniques for solving problems both for functions of only one variable, and for multi-variable functions, with emphasis placed on the practical problems of why and how methods succeed or fail, rather than on rigorous proofs. The second part describes the methods used to solve linear programming problems, giving applications in industry and outlining the simplex and dual simplex methods. The third part covers nonlinear programming, integer programming and dynamic programming, showing how the techniques of linear programming can be extended to deal with nonlinearity and discrete entities. Intended for senior undergraduate and graduate students studying optimization, it assumes no detailed mathematical knowledge.
Table of Contents
- Preface
- Introduction
- PART 1 - UNCONSTRAINED OPTIMIZATION: Introduction to Unconstrained Optimization Techniques
- One-Dimensional Optimization
- Multi-Dimensional Optimization
- PART 2 - CONSTRAINED OPTIMIZATION: Linear Programming
- The Simplex Method for Linear Programming
- Further Details of the Simplex Method
- Duality and Parametric Programming
- How to Apply Linear Programming
- Examples of Linear Programming Problems
- PART 3 - CONSTRAINED OPTIMIZATION: NON-LINEAR AND DISCRETE: Non-Linear Programming
- Integer Programming
- Dynamic Programming
- References
- Subject Index.
by "Nielsen BookData"