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An Optimization Primer / by Johannes O. Royset, Roger J-B Wets
(Springer Series in Operations Research and Financial Engineering. ISSN:21971773)
版 | 1st ed. 2021. |
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出版者 | Cham : Springer International Publishing : Imprint: Springer |
出版年 | 2021 |
本文言語 | 英語 |
大きさ | XVIII, 676 p. 155 illus., 55 illus. in color : online resource |
著者標目 | *Royset, Johannes O author Wets, Roger J-B author SpringerLink (Online service) |
件 名 | LCSH:Mathematical optimization FREE:Optimization |
一般注記 | Prelude -- Convex optimization -- Optimization under uncertainty -- Minimization problems -- Perturbation and duality -- Without convexity or smoothness -- Generalized Equations -- Risk modeling and sample averages -- Games and minsup problems -- Decomposition This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization. The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysiswould be helpful but is not prerequisite. HTTP:URL=https://doi.org/10.1007/978-3-030-76275-9 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783030762759 |
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EB00229244 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA402.5-402.6 DC23:519.6 |
書誌ID | 4000141952 |
ISBN | 9783030762759 |