Mathematical optimization

mathematical optimization leastsquares and linear programming convex optimization example course goals and topics nonlinear optimization brief history of convex optimization
298p hgiang 11032009 103 16 Download

The favorable reception of Portfolio Management Formulas exceeded even the greatest expectation I ever had for the book. I had written it to promote the concept of optimal f and begin to immerse readers in portfolio theory and its missing relationship with optimal f. Besides finding friends out there, Portfolio Management Formulas was surprisingly met by quite an appetite for the math concerning money management. Hence this book. I am indebted to Karl Weber, Wendy Grau, and others at John Wiley & Sons who allowed me the necessary latitude this book required....
109p vigro23 24082012 59 22 Download

Robotics and computer vision are interdisciplinary subjects at the intersection of engineering and computer science. By their nature, they deal with both computers and the physical world. Although the former are in the latter, the workings of computers are best described in the blackandwhite vocabulary of discrete mathematics, which is foreign to most classical models of reality, quantum physics notwithstanding. This class surveys some of the key tools of applied math to be used at the interface of continuous and discrete. It is not on robotics or computer vision.
95p kuckucucu 15052012 60 13 Download

Stochastic Calculus of Variations (or Malliavin Calculus) consists, in brief, in constructing and exploiting natural differentiable structures on abstract probability spaces; in other words, Stochastic Calculus of Variations proceeds from a merging of differential calculus and probability theory. As optimization under a random environment is at the heart of mathematical finance, and as differential calculus is of paramount importance for the search of extrema, it is not surprising that Stochastic Calculus of Variations appears in mathematical finance.
147p thuymonguyen88 07052013 38 8 Download

This is the first volume of the ParisPrinceton Lectures in Financial Mathematics. The goal of this series is to publish cutting edge research in selfcontained articles prepared by well known leaders in the field, or promising young researchers invited by the editors to contribute to a volume. Particular attention is paid to the quality of the exposition and we aim at articles that can serve as an introductory reference for research in the field. The series is a result of frequent exchanges between researchers in finance and financial mathematics in Paris and Princeton.
180p thuymonguyen88 07052013 37 8 Download

This book introduces a variety of problem statements in classical optimal control, in optimal estimation and filtering, and in optimal control problems with nonscalarvalued performance criteria. Many example problems are solved completely in the body of the text. All chapterend exercises are sketched in the appendix. The theoretical part of the book is based on the calculus of variations, so the exposition is very transparent and requires little mathematical rigor.
141p kennybibo 14072012 24 7 Download

As you will see, the maths shows that the trick will always work if the spectator does what’s expected of them and follows the rules. Mathematically we call the things the spectator must do, like choose different digits and put them in the right order, the constraints. In this trick it’s the presentation (where we say ‘lets make it harder’ and so on) that makes sure these constraints are followed. If we let things go astray and, for example, let the spectator choose digits that were the same we would have a constraint violation and it would upset the maths....
96p dacotaikhoan 25042013 17 6 Download

Continuing interest in the subject of reliability and the heretofore unavailability of our book Mathematical Theory of Reliability have encouraged publication of this SIAM Classics edition. We have not revised the original version, although much has transpired since its original publication in 1965. Although many contemporary reliability books are now available, few provide as mathematically rigorous a treatment of the required probability background as this one.
277p xunu1311 03112012 24 5 Download

Mathematical modelling is the process of formulating an abstract model in terms of mathematical language to describe the complex behaviour of a real system. Mathematical models are quantitative models and often expressed in terms of ordinary differential equations and partial differential equations. Mathematical models can also be statistical models, fuzzy logic models and empirical relationships. In fact, any model description using mathematical language can be called a mathematical model.
0p thienbinh1311 13122012 18 5 Download

Ant Colony Optimization (ACO) is the best example of how studies aimed at understanding and modeling the behavior of ants and other social insects can provide inspiration for the development of computational algorithms for the solution of difficult mathematical problems. Introduced by Marco Dorigo in his PhD thesis (1992) and initially applied to the travelling salesman problem, the ACO field has experienced a tremendous growth, standing today as an important natureinspired stochastic metaheuristic for hard optimization problems....
212p japet75 25022013 39 5 Download

Mathematical Modeling I – preliminary is designed for undergraduate students. Two other followup books, Mathematical Modeling II – advanced and Mathematical Modeling III – case studies in biology, will be published. II and III will be designed for both graduate students and undergraduate students. All the three books are independent and useful for study and application of mathematical modeling in any discipline.
106p sn_buon 29112012 21 4 Download

Báo cáo toán học: "Asymptotically optimal pairing strategy for TicTacToe with numerous directions"
Tuyển tập các báo cáo nghiên cứu khoa học ngành toán học tạp chí Department of Mathematic dành cho các bạn yêu thích môn toán học đề tài:Asymptotically optimal pairing strategy for TicTacToe with numerous directions...
6p thulanh7 03102011 24 3 Download

Tuyển tập các báo cáo nghiên cứu khoa học ngành toán học tạp chí Department of Mathematic dành cho các bạn yêu thích môn toán học đề tài: Optimal Packings of 13 and 46 Unit Squares in a Square...
11p thulanh7 04102011 25 3 Download

Tuyển tập các báo cáo nghiên cứu khoa học ngành toán học tạp chí Department of Mathematic dành cho các bạn yêu thích môn toán học đề tài: On optimal linear codes over F8...
27p thulanh7 04102011 17 3 Download

Optimization has become pervasive in medicine. The application of computing to medical applications has opened many challenging issues and problems for both the medical computing field and the mathematical community. Mathematical techniques (continuous and discrete) are playing a key role with increasing importance in understanding several fundamental problems in medicine. Naturally, optimization is a fundamentally important tool due to the limitation of the resources involved and the need for better decision making....
202p camchuong_1 10122012 28 3 Download

Tuyển tập các báo cáo nghiên cứu khoa học ngành toán học tạp chí Department of Mathematic dành cho các bạn yêu thích môn toán học đề tài: An optimal strongly identifying code in the inﬁnite triangular grid...
10p thulanh7 04102011 27 2 Download

The research of optimal condition for etching silicon in TMAH solution with controlled etch rate and low surface roughness is the purpose of this study. The investigation on the influence of temperature, agitation, size of etchwindow, etch time on etch rate and the surface roughness were carried out. With the TMAH concentration of 20% in weight, the optimal etching conditions were as follows: temperature of about 80 – 90 oC, agitation of 150  200 rpm. The etch rate is controlled in range of 0.49 – 0.72 µm/min. ...
7p tuanlocmuido 19122012 14 2 Download

Lecture Mathematics 53  Lecture 3.3 presents the absolute extrema and optimization. The main contents of this chapter include all of the following: Definitions and examples, absolute extrema of functions on closed and bounded intervals, absolute extrema of functions with one relative extremum, other cases: using limits.
140p allbymyself_06 26012016 5 1 Download

In this concept, you will learn to find the optimal value of a function that is associated with an optimization problem. At this point, you know how to analyze a function to find its minima and maxima using the first and second derivatives. This is a big deal! Finding the solution to some realworld problem (such as in finance, science, and engineering) often involves a process of finding the maximum or minimum of a function within an acceptable region of values.
147p allbymyself_06 26012016 6 1 Download

The paper focuses on computational aspects of portfolio optimization (PO) problems. The objectives of such problems may include: expectedreturn, standard deviation and variation coefficient of the portfolioreturn rate. PO problems can be formulated as mathematical programming problems in crisp, stochastic or fuzzy environments.
9p nguoibakhong02 06102017 0 0 Download