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Linear Programmingcomprehensive textbook which has grown out of the collective experience of the authors in Teaching the course over the years. The introductory text provides undergraduate and graduate students with a concise and practical introduction to the primary concepts and techniques of optimization. With a strong emphasis on basic concepts and techniques throughout, the book explains the theory behind each technique as simply as possible, along with illustrations and worked examples. Salient Features : 1. A rigorous discussion on Linear Programming and its duality including Model formulation. Additional solved examples and multi choice objective questions included at the last. 2. Theory of convex sets discussed. 3. Formulation of Transportation problem and methods of solution discussed, including optimality test. 4. Assignment problem formulated and discussed. 5. Emphasis on Degeneracy and Game theory. Pedagogical Features : 1. Simple, lucid and easily retainable language 2. Illustrative examples 3. Unsolved problems 4. More real life applications 5. Detailed index Contents Preface 1. Linear Programming 2. Simplex Method 3. Convex Sets 4. Transportation 5. Assignment Problems 6. Theory of games 7. Duality Theory 8. Degeneracy Printed Pages: 320. Buchnummer des Verkäufers 44705
Titel: Optimization: Linear Programming
Verlag: Ane Books Pvt. Ltd
Auflage: 5th or later edition.
Buchbeschreibung Cambridge, 1978. 4°. M. zahlr. Abb. VI, 150 S. OBr. OU. angeschmutzt u. m. Sign. (Technical report for the operations research center of the Massachusetts Institute of Technology 91 Sprache: Englisch 0 gr. Artikel-Nr. 133165
Buchbeschreibung Springer-Verlag Gmbh Jun 2015, 2015. Buch. Buchzustand: Neu. 244x164x17 mm. Neuware - This book presents solutions to the general problem of single period portfolio optimization. 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. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples. 119 pp. Englisch. Artikel-Nr. 9783319184814