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Book Cover
E-book
Author Murty, Katta G., 1936-

Title Optimization for decision making : linear and quadratic models / by Katta G. Murty
Published New York ; London : Springer, 2009

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Description 1 online resource
Series International series in operations research & management science, 0884-8289 ; v. 137
International series in operations research & management science ; v. 137.
Contents Optimization for Decision Making; 1 Linear Equations, Inequalities, Linear Programming: A Brief Historical Overview; 2 Formulation Techniques Involving Transformationsof Variables; 3 Intelligent Modeling Essential to Get Good Results; 4 Polyhedral Geometry; 5 Duality Theory and Optimality Conditions for LPs; 6 Revised Simplex Variants of the Primal and Dual Simplex Methods and Sensitivity Analysis; 7 Interior Point Methods for LP; 8 Sphere Methods for LP; 9 Quadratic Programming Models; Epilogue; Index
Summary Optimization for Decision Making: Linear and Quadratic Models is a first-year graduate level text that illustrates how to formulate real world problems using linear and quadratic models; how to use efficient algorithms - both old and new - for solving these models; and how to draw useful conclusions and derive useful planning information from the output of these algorithms. While almost all the best known books on LP are essentially mathematics books with only very simple modeling examples, this book emphasizes the intelligent modeling of real world problems, and the author presents several illustrative examples and includes many exercises from a variety of application areas. Additionally, where other books on LP only discuss the simplex method, and perhaps existing interior point methods, this book also discusses a new method based on using the sphere which uses matrix inversion operations sparingly and may be well suited to solving large-scale LPs, as well as those that may not have the property of being very sparse. Individual chapters present a brief history of mathematical modeling; methods for formulating real world problems; three case studies that illustrate the need for intelligent modeling; classical theory of polyhedral geometry that plays an important part in the study of LP; duality theory, optimality conditions for LP, and marginal analysis; variants of the revised simplex method; interior point methods; sphere methods; and extensions of sphere method to convex and nonconvex quadratic programs and to 0-1 integer programs through quadratic formulations. End of chapter exercises are provided throughout, with additional exercises available online
Analysis economie
economics
bedrijfswetenschap
management science
operationeel onderzoek
operations research
programmeren
programming
optimalisatie
optimization
wiskundige modellen
mathematical models
engineering
industrie
industry
toegepaste wiskunde
applied mathematics
Management studies, Business Administration, Organizational Science (General)
Management, bedrijfskunde, organisatiekunde (algemeen)
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Linear programming
Decision making -- Mathematical models.
BUSINESS & ECONOMICS -- Decision-Making & Problem Solving.
Affaires.
Science économique.
Economie de l'entreprise.
Toma de decisiones -- Modelos matemáticos
Programación lineal
Decision making -- Mathematical models
Linear programming
Form Electronic book
ISBN 9781441912916
1441912916