Selected Topics in Operations Research and Mathematical Economics

Selected Topics in Operations Research and Mathematical Economics
Author: G. Hammer,Diethard Pallaschke
Publsiher: Springer Science & Business Media
Total Pages: 482
Release: 2012-12-06
Genre: Business & Economics
ISBN: 9783642455674

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Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (. ,. ). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) • For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more under standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c,x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].

Selected Topics in Operations Research and Mathematical Economics

Selected Topics in Operations Research and Mathematical Economics
Author: Gerald Hammer,Diethard Pallaschke
Publsiher: Springer Verlag
Total Pages: 496
Release: 1984
Genre: Reference
ISBN: UOM:39015007654612

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Mathematical Economics and Operations Research

Mathematical Economics and Operations Research
Author: Joseph Zaremba
Publsiher: Gale Cengage
Total Pages: 632
Release: 1978
Genre: Economics
ISBN: STANFORD:36105031782183

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Generalized Convexity

Generalized Convexity
Author: Sandor Komlosi,Tamas Rapcsak,Siegfried Schaible
Publsiher: Springer Science & Business Media
Total Pages: 404
Release: 2012-12-06
Genre: Business & Economics
ISBN: 9783642468025

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Generalizations of the classical concept of a convex function have been proposed in various fields such as economics, management science, engineering, statistics and applied sciences during the second half of this century. In addition to new results in more established areas of generalized convexity, this book presents several important developments in recently emerging areas. Also, a number of interesting applications are reported.

Operations Research 91

Operations Research    91
Author: Peter Gritzmann,Rainer Hettich,Reiner Horst,Ekkehard Sachs
Publsiher: Springer Science & Business Media
Total Pages: 636
Release: 2012-12-06
Genre: Business & Economics
ISBN: 9783642484179

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The volume comprises a collection of 172 extented abstracts of talks presented at the 16th Symposium on Operations Rese- arch held at the University of Trier in September 1991. It is designated to serve as a quickly published documentation of the scientific activities of the conference. Subjects and areas touched upon include theory, modelling and computational methods in optimization, combinatorial op- timization and discrete mathematics, combinatorial problems in VLSI, scientific computing, stochastic and dynamic opti- mization, queuing, scheduling, stochastics and econometrics, mathematical economics and game theory, utility, risk, insu- rance, financial engineering, computer science in business and economics, knowledge engineering and production and ma- nufacturing.

Fractional Programming

Fractional Programming
Author: I.M. Stancu-Minasian
Publsiher: Springer Science & Business Media
Total Pages: 432
Release: 2012-12-06
Genre: Mathematics
ISBN: 9789400900356

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Mathematical programming has know a spectacular diversification in the last few decades. This process has happened both at the level of mathematical research and at the level of the applications generated by the solution methods that were created. To write a monograph dedicated to a certain domain of mathematical programming is, under such circumstances,especially difficult. In the present monograph we opt for the domain of fractional programming. Interest of this subject was generated by the fact that various optimization problems from engineering and economics consider the minimization of a ratio between physical and/or economical functions, for example cost/time, cost/volume,cost/profit, or other quantities that measure the efficiency of a system. For example, the productivity of industrial systems, defined as the ratio between the realized services in a system within a given period of time and the utilized resources, is used as one of the best indicators of the quality of their operation. Such problems, where the objective function appears as a ratio of functions, constitute fractional programming problem. Due to its importance in modeling various decision processes in management science, operational research, and economics, and also due to its frequent appearance in other problems that are not necessarily economical, such as information theory, numerical analysis, stochastic programming, decomposition algorithms for large linear systems, etc., the fractional programming method has received particular attention in the last three decades.

Contributions to Operations Research

Contributions to Operations Research
Author: Klaus Neumann,Diethard Pallaschke
Publsiher: Springer Science & Business Media
Total Pages: 190
Release: 2012-12-06
Genre: Business & Economics
ISBN: 9783642465345

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Handbook of Generalized Convexity and Generalized Monotonicity

Handbook of Generalized Convexity and Generalized Monotonicity
Author: Nicolas Hadjisavvas,Sándor Komlósi,Siegfried S. Schaible
Publsiher: Springer Science & Business Media
Total Pages: 672
Release: 2006-01-16
Genre: Mathematics
ISBN: 9780387233932

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Studies in generalized convexity and generalized monotonicity have significantly increased during the last two decades. Researchers with very diverse backgrounds such as mathematical programming, optimization theory, convex analysis, nonlinear analysis, nonsmooth analysis, linear algebra, probability theory, variational inequalities, game theory, economic theory, engineering, management science, equilibrium analysis, for example are attracted to this fast growing field of study. Such enormous research activity is partially due to the discovery of a rich, elegant and deep theory which provides a basis for interesting existing and potential applications in different disciplines. The handbook offers an advanced and broad overview of the current state of the field. It contains fourteen chapters written by the leading experts on the respective subject; eight on generalized convexity and the remaining six on generalized monotonicity.