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A self-contained introduction to linear programming using MATLAB® software to elucidate the development of algorithms and theory. Exercises are included in each chapter, and additional information is provided in two appendices and an accompanying Web site. Only a basic knowledge of linear algebra and calculus is required.
This book provides a complete and comprehensive guide to Pyomo (Python Optimization Modeling Objects) for beginning and advanced modelers, including students at the undergraduate and graduate levels, academic researchers, and practitioners. Using many examples to illustrate the different techniques useful for formulating models, this text beautifully elucidates the breadth of modeling capabilities that are supported by Pyomo and its handling of complex real-world applications. This second edition provides an expanded presentation of Pyomo’s modeling capabilities, providing a broader description of the software that will enable the user to develop and optimize models. Introductory chapte...
Classical and Modern Numerical Analysis: Theory, Methods and Practice provides a sound foundation in numerical analysis for more specialized topics, such as finite element theory, advanced numerical linear algebra, and optimization. It prepares graduate students for taking doctoral examinations in numerical analysis.The text covers the main areas o
This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
Computational Issues in High Performance Software for Nonlinear Research brings together in one place important contributions and up-to-date research results in this important area. Computational Issues in High Performance Software for Nonlinear Research serves as an excellent reference, providing insight into some of the most important research issues in the field.
This book Algebraic Modeling Systems – Modeling and Solving Real World Optimization Problems – deals with the aspects of modeling and solving real-world optimization problems in a unique combination. It treats systematically the major algebraic modeling languages (AMLs) and modeling systems (AMLs) used to solve mathematical optimization problems. AMLs helped significantly to increase the usage of mathematical optimization in industry. Therefore it is logical consequence that the GOR (Gesellschaft für Operations Research) Working Group Mathematical Optimization in Real Life had a second meeting devoted to AMLs, which, after 7 years, followed the original 71st Meeting of the GOR (Gesellsc...
This volume presents a wide range of medical applications that can utilize mathematical computing. This work grew out of a workshop on optimization which was held during the 2005 CIM Thematic Term on Optimization in Coimbra, Portugal. It provides an overview of the state-of-the-art in optimization in medicine and will serve as an excellent reference for researchers in the medical computing community and for those working in applied mathematics and optimization.
This volume presents state-of-the-art complementarity applications, algorithms, extensions and theory in the form of eighteen papers. These at the International Conference on Com invited papers were presented plementarity 99 (ICCP99) held in Madison, Wisconsin during June 9-12, 1999 with support from the National Science Foundation under Grant DMS-9970102. Complementarity is becoming more widely used in a variety of appli cation areas. In this volume, there are papers studying the impact of complementarity in such diverse fields as deregulation of electricity mar kets, engineering mechanics, optimal control and asset pricing. Further more, application of complementarity and optimization idea...
This 2005 volume brings together twelve papers by many of the most prominent applied general equilibrium modelers honoring Herbert Scarf, the father of equilibrium computation in economics. It deals with developments in applied general equilibrium, a field which has broadened greatly since the 1980s. The contributors discuss some traditional as well as some modern topics in the field, including non-convexities in economy-wide models, tax policy, developmental modeling and energy modeling. The book also covers a range of distinct approaches, conceptual issues and computational algorithms, such as calibration and areas of application such as macroeconomics of real business cycles and finance. An introductory chapter written by the editors maps out issues and scenarios for the future evolution of applied general equilibrium.