This textbook provides concise coverage of the basics of linear and integer programming which, with megatrends toward optimization, machine learning, big data, etc., are becoming fundamental toolkits for data and information science and technology. The authors' approach is accessible to students from almost all fields of engineering, including operations research, statistics, machine learning, control system design, scheduling, formal verification and computer vision. The presentations enables the basis for numerous approaches to solving hard combinatorial optimization problems through randomization and approximation. Readers will learn to cast various problems that may arise in their research as optimization problems, understand the cases where the optimization problem will be linear, choose appropriate solution methods and interpret results appropriately.

This book constitutes the refereed proceedings of the 18th International Conference on Integer Programming and Combinatorial Optimization, IPCO 2016, held in Liege, Belgium, in June 2016. The 33 full papers presented were carefully reviewed and selected from 125 submissions. The conference is a forum for researchers and practitioners working on various aspects of integer programming and combinatorial optimization. The aim is to present recent developments in theory, computation, and applications in these areas. The scope of IPCO is viewed in a broad sense, to include algorithmic and structural results in integer programming and combinatorial optimization as well as revealing computational studies and novel applications of discrete optimization to practical problems.

This book constitutes the refereed proceedings of the 10th International Workshop on Hybrid Metaheuristics, HM 2016, held in Plymouth, UK, in June 2016. The 15 revised full papers presented were carefully reviewed and selected from 43 submissions. The selected papers are of interest for all the researchers working on integrating metaheuristics with other areas for solving both optimization and constraint satisfaction problems. They represent as well a sample of current research demonstrating how metaheuristics can be integrated with integer linear programming and other operational research techniques for tackling difficult and relevant problems.

Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can also be used to understand a range of problems in applied economics, such as the matching between job seekers and jobs, the determinants of real estate prices, and the formation of matrimonial unions. This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers the basic results of the theory as well as their relations to linear programming, network flow problems, convex analysis, and computational geometry. Emphasizing computational methods, it also includes programming examples that provide details on implementation. Applications include discrete choice models, models of differential demand, and quantile-based statistical estimation methods, as well as asset pricing models. Authoritative and accessible, Optimal Transport Methods in Economics also features numerous exercises throughout that help you develop your mathematical agility, deepen your computational skills, and strengthen your economic intuition. * The first introduction to the subject written especially for economists* Includes programming examples* Features numerous exercises throughout* Ideal for students and researchers alike

Das Buch gibt eine Einfuhrung in das neue Gebiet der Analyse und Optimierung von Tragwerken unter stochastischer Unsicherheit. Es werden die Grundlagen ausfuhrlich dargestellt und zum Teil von unterschiedlichen Standpunkten aus beleuchtet.

In Teil I wird die lineare Theorie der Stabtragwerke als Grundlage fur die FEM entwickelt. Vorausgesetzt werden dabei nur wenige Kenntnisse aus der Technischen Mechanik und der Ingenieurmathematik, insbesondere eine gewisse Vertrautheit mit der Matrizenrechnung.

In Teil II wird dargestellt, wie sich die Wahrscheinlichkeitsverteilungen der Verschiebungen und Spannungen in den Knoten aus denen der stochastischen Stabparameter und ausseren Lasten - zumindest approximativ - berechnen lassen.

In Teil III schliesslich wird die Optimierung von Tragwerken mit stochastischen Parametern behandelt. Dazu wird ein geeignetes deterministisches Ersatzproblem des Ausgangsproblems mit stochastischen Modellparametern formuliert.

Eine kurze Beschreibung einiger Optimierungsverfahren findet man im letzten Abschnitt. Besondere Muhe wurde auf die zahlreichen und eingehend behandelten Beispiele verwandt.

Das Buch ist geschrieben fur Studierende, praktisch tatige Ingenieure und Mathematiker. "

R.E. Miller: Parallel program schemata.- D.E. Muller: Theory of automata.- R. Karp: Computational complexity of combinatorial and graph-theoretic problems.

It is well known that a large number of problems relevant to the control ?eld can be formulatedas optimizationproblems. For long time, the classical approachhas been to look for a closed form solution to the speci?c optimizationproblems at hand. The last decade has seen a noticeable shift in the meaning of "closed form" solution. The formidable increase of computationalpower has dramatically changed the fe- ing of theoreticians as well as of practitioners about what is meant by tractable and untractableproblems. A main issue regardsconvexity. From a theoretical viewpoint, there has been a large amount of work in the directions of "convexifying" nonc- vex problems and studying structural features of convex problems. On the other hand, extremely powerful algorithmsfor the solution of convexproblemshave been devised in the last two decades. Clearly, the fact that a wide variety of engine- ing problems can be formulated as convex problems has strongly motivated efforts in this direction. The control ?eld is not an exception in this sense: many pr- lems in robust control, identi?cation and nonlinear control have been recognized as convex problems. Moreover, convex relaxations of nonconvex problems have been intensively investigated, as they provide an effective tool for bounding the optimal solution of the original problem. As far as robust control is concerned, it is known since long time that several classes of problemscan be reducedto testing positivity of suitable polynomials.

This Third Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. You'll discover a host of practical business applications as well as non-business applications. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered. The book's accompanying website includes the C programs, JAVA tools, and new online instructional tools and exercises.

Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can also be used to understand a range of problems in applied economics, such as the matching between job seekers and jobs, the determinants of real estate prices, and the formation of matrimonial unions. This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers the basic results of the theory as well as their relations to linear programming, network flow problems, convex analysis, and computational geometry. Emphasizing computational methods, it also includes programming examples that provide details on implementation. Applications include discrete choice models, models of differential demand, and quantile-based statistical estimation methods, as well as asset pricing models. Authoritative and accessible, Optimal Transport Methods in Economics also features numerous exercises throughout that help you develop your mathematical agility, deepen your computational skills, and strengthen your economic intuition. The first introduction to the subject written especially for economists Includes programming examples Features numerous exercises throughout Ideal for students and researchers alike

Actuator and sensor delays are among the most common dynamic phenomena in engineering practice, and when disregarded, they render controlled systems unstable. Over the past sixty years, predictor feedback has been a key tool for compensating such delays, but conventional predictor feedback algorithms assume that the delays and other parameters of a given system are known. When incorrect parameter values are used in the predictor, the resulting controller may be as destabilizing as without the delay compensation. Delay-Adaptive Linear Control develops adaptive predictor feedback algorithms equipped with online estimators of unknown delays and other parameters. Such estimators are designed as nonlinear differential equations, which dynamically adjust the parameters of the predictor. The design and analysis of the adaptive predictors involves a Lyapunov stability study of systems whose dimension is infinite, because of the delays, and nonlinear, because of the parameter estimators. This comprehensive book solves adaptive delay compensation problems for systems with single and multiple inputs/outputs, unknown and distinct delays in different input channels, unknown delay kernels, unknown plant parameters, unmeasurable finite-dimensional plant states, and unmeasurable infinite-dimensional actuator states. Presenting breakthroughs in adaptive control and control of delay systems, Delay-Adaptive Linear Control offers powerful new tools for the control engineer and the mathematician.

Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject.

Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.

The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.

An essential book for anyone working on optimization and decision making under uncertainty, "Robust Optimization" also makes an ideal graduate textbook on the subject.

* What is the essence of the similarity between linearly independent sets of columns of a matrix and forests in a graph?
* Why does the greedy algorithm produce a spanning tree of minimum weight in a connected graph?
* Can we test in polynomial time whether a matrix is totally unimodular?
Matroid theory examines and answers questions like these. Seventy-five years of study of matroids has seen the development of a rich theory with links to graphs, lattices, codes, transversals, and projective geometries. Matroids are of fundamental importance in combinatorial optimization and their applications extend into electrical and structural engineering.
This book falls into two parts: the first provides a comprehensive introduction to the basics of matroid theory, while the second treats more advanced topics. The book contains over seven hundred exercises and includes, for the first time in one place, proofs of all of the major theorems in the subject. The last two chapters review current research and list more than eighty unsolved problems along with a description of the progress towards their solutions.
Reviews from previous edition:
"It includes more background, such as finite fields and finite projective and affine geometries, and the level of the exercises is well suited to graduate students. The book is well written and includes a couple of nice touches ... this is a very useful book. I recommend it highly both as an introduction to matroid theory and as a reference work for those already seriously interested in the subject, whether for its own sake or for its applications to other fields." -- AMS Bulletin
"Whoever wants to know what is happening in one of the most exciting chapters of combinatorics has no choice but to buy and peruse Oxley's treatise." -- The Bulletin of Mathematics
"This book is an excellent graduate textbook and reference book on matroid theory. The care that went into the writing of this book is evident by the quality of the exposition." -- Mathematical Reviews

As the Solutions Manual, this book is meant to accompany the main title, Nonlinear Programming: Theory and Algorithms, Third Edition. This book presents recent developments of key topics in nonlinear programming (NLP) using a logical and self-contained format. The volume is divided into three sections: convex analysis, optimality conditions, and dual computational techniques. Precise statements of algortihms are given along with convergence analysis. Each chapter contains detailed numerical examples, graphical illustrations, and numerous exercises to aid readers in understanding the concepts and methods discussed.

This book presents simple, elegant methods for dealing, both in theory and in application, with a variety of problems that have formulations in terms of flows in capacity-constrained networks. Since the theoretical considerations lead in all cases to computationally efficient solution procedures, the hook provides a common meeting ground for persons interested in operations research, industrial and communications engineering, or combinatorial mathematics. Originally published in 1962. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Optimierung ist eine Aufgabe von besonderer Bedeutung fur Unternehmen und Organisationen. Durch wachsenden Wettbewerb wird dieses Thema immer wichtiger. Hier wird es in einer Darstellungsform behandelt, die den Praktiker ohne grosse mathematische Vorkenntnisse in dieses komplexe Sachgebiet einfuhrt. Hierbei werden theoretische (algorithmische) Aspekte konzeptionell behandelt und in Beziehung zu Aspekten der Datenverarbeitung (Software) sowie zu den Anwendungsgebieten gestellt, wie z.B. Standort-, Personal-, Produktions- und Vertriebsplanung von Unternehmen. Das Buch fuhrt den Leser von den klassischen Methoden und Anwendungen bis zu den neuesten Verfahren und Problemstellungen betriebswirtschaftlicher und technischer Art. Es tragt dazu bei, dem grossen Interessentenkreis aus den verschiedensten Branchen den Blick fur die Moeglichkeiten des rechnergestutzten Optimierens zu oeffnen. Von besonderem Wert fur den Leser ist der einfuhrende Charakter der Darstellung und das reichhaltige, strukturierte Literaturverzeichnis.

Optimierungsaufgaben spielen in Wirtschaft und Technik eine immer wichtigere Rolle. Dabei gewinnen Probleme, in denen gewisse Variable nur diskrete Werte annehmen koennen, zunehmend an Bedeutung. Fuhren doch Optimierungsaufgaben, in denen Stuckzahlen vorkommen oder in denen die Alternative wahr oder falsch auftritt, in naturlicher Weise auf ganzzahlige Optimierungsprobleme. Historisch gesehen waren es die Transport-und Zuordnungsprobleme, zu deren Loesung die ersten Verfahren entwickelt wurden. Diese Klasse von ganzzahligen linearen Programmen besitzt die wichtige Eigenschaft, dass sich bei Loesung des zugehoerigen gewoehnlichen linearen Programmes bei ganzzahligen Ausgangswerten von selbst eine ganzzahlige Loesung ergibt. Bei anderen Typen von ganzzahligen Optimierungsaufgaben ist dies nicht der Fall. Das erste effektive Loesungsverfahren fur allgemeine lineare ganz- zahlige Optimierungsprobleme geht auf Gomory (1958) zuruck. Seither wurden die verschiedensten Techniken angewendet, um solche Probleme moeglichst gut zu loesen. Dazu gehoeren Enumerationsverfahren, kombina- torische, geometrische und gruppentheoretische UEberlegungen wie auch die Anwendung der dynamischen Optimierung. Welches dieser Verfahren fur ein spezielles Problem das gunstigste ist, ist bis heute noch ungeklart. Im vorliegenden Buch werden nach Behandlung der mathematischen Grundlagen ganzzahliger Optimierungsprobleme sowie nach einer kurzen Einfuhrung in die Theorie linearer Programme und in die Theorie der Dualitat zunachst Transport-und Zuordnungsprobleme behandelt. Dabei werden auch neueste Entwicklungen berucksichtigt, wie etwa das Optimum- Mix-Problem oder die Erstellung von Schulstundenplanen. Daran schliesst sich eine Diskussion der Verfahren von Gomory an, wobei im besonderen auf das reinganzzahlige (zweite) Verfahren von Gomory Wert gelegt wurde.

Mit diesem Buch wollen wir verschiedene Teilgebiete der Mathematik aus algorithmischer Perspektive vorstellen und dabei auch Implementierungs- und Laufzeitaspekte diskutieren. Gleichzeitig mochten wir, bei einer verkurzten Grundausbildung in Mathematik in naturwissenschaftlichen und informatischen Studiengangen, moglichst viele Teilaspekte der Mathematik vorstellen und vielleicht zu einer vertiefenden Beschaftigung mit dem einen oder anderen Aspekt anregen.

Unser Ziel ist es dabei nicht, den Leser zu einem versierten Anwender der besprochenen Algorithmen auszubilden, sondern wir wollen, immer ausgehend von konkreten Problemen, Analyse- und Losungsstrategien in den Mittelpunkt stellen. Hierbei spielen insbesondere Beweise und Beweistechniken eine zentrale Rolle."

Algebra und Diskrete Mathematik gehoeren zu den wichtigsten mathematischen Grundlagen der Informatik. Dieses zweibandige Lehrbuch fuhrt umfassend und lebendig in den Themenkomplex ein. Dabei ermoeglichen ein klares Herausarbeiten von Loesungsalgorithmen, viele Beispiele, ausfuhrliche Beweise und eine deutliche optische Unterscheidung des Kernstoffs von weiterfuhrenden Informationen einen raschen Zugang zum Stoff. Die umfangreiche Sammlung von UEbungsaufgaben erleichtert nicht nur eine aktive Erarbeitung des Inhalts, sondern zeigt auch die unterschiedlichsten Anwendungsmoeglichkeiten auf. Zum Inhalt: Band 2 besteht aus den drei Teilen: Lineare Optimierung, Graphen und Algorithmen, Algebraische Strukturen und Allgemeine Algebra mit Anwendungen.

Provides the reader with a perspective on the efficient operation of complicated systems.
* Spreadsheets are used to employ and teach techniques.
* Includes the facets of probability that relate to decision making.

A semantically well-defined programming language widely used in artificial intelligence, Prolog has greatly influenced other programming languages since its introduction in the late 1970s. A user may find Prolog deceptively easy, however, and there are a number of different implementations. In this book Patrice Boizumault draws from his extensive experience in Prolog implementation to describe for students of all levels the concepts, difficulties, and design limits of a Prolog system. Boizumault introduces the specific problems posed by the implementation of Prolog, studies and compares different solutions--notably those of the schools of Marseilles and Edinburgh--and concludes with three examples of implementation. Major points of interest include identifying the important differences in implementing unification and resolution; presenting three features of Prolog II--infinite trees, dif, and freeze--that introduce constraints; thoroughly describing Warren's Abstract Machine (WAM); and detailing a Lisp imple-mentation of Prolog. Originally published in 1993. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.