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Books > Science & Mathematics > Mathematics > Optimization > Linear programming
This monograph is aimed at presenting smooth and unified
generalized fractional programming (or a program with a finite
number of constraints). Under the current interdisciplinary
computer-oriented research environment, these programs are among
the most rapidly expanding research areas in terms of its
multi-facet applications and empowerment for real world problems
that can be handled by transforming them into generalized
fractional programming problems. Problems of this type have been
applied for the modeling and analysis of a wide range of
theoretical as well as concrete, real world, practical problems.
More specifically, generalized fractional programming concepts and
techniques have found relevance and worldwide applications in
approximation theory, statistics, game theory, engineering design
(earthquake-resistant design of structures, design of control
systems, digital filters, electronic circuits, etc.), boundary
value problems, defect minimization for operator equations,
geometry, random graphs, graphs related to Newton flows, wavelet
analysis, reliability testing, environmental protection planning,
decision making under uncertainty, geometric programming,
disjunctive programming, optimal control problems, robotics, and
continuum mechanics, among others. It is highly probable that among
all industries, especially for the automobile industry, robots are
about to revolutionize the assembly plants forever. That would
change the face of other industries toward rapid technical
innovation as well. The main focus of this monograph is to empower
graduate students, faculty and other research enthusiasts for more
accelerated research advances with significant applications in the
interdisciplinary sense without borders. The generalized fractional
programming problems have a wide range of real-world problems,
which can be transformed in some sort of a generalized fractional
programming problem. Consider fractional programs that arise from
management decision science; by analyzing system efficiency in an
economical sense, it is equivalent to maximizing system efficiency
leading to fractional programs with occurring objectives:
Maximizing productivity; Maximizing return on investment;
Maximizing return/ risk; Minimizing cost/time; Minimizing
output/input. The authors envision that this monograph will
uniquely present the interdisciplinary research for the global
scientific community (including graduate students, faculty, and
general readers). Furthermore, some of the new concepts can be
applied to duality theorems based on the use of a new class of
multi-time, multi-objective, variational problems as well.
Tikhonov regularization is the most popular general-purpose method
for regularization, a mathematical technique to suppress the effect
of noise in data, and uses much of the machinery of Hilbert space
theory. This book develops the theory of Tikhonov regularization
for a certain class of linear inverse problems which are defined on
Hilbert spaces. To explain why and how Tikhonov regularization
works, the singular value expansion for compact operators is
introduced. Tikhonov regularization with seminorms is also analyzed
and for this purpose, densely defined unbounded operators are
addressed and their basic properties presented. In addition, the
author provides readers with a quick but thorough review of Hilbert
space theory and a brief introduction to weak derivatives and
Sobolev spaces. Intended as an expository work for those interested
in inverse problems and Tikhonov regularization, including
graduates and researchers, the author presents the theory in an
engaging and straightforward style.
This book studies the methods for solving non-linear, partial
differential equations that have physical meaning, and soliton
theory with applications. Specific descriptions on the formation
mechanism of soliton solutions of non-linear, partial differential
equations are given, and some methods for solving this kind of
solution such as the Inverse Scattering Transform method, Backlund
Transformation method, Similarity Reduction method and several
kinds of function transformation methods are introduced.
Integrability of non-linear, partial differential equations is also
discussed. This book is suitable for graduate students whose
research fields are in applied mathematics, applied physics and
non-linear science-related directions as a textbook or a research
reference book. This book is also useful for non-linear science
researchers and teachers as a reference book. The characteristics
of this book are: 1. The author provides clear concepts, rigorous
derivation, thorough reasoning, and rigorous logic in the book.
Since the research boom of non-linear, partial differential
equations was rising in the 1960s, the research on non-linear,
partial differential equations and soliton theory has only been
several decades, which can be described as a very young discipline
compared to the other branches in mathematics. Although there are a
few related books, they are mostly in highly specialised
interdisciplinary areas. There is no book which is suitable for
cross-disciplines and for people with college level mathematics and
college physics background. This book fills that gap; 2. The book
is easy to be understood by readers since it provides step-by-step
approaches. All results in the book have been deduced and collated
by the author to make sure that they are correct and perfect; 3.
The derivation from the physical models to mathematical models is
emphasised in the book. In mathematical physics, we cannot just
simply consider the mathematical problems without a physical image,
which often plays the key role for understanding the mathematical
problems; 4. Mathematical transformation methods are provided. The
basic idea of various methods for solving non-linear, partial
differential equations is to simplify the complex equations into
simple ones through some transformations or decompositions.
However, we cannot find any patterns for using such transformations
or decompositions, and certain conjectures and assumptions have to
be used. However, the skill and the logic of using the
transformations and decompositions are very important to
researchers in this field.
Linear programming (LP), as a specific case of mathematical
programming, has been widely encountered in a broad class of
scientific disciplines and engineering applications. In view of its
fundamental role, the solution of LP has been investigated
extensively for the past decades. Due to the parallel-distributed
processing nature and circuit-implementation convenience, the
neurodynamic solvers based on recurrent neural network (RNN) have
been regarded as powerful alternatives to online computation. This
book discusses how linear programming is used to plan and schedule
the workforce in an emergency room; the neurodynamic solvers,
robotic applications, and solution non-uniqueness of linear
programming; the mathematical equivalence of simple recourse and
chance constraints in linear stochastic programming; and provides a
decomposable linear programming model for energy supply chains.
2013 Reprint of 1958 Edition. Full facsimile of the original
edition, not reproduced with Optical Recognition Software. A series
of lectures on the role of nonlinear processes in physics,
mathematics, electrical engineering, physiology, and communication
theory. From the preface: "For some time I have been interested in
a group of phenomena depending upon random processes. One the one
hand, I have recorded the random shot effect as a suitable input
for testing nonlinear circuits. On the other hand, for some of the
work that Professor W. A. Rosenblith and I have been doing
concerning the nature of the electroencephalogram, and in
particular of the alpha rhythm, it has occurred to me to use the
model of a system of random nonlinear oscillators excited by a
random input. . . . At the beginning we had contemplated a series
of only four or five lectures. My ideas developed pari passu with
the course, and by the end of the term we found ourselves with a
set of fifteen lectures. The last few of these were devoted to the
application of my ideas to problems in the statistical mechanics of
gases. This work is both new and tentative, and I found that I had
to supplement my course by the writing over of these with the help
of Professer Y. W. Lee. "
Linear programming is an extremely useful area of applied
mathematics and is used on a daily basis by many industries. Most
books on linear programming require an in depth knowledge of linear
algebra in their exposition, making the subject matter inaccessible
to the average reader. This second edition continues the
presentation of the subject from a very elementary point of view,
using as a foundation just a basic knowledge of high school
algebra. The author manages to go into great depth with these
minimal prerequisites, and helps the reader understand even some of
the most subtle aspects of the subject. This is accomplished by
weaving some of the more difficult ideas into informal proofs, with
the result that the reader often doesn't even know he or she is
reading very difficult material. Some formal proofs are included,
and even these are often broken down into small steps to give them
clarity. The reader who gets through the whole book will have a
strong knowledge of linear programming and also a good basic
knowledge of the related areas of game theory, integer programming,
goal programming, network analysis, and dynamic programming. This
book can be (and has been) used as a primary text for a course in
linear programming and related topics. It can also be used for self
study by the person who wants to know more about this fascinating
and very useful subject. Exercises have been carefully chosen to
illustrate a broad range of applications that occur in practice
leaving the reader with an appreciation of the wide applicability
of this subject to real life problems. Also, solutions to many of
the exercises are given, making this an ideal book for the person
who is studying this subject independently. A limited number of
examination copies are available for instructors who wish to
consider this book for adoption. Please contact the author at
[email protected] to receive one.
This self-contained book provides the reader with a comprehensive
presentation of recent investigations on operator theory over
non-Archimedean Banach and Hilbert spaces. This includes,
non-archimedean valued fields, bounded and unbounded linear
operators, bilinear forms, functions of linear operators and
one-paramter families of bounded linear operators on free branch
spaces.
Clear and comprehensive, this volume introduces theoretical,
computational, and applied concepts and is useful both as text and
as a reference book. Considerations of theoretical and
computational methods include the general linear programming
problem, the simplex computational procedure, the revised simplex
method, more. Examples and exercises with selected answers appear
in every chapter. 1995 edition.
Dieses Buch ist aus verschiedenen Vorlesungen der Autoren an den
Universitaten Hamburg und Trier entstanden. Es bietet eine
umfassende und aktuelle Darstellung des Themenbereichs "Theorie und
Numerik restringierter Optimierungsaufgaben," die uber die bislang
existierende Lehrbuchliteratur deutlich hinausgeht. Das Buch wendet
sich in erster Linie an Studierende der Mathematik, der
Wirtschaftsmathematik und der Technomathematik in mittleren und
hoheren Semestern, sollte aber auch erfahrenen Mathematikern einen
Zugang zur aktuellen Forschung und Anwendern einen Uberblick uber
die vorhandenen Verfahren geben. Im Einzelnen werden folgende
Themenkreise ausfuhrlich behandelt: Lineare Programme:
Simplex-Verfahren und Innere-Punkte-Methoden,
Optimalitatsbedingungen erster und zweiter Ordnung, nichtlineare
restringierte Programme, nichtglatte Optimierung,
Variationsungleichungen. Etwa 140 Ubungsaufgaben, teilweise mit
ausfuhrlichen Losungshinweisen runden die Darstellung ab."
Integer solutions for systems of linear inequalities, equations,
and congruences are considered along with the construction and
theoretical analysis of integer programming algorithms. The
complexity of algorithms is analyzed dependent upon two parameters:
the dimension, and the maximal modulus of the coefficients
describing the conditions of the problem. The analysis is based on
a thorough treatment of the qualitative and quantitative aspects of
integer programming, in particular on bounds obtained by the author
for the number of extreme points. This permits progress in many
cases in which the traditional approach - which regards complexity
as a function only of the length of the input-leads to a negative
result.
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