eBook Modeling and Optimization: Theory and Applications, 1st Edition

  • Published By:
  • ISBN-10: 1461489873
  • ISBN-13: 9781461489870
  • DDC: 519.6
  • Grade Level Range: College Freshman - College Senior
  • 136 Pages | eBook
  • Original Copyright 2013 | Published/Released June 2014
  • This publication's content originally published in print form: 2013
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About

Overview

This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA on July 30-August 1, 2012. The conference brought together a diverse group of researchers and practitioners, working on both theoretical and practical aspects of continuous or discrete optimization. Topics presented included algorithms for solving convex, network, mixed-integer, nonlinear, and global optimization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volume represent a sample of these topics and applications and illustrate the broad diversity of ideas discussed at the meeting.

Table of Contents

Front Cover.
Other Frontmatter.
Other Frontmatter.
Title Page.
Copyright Page.
Preface.
Contents.
1: Recent Progress in Modeling Unit Commitment Problems.
2: Portfolio Optimization with Combinatorial and Downside Return Constraints.
3: An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization.
4: Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization.
5: The Duality Between the Perceptron Algorithm and the von Neumann Algorithm.