An optimization primer

An optimization primer / Johannes O. Royset, Roger J.-B. Wets.

This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and jus...

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Bibliographic Details
Main Authors: Royset, Johannes O. (Author), Wets, Roger J.-B (Author)
Format: eBook
Language:English
Published: Cham : Springer, 2021.
Series:Springer series in operations research.
Subjects:
Mathematical optimization.
Optimización matemática
Mathematical optimization
Online Access:Click for online access
Table of Contents:
  • PRELUDE
  • CONVEX OPTIMIZATION
  • OPTIMIZATION UNDER UNCERTAINTY
  • MINIMIZATION PROBLEMS
  • PERTURBATION AND DUALITY
  • WITHOUT CONVEXITY OR SMOOTHNESS
  • GENERALIZED EQUATIONS
  • RISK MODELING AND SAMPLE AVERAGES
  • GAMES AND MINSUP PROBLEMS
  • DECOMPOSITION.

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