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Introduction to Mathematical Optimization: From Linear Programming to Metaheuristics - Softcover

 
9781904602828: Introduction to Mathematical Optimization: From Linear Programming to Metaheuristics

Synopsis

This book strives to provide a balanced coverage of efficient algorithms commonly used in solving mathematical optimization problems. It covers both the convectional algorithms and modern heuristic and metaheuristic methods. Topics include gradient-based algorithms such as Newton-Raphson method, steepest descent method, Hooke-Jeeves pattern search, Lagrange multipliers, linear programming, particle swarm optimization (PSO), simulated annealing (SA), and Tabu search. Multiobjective optimization including important concepts such as Pareto optimality and utility method is also described. Three Matlab and Octave programs so as to demonstrate how PSO and SA work are provided. An example of demonstrating how to modify these programs to solve multiobjective optimization problems using recursive method is discussed.

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About the Author

Xin-She Yang received his DPhil in applied mathematics from the University of Oxford. He is currently a research fellow at the Univer-sity of Cambridge. He is also the author of the book ""An Introduction to Computational Engineering With Matlab (CISP, 2006).

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9788130911144: Introduction to Mathematical Optimization: From Linear Programming to Metaheuristics

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ISBN 10:  8130911140 ISBN 13:  9788130911144
Publisher: VIVA BOOKS (PVT) LIMITED., 2009
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Yang, Xin-She
ISBN 10: 1904602827 ISBN 13: 9781904602828
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