Modeling and Optimization: Theory and Applications

Selected Contributions from the MOPTA 2012 Conference
Erscheinungsjahr 2013
ISBN: 978-1-4614-8986-3
Verlag: Springer

Buch, Englisch, 136 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 3435 g

Reihe: Springer Proceedings in Mathematics & Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Zuluaga, Luis F.

Terlaky, Tamás

Fachgebiete

• Mathematik | Informatik Mathematik Operations Research
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung

Inhaltsverzeichnis

Preface.- 1. M. F. Anjos, Recent Progress in Modeling Unit Commitment Problems.- 2. M. A. Lejeune, Portfolio Optimization with Combinatorial and Downside Return Constraints.- 3. R. R. Regis, An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black Box Optimization.- 4. H. Y. Benson; U. Saglam, Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Application in Portfolio Optimization.- 5. T. Terlaky; D. Li, The Duality between the Perceptron Algorithm and the von Neumann Algorithm.