ENGLISH

Introduction to mathematical optimization

By Xin-She Yang

Book information

Publisher
Cambridge ISP
Year
2008
ISBN
9781904602828, 1904602827
Language
english
Format
PDF
Filesize
853 kB (873210 bytes)
Pages
161\161
Library
Kolxo3
Time added
2010-07-29 05:14:56

Description

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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