optimization insights and applications princeton series in applied mathematics

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Author : Jan Brinkhuis
ISBN : 1400829364
Genre : Mathematics
File Size : 72. 21 MB
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This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic optimization. The book's overarching point is that most problems may be solved by the direct application of the theorems of Fermat, Lagrange, and Weierstrass. The authors show how the intuition for each of the theoretical results can be supported by simple geometric figures. They include numerous applications through the use of varied classical and practical problems. Even experts may find some of these applications truly surprising. A basic mathematical knowledge is sufficient to understand the topics covered in this book. More advanced readers, even experts, will be surprised to see how all main results can be grounded on the Fermat-Lagrange theorem. The book can be used for courses on continuous optimization, from introductory to advanced, for any field for which optimization is relevant.

Robust Optimization

Author : Aharon Ben-Tal
ISBN : 1400831059
Genre : Mathematics
File Size : 61. 86 MB
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Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Genomic Signal Processing

Author : Ilya Shmulevich
ISBN : 9781400865260
Genre : Science
File Size : 26. 23 MB
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Genomic signal processing (GSP) can be defined as the analysis, processing, and use of genomic signals to gain biological knowledge, and the translation of that knowledge into systems-based applications that can be used to diagnose and treat genetic diseases. Situated at the crossroads of engineering, biology, mathematics, statistics, and computer science, GSP requires the development of both nonlinear dynamical models that adequately represent genomic regulation, and diagnostic and therapeutic tools based on these models. This book facilitates these developments by providing rigorous mathematical definitions and propositions for the main elements of GSP and by paying attention to the validity of models relative to the data. Ilya Shmulevich and Edward Dougherty cover real-world situations and explain their mathematical modeling in relation to systems biology and systems medicine. Genomic Signal Processing makes a major contribution to computational biology, systems biology, and translational genomics by providing a self-contained explanation of the fundamental mathematical issues facing researchers in four areas: classification, clustering, network modeling, and network intervention.

In Pursuit Of The Traveling Salesman

Author : William Cook
ISBN : 9780691152707
Genre : Mathematics
File Size : 87. 71 MB
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Covers the history, applications, theory, and computation of the traveling salesman problem right up to state-of-the-art solution machinery.

High Dimensional Probability

Author : Roman Vershynin
ISBN : 9781108415194
Genre : Business & Economics
File Size : 40. 82 MB
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An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Positive Definite Matrices

Author : Rajendra Bhatia
ISBN : 1400827787
Genre : Mathematics
File Size : 22. 5 MB
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This book represents the first synthesis of the considerable body of new research into positive definite matrices. These matrices play the same role in noncommutative analysis as positive real numbers do in classical analysis. They have theoretical and computational uses across a broad spectrum of disciplines, including calculus, electrical engineering, statistics, physics, numerical analysis, quantum information theory, and geometry. Through detailed explanations and an authoritative and inspiring writing style, Rajendra Bhatia carefully develops general techniques that have wide applications in the study of such matrices. Bhatia introduces several key topics in functional analysis, operator theory, harmonic analysis, and differential geometry--all built around the central theme of positive definite matrices. He discusses positive and completely positive linear maps, and presents major theorems with simple and direct proofs. He examines matrix means and their applications, and shows how to use positive definite functions to derive operator inequalities that he and others proved in recent years. He guides the reader through the differential geometry of the manifold of positive definite matrices, and explains recent work on the geometric mean of several matrices. Positive Definite Matrices is an informative and useful reference book for mathematicians and other researchers and practitioners. The numerous exercises and notes at the end of each chapter also make it the ideal textbook for graduate-level courses.

Recent Advances In Global Optimization

Author : Christodoulos A. Floudas
ISBN : 9781400862528
Genre : Mathematics
File Size : 43. 69 MB
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This book will present the papers delivered at the first U.S. conference devoted exclusively to global optimization and will thus provide valuable insights into the significant research on the topic that has been emerging during recent years. Held at Princeton University in May 1991, the conference brought together an interdisciplinary group of the most active developers of algorithms for global optimization in order to focus the attention of the mathematical programming community on the unsolved problems and diverse applications of this field. The main subjects addressed at the conference were advances in deterministic and stochastic methods for global optimization, parallel algorithms for global optimization problems, and applications of global optimization. Although global optimization is primarily a mathematical problem, it is relevant to several other disciplines, including computer science, applied mathematics, physical chemistry, molecular biology, statistics, physics, engineering, operations research, communication theory, and economics. Global optimization problems originate from a wide variety of mathematical models of real-world systems. Some of its applications are allocation and location problems and VLSI and data-base design problems. Originally published in 1991. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Stochastic Portfolio Theory

Author : E. Robert Fernholz
ISBN : 9781475736991
Genre : Business & Economics
File Size : 24. 73 MB
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Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market. Stochastic portfolio theory has both theoretical and practical applications: as a theoretical tool it can be used to construct examples of theoretical portfolios with specified characteristics and to determine the distributional component of portfolio return. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance. Each chapter includes a number of problems of varying levels of difficulty and a brief summary of the principal results of the chapter, without proofs.

Random Heterogeneous Materials

Author : Salvatore Torquato
ISBN : 9781475763553
Genre : Mathematics
File Size : 32. 88 MB
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This accessible text presents a unified approach of treating the microstructure and effective properties of heterogeneous media. Part I deals with the quantitative characterization of the microstructure of heterogeneous via theoretical methods; Part II treats a wide variety of effective properties of heterogeneous materials and how they are linked to the microstructure, accomplished by using rigorous methods.

The Princeton Companion To Applied Mathematics

Author : Nicholas J. Higham
ISBN : 9781400874477
Genre : Mathematics
File Size : 58. 45 MB
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This is the most authoritative and accessible single-volume reference book on applied mathematics. Featuring numerous entries by leading experts and organized thematically, it introduces readers to applied mathematics and its uses; explains key concepts; describes important equations, laws, and functions; looks at exciting areas of research; covers modeling and simulation; explores areas of application; and more. Modeled on the popular Princeton Companion to Mathematics, this volume is an indispensable resource for undergraduate and graduate students, researchers, and practitioners in other disciplines seeking a user-friendly reference book on applied mathematics. Features nearly 200 entries organized thematically and written by an international team of distinguished contributors Presents the major ideas and branches of applied mathematics in a clear and accessible way Explains important mathematical concepts, methods, equations, and applications Introduces the language of applied mathematics and the goals of applied mathematical research Gives a wide range of examples of mathematical modeling Covers continuum mechanics, dynamical systems, numerical analysis, discrete and combinatorial mathematics, mathematical physics, and much more Explores the connections between applied mathematics and other disciplines Includes suggestions for further reading, cross-references, and a comprehensive index

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