Investment science / David G. Luenberger (2009)

Público ISBD Título : Investment science Tipo de documento: texto impreso Autores: David G. Luenberger, Autor Mención de edición: International ed Editorial: Oxford ; London ; New York : Oxford University Press Fecha de publicación: 2009 Número de páginas: XIV, 494 p. Il.: gráf., tablas Dimensiones: 24 cm ISBN/ISSN/DL: 978-0-19-539106-0 Idioma : Inglés (eng) Materias: Economía financiera Inversiones Modelos matemáticos Clasificación: 336.76 Bolsa. Mercado del dinero. Mercado del capital Nota de contenido: Ejercicios y bibliografía en cada capítulo, e índice. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=46597 Investment science [texto impreso] / David G. Luenberger, Autor  . -  International ed . - Oxford ; London ; New York : Oxford University Press, 2009 . - XIV, 494 p. : gráf., tablas ; 24 cm. ISBN : 978-0-19-539106-0 Idioma : Inglés (eng) Materias: Economía financiera Inversiones Modelos matemáticos Clasificación: 336.76 Bolsa. Mercado del dinero. Mercado del capital Nota de contenido: Ejercicios y bibliografía en cada capítulo, e índice. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=46597

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Linear and Nonlinear Programming / David G. Luenberger (2008)  

Público ISBD Título : Linear and Nonlinear Programming Tipo de documento: documento electrónico Autores: David G. Luenberger ; SpringerLink (Online service) ; Yinyu Ye Editorial: Boston, MA : Springer US Fecha de publicación: 2008 Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 116 Número de páginas: XIV, 546 p Il.: online resource ISBN/ISSN/DL: 978-0-387-74503-9 Idioma : Inglés (eng) Palabras clave: Mathematics  Operations  research  Decision  making  Mathematical  models  optimization  Management  science  Industrial  engineering  Production  Engineering  economics  economy  Research,  Science  Operation  Research/Decision  Theory  Optimization  Modeling  and  Economics,  Organization,  Logistics,  Marketing Clasificación: 51 Matemáticas Resumen: "Linear and Nonlinear Programming" is considered a classic textbook in Optimization. While it is a classic, it also reflects modern theoretical insights. These insights provide structure to what might otherwise be simply a collection of techniques and results, and this is valuable both as a means for learning existing material and for developing new results. One major insight of this type is the connection between the purely analytical character of an optimization problem, expressed perhaps by properties of the necessary conditions, and the behavior of algorithms used to solve a problem. This was a major theme of the first and second editions. Now the third edition has been completely updated with recent Optimization Methods. Yinyu Ye has written chapters and chapter material on a number of these areas including Interior Point Methods. This book is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for technical students. Like the field of optimization itself, which involves many classical disciplines, the book should be useful to system analysts, operations researchers, numerical analysts, management scientists, and other specialists. Nota de contenido: Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality -- Interior-Point Methods -- Transportation and Network Flow Problems -- Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Dual and Cutting Plane Methods -- Primal-Dual Methods En línea: http://dx.doi.org/10.1007/978-0-387-74503-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34193 Linear and Nonlinear Programming [documento electrónico] / David G. Luenberger ; SpringerLink (Online service) ; Yinyu Ye . - Boston, MA : Springer US, 2008 . - XIV, 546 p : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 116) . ISBN : 978-0-387-74503-9 Idioma : Inglés (eng) Palabras clave: Mathematics  Operations  research  Decision  making  Mathematical  models  optimization  Management  science  Industrial  engineering  Production  Engineering  economics  economy  Research,  Science  Operation  Research/Decision  Theory  Optimization  Modeling  and  Economics,  Organization,  Logistics,  Marketing Clasificación: 51 Matemáticas Resumen: "Linear and Nonlinear Programming" is considered a classic textbook in Optimization. While it is a classic, it also reflects modern theoretical insights. These insights provide structure to what might otherwise be simply a collection of techniques and results, and this is valuable both as a means for learning existing material and for developing new results. One major insight of this type is the connection between the purely analytical character of an optimization problem, expressed perhaps by properties of the necessary conditions, and the behavior of algorithms used to solve a problem. This was a major theme of the first and second editions. Now the third edition has been completely updated with recent Optimization Methods. Yinyu Ye has written chapters and chapter material on a number of these areas including Interior Point Methods. This book is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for technical students. Like the field of optimization itself, which involves many classical disciplines, the book should be useful to system analysts, operations researchers, numerical analysts, management scientists, and other specialists. Nota de contenido: Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality -- Interior-Point Methods -- Transportation and Network Flow Problems -- Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Dual and Cutting Plane Methods -- Primal-Dual Methods En línea: http://dx.doi.org/10.1007/978-0-387-74503-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34193

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Linear and Nonlinear Programming / David G. Luenberger (2016)  

Público ISBD Título : Linear and Nonlinear Programming Tipo de documento: documento electrónico Autores: David G. Luenberger ; Yinyu Ye ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Springer Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 228 Número de páginas: XIII, 546 p. 90 illus Il.: online resource ISBN/ISSN/DL: 978-3-319-18842-3 Idioma : Inglés (eng) Palabras clave: Business  Operations  research  Decision  making  Mathematical  models  Management  science  Engineering  economics  economy  and  Operation  Research/Decision  Theory  Research,  Science  Modeling  Industrial  Mathematics  Economics,  Organization,  Logistics,  Marketing Clasificación: 519.8 Teorías y métodos matemáticos para investigación operativa Resumen: This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular.  Again a connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve the problem.  As in the earlier editions, the material in this fourth edition is organized into three separate parts.  Part I is a self-contained introduction to linear programming covering numerical algorithms and many of its important special applications.  Part II, which is independent of Part I, covers the theory of unconstrained optimization, including both derivations of the appropriate optimality conditions and an introduction to basic algorithms.  Part III extends the concepts developed in the second part to constrained optimization problems.  It is possible to go directly into Parts II and III omitting Part I, and, in fact, the book has been used in this way in many universities.   Nota de contenido: Introduction -- Part I Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality and Complementarity -- Interior-Point Methods -- Conic Linear Programming -- Part II Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Part III Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Duality and Dual Methods -- Primal-Dual Methods -- Appendix A: Mathematical Review -- Appendix B: Convex Sets -- Appendix C: Gaussian Elimination -- Appendix D: Basic Network Concepts En línea: http://dx.doi.org/10.1007/978-3-319-18842-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41494 Linear and Nonlinear Programming [documento electrónico] / David G. Luenberger ; Yinyu Ye ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Springer, 2016 . - XIII, 546 p. 90 illus : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 228) . ISBN : 978-3-319-18842-3 Idioma : Inglés (eng) Palabras clave: Business  Operations  research  Decision  making  Mathematical  models  Management  science  Engineering  economics  economy  and  Operation  Research/Decision  Theory  Research,  Science  Modeling  Industrial  Mathematics  Economics,  Organization,  Logistics,  Marketing Clasificación: 519.8 Teorías y métodos matemáticos para investigación operativa Resumen: This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular.  Again a connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve the problem.  As in the earlier editions, the material in this fourth edition is organized into three separate parts.  Part I is a self-contained introduction to linear programming covering numerical algorithms and many of its important special applications.  Part II, which is independent of Part I, covers the theory of unconstrained optimization, including both derivations of the appropriate optimality conditions and an introduction to basic algorithms.  Part III extends the concepts developed in the second part to constrained optimization problems.  It is possible to go directly into Parts II and III omitting Part I, and, in fact, the book has been used in this way in many universities.   Nota de contenido: Introduction -- Part I Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality and Complementarity -- Interior-Point Methods -- Conic Linear Programming -- Part II Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Part III Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Duality and Dual Methods -- Primal-Dual Methods -- Appendix A: Mathematical Review -- Appendix B: Convex Sets -- Appendix C: Gaussian Elimination -- Appendix D: Basic Network Concepts En línea: http://dx.doi.org/10.1007/978-3-319-18842-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41494

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