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SPIRES-BOOKS: FIND KEYWORD PROGRAMMING TECHNIQUES *END*INIT* use /tmp/qspiwww.webspi1/14009.28 QRY 131.225.70.96 . find keyword programming techniques ( in books using www Cover
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Call number:1118919602:ONLINE Show nearby items on shelf
Title:Arduino Sketches: Tools and Techniques for Programming Wizardry
Author(s): Langbridge
Date:2014
Publisher:Wiley
Size:1 online resource (481 p.)
ISBN:9781118919606
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Electrical & Electronics Engineering
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Cover Image This book is only available through interlibrary loan. (email library@fnal.gov if you would like this title added to the Library collection.)
Call number:TK5102.9.M67::1994 Show nearby items on shelf
Title:Practical DSP modeling, techniques, and programming in C
Author(s): Don Morgan 1948-
Date:1994
Publisher:Wiley, New York
Size:442
ISBN:0471006068
Keywords: Signal processing Digital techniques.
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Call number:TK5102.5.E46::1991 Show nearby items on shelf
Title:C language algorithms for digital signal processing
Author(s): Paul M. Embree
Bruce Kimble
Date:1991
Publisher:Englewood Cliffs, N.J. : PTR Prentice Hall
Size:456 p
Contents:Digital Signal Processing Fundamentals, C Programming Fundamentals, User Interface and Disk Storage Routines, Filtering Routines, Discrete Fourier Transform Routines, Matrix and Vector Routines, Image Processing Routines, Standard C Function Library , DSP Function Library and Programs
ISBN:9780131334069
Keywords: Signal processing Digital techniques Data processing , C (Computer program language)
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Call number:SPRINGER-2016-9784431558033:ONLINE Show nearby items on shelf
Title:From Tracking Code to Analysis Generalised Courant-Snyder Theory for Any Accelerator Model
Author(s): Etienne Forest
Date:2016
Edition:1st ed. 2016
Size:1 online resource (347 p.)
Note:10.1007/978-4-431-55803-3
Contents:Introduction -- The linear transverse normal form: one degree of freedom -- The nonlinear transverse normal form: one degree of freedom -- Classification of linear normal forms -- Nonlinear normal forms -- Spin normal form -- The
nonlinear spin-orbital phase advance: the mother of all algorithms -- Deprit-Guignard perturbation theory faithful to the code -- Here is the conclusion of this book -- Phasors basis: why do I reject symplectic phasors? -- The
logarithm of a map -- Stroboscopic average for the ISF vector n -- Hierarchy of Analytical Methods
ISBN:9784431558033
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Physics , Computer programming , Particle acceleration , Physics , Particle Acceleration and Detection, Beam Physics , Numerical and Computational Physics , Programming Techniques
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Call number:SPRINGER-2016-9783662498873:ONLINE Show nearby items on shelf
Title:A Primer on Scientific Programming with Python
Author(s): Hans Petter Langtangen
Date:2016
Edition:5th ed. 2016
Size:1 online resource (20 p.)
Note:10.1007/978-3-662-49887-3
Contents:Preface -- Computing with Formulas -- Loops and Lists -- Functions and Branching -- User Input and Error Handling -- Array Computing and Curve Plotting -- Dictionaries and Strings -- Introduction to Classes -- Random Numbers and Simple Games -- Obj ect-Oriented Programming -- Sequences and Difference Equations -- Introduction to Discrete Calculus -- Introduction to Differential Equations -- A Complete Differential Equation Project -- Programming of Differential Equations -- Debugging -- Migrating Py thon to Compiled Code -- Technical Topics -- References -- Index
ISBN:9783662498873
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Texts in Computational Science and Engineering: 6
Keywords: Mathematics , Computer programming , Computer science , Computer mathematics , Physics , Mathematics , Computational Science and Engineering , Programming Techniques , Mathematics of Computing , Numerical and Computational Physics
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Call number:SPRINGER-2016-9783319411927:ONLINE Show nearby items on shelf
Title:Search and Optimization by Metaheuristics Techniques and Algorithms Inspired by Nature
Author(s): Ke-Lin Du
Date:2016
Size:1 online resource (40 p.)
Note:10.1007/978-3-319-41192-7
Contents:Preface -- Introduction -- Simulated Annealing -- Optimization by Recurrent Neural Networks -- Genetic Algorithms and Genetic Programming -- Evolutionary Strategies -- Differential Evolution -- Estimation of Distribution Algorithms -- Mimetic Algor ithms -- Topics in EAs -- Particle Swarm Optimization -- Artificial Immune Systems -- Ant Colony Optimization -- Tabu Search and Scatter Search -- Bee Metaheuristics -- Harmony Search -- Biomolecular Computing -- Quantum Computing -- Other Heuristics-Insp ired Optimization Methods -- Dynamic, Multimodal, and Constraint-Satisfaction Optimizations -- Multiobjective Optimization -- Appendix 1: Discrete Benchmark Functions -- Appendix 2: Test Functions -- Index
ISBN:9783319411927
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Computer simulation , Algorithms , Computer mathematics , Mathematical optimization , Computational intelligence , Mathematics , Computational Science and Engineering , Algorithms , Optimization , Simulation and Modeling , Computational Intelligence
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Call number:SPRINGER-2016-9783319321462:ONLINE Show nearby items on shelf
Title:Numerical Simulation in Physics and Engineering Lecture Notes of the XVI 'Jacques-Louis Lions' Spanish-French School
Author(s):
Date:2016
Size:1 online resource (59 p.)
Note:10.1007/978-3-319-32146-2
Contents:1 L. Beirão da Veiga, A. Buffa, G. Sangalli, and R. Vázquez: An introduction to the numerical analysis of isogeometric methods -- 2 M. Hassell and F.–J. Sayas: Convolution Quadrature for Wave Simulations -- 3 A. Baeza: Mathematical Methods in I mage Processing and Computer Vision -- 4 E. Balsa-Canto, A. A. Alonso, A. Arias-Méndez, M.R. García, A. López-Núñez, M. Mosquera-Fernández, C. Vázquez, and C. Vilas: Modeling and optimization techniques with applications in food processes, bio-proc esses and bio-systems -- 5 J. M. Mantas, M. De la Asunción, and M. J. Castro: An introduction to GPU computing for numerical simulation
ISBN:9783319321462
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:SEMA SIMAI Springer Series: 9
Keywords: Mathematics , Computer programming , Image processing , Partial differential equations , Numerical analysis , Mathematical models , Mathematics , Mathematical Modeling and Industrial Mathematics , Numerical Analysis , Partial Differential Equations , Image Processing and Computer Vision , Programming Techniques
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Call number:SPRINGER-2016-9783319294391:ONLINE Show nearby items on shelf
Title:Finite Difference Computing with Exponential Decay Models
Author(s): Hans Petter Langtangen
Date:2016
Size:1 online resource (200 p.)
Note:10.1007/978-3-319-29439-1
Contents:Preface -- Algorithms and implementations -- Analysis -- Generalizations -- Models -- Scientific Software Engineering -- References -- Index.
ISBN:9783319294391
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Lecture Notes in Computational Science and Engineering: 110
Keywords: Mathematics , Computer programming , Software engineering , Computer mathematics , Physics , Applied mathematics , Engineering mathematics , Mathematics , Computational Science and Engineering , Programming Techniques , Software Engineering , Numerical and Computational Physics , Appl.Mathematics/Computational Methods of Engineering
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Call number:SPRINGER-2016-9783319215938:ONLINE Show nearby items on shelf
Title:The Vixen Star Book User Guide How to Use the Star Book TEN and the Original Star Book
Author(s): James Chen
Date:2016
Size:1 online resource (271 p.)
Note:10.1007/978-3-319-21593-8
Contents:Brief History of Vixen Computerized Telescope Mounts for Amateurs -- Backyard Astronomy Basics -- Introduction to the Star Book-TEN -- Basic Operation of the Star Book-TEN -- Learned Lessons in Using the Star Book-TEN -- Introduction
to the Original Star Book -- Basic Operation of the Star Book -- Learned Lessons in Using the Star Book -- Notes on the Star Book-One and Star Book-S systems -- Accessories for Vixen Mounts -- Mounting Other Optical Tubes on the Vixen
Mounts -- Maintenance and Care of the Star Book mounts
ISBN:9783319215938
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Popular works , Software engineering , Observations, Astronomical , Astronomy , Astronomy , Popular Science , Popular Science in Astronomy , Astronomy, Observations and Techniques , Software Engineering/Programming and Operating Systems
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Call number:SPRINGER-2014-9788132219521:ONLINE Show nearby items on shelf
Title:Mathematics and Computing 2013 [electronic resource] : International Conference in Haldia, India
Author(s): Ram N Mohapatra
Debasis Giri
P. K Saxena
P. D Srivastava
Date:2014
Publisher:New Delhi : Springer India : Imprint: Springer
Size:1 online resource
Note:This book discusses recent developments and contemporary research in mathematics, statistics and their applications in computing. All contributing authors are eminent academicians, scientists, researchers and scholars in theirrespective fields, haili ng from around the world. The conference has emerged as a powerful forum, offering researchers a venue to discuss, interact and collaborate, and stimulating the advancement of mathematics and its applications incomputer science. The book will allow aspiri ng researchers to update their knowledge of cryptography, algebra, frame theory, optimizations, stochastic processes, compressive sensing, functional analysis, complex variables, etc.Educating future consumers, users, producers, developers and researchers in mathematics and computing is a challenging task and essential to the development of modern society. Hence, mathematics and its applications in computer scienceare of vital importance to a broad range of communities, including mathematicians and comput ing professionals across different educational levels and disciplines.
Contents:Chapter 1. Propagation of water waves in the presence of thin vertical barrier on the bottom undulation
Chapter 2. Cryptanalysis of Multilanguage Encryption Techniques
Chapter 3. Signcryption with Delayed Identification
Chapter 4. HDNM8: A Round
8 High Diffusion Block Cipher With Nonlinear Mixing Function
Chapter 5. Frames and Erasures
Chapter 6. Semi
inner Product: Application to Frame Theory and Numerical Range of Operators
Chapter 7. Multi
level Non
Linear Programming Problem With Some Multi
choice Parameter
Chapter 8. A New Class of Rational Cubic Fractal Splines for U
ISBN:9788132219521
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v91
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer science
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Call number:SPRINGER-2014-9783662434048:ONLINE Show nearby items on shelf
Title:Optimization and Control Techniques and Applications [electronic resource]
Author(s): Honglei Xu
Kok Lay Teo
Yi Zhang
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field arecollated here in two part s, dealing first with optimization and control theory and then with techniques and applications. Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependentinclusion and linear programming complexity th eory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems and look at multi-objective semi-infinite optimizationproblems, and production planning problems. In the second part, th e authors address techniques and applications of optimization and control in a variety of disciplines, such as chaos synchronization, facial expression recognition anddynamic input-output economic models. Other applications considered here include image r etrieval, natural earth satellites orbital transfers, snap-back repellers, and modern logistic systems. Readers will learn of advances inoptimization, control, and operations research, as well as potential new avenues of research and development. The book will appeal to scientific researchers, mathematicians and all specialists interested in the latest advances inoptimization and control.
Contents:Part I: Optimization and Control Theory
Chapter 1. Some Recent Developments in Systems and Control Theory on Infinite Dimensional Banach Spaces
Chapter 2. Some Recent Developments in Systems and Control Theory on Infinite Dimensional Banach Spaces
Chapter 3. A Class of History
dependent Inclusions with Applications to Contact Problems
Chapter 4. On the Number of Solutions Generated by the Simplex Method for LP
Chapter 5. Use of Approximations of Hamilton
Jacobi
Bellman Inequality for Solving Periodic Optimization Problems
Chapter 6. On Proper Efficiency in Multi objective Sem
ISBN:9783662434048
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v86
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization , Operations research
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Call number:SPRINGER-2014-9783319040998:ONLINE Show nearby items on shelf
Title:Topological Methods in Data Analysis and Visualization III [electronic resource] : Theory, Algorithms, and Applications
Author(s): Peer-Timo Bremer
Ingrid Hotz
Valerio Pascucci
Ronald Peikert
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This collection of peer-reviewed conference papers provides comprehensive coverage of cutting-edge research in topological approaches to data analysis and visualization. It encompasses the full range of new algorithms andinsights, including fast homo logy computation, comparative analysis of simplification techniques, and key applications in materials and medical science. The volume also features material on core research challenges such as therepresentation of large and complex datasets and integrati ng numerical methods with robust combinatorial algorithms. Reflecting the focus of the TopoInVis 2013 conference, the contributions evince the progress currently being made onfinding experimental solutions to open problems in the sector. They provide an i nclusive snapshot of state-of-the-art research that enables researchers to keep abreast of the latest developments and provides a foundation for futureprogress. With papers by some of the worlds leading experts in topological techniques, this volume is a major contribution to the literature in a field of growing importance with applications in disciplines that range fromengineering to medicine
Contents:Part I Robust Topological Analysis: 1 Robust Detection of Singularities in Vector Fields: H. Bhatia, A. Gyulassy, H. Wang, P
T. Bremer and V. Pascucci
2 Interpreting Feature Tracking Through the Lens of Robustness: P. Skraba and B. Wang
3 Simplification of Morse Decompositions using Morse Set Mergers: L. Sipeki and A. Szymczak
4 Toward the Extraction of Saddle Periodic Orbits: J. Kasten, J. Reininghaus, W. Reich and G. Scheuermann
Part II Efficient Computation of Topology
5 Computational Topology via Functional Programming: A Baseline Analysis: D. Duke and H. Carr
6 Distribu
ISBN:9783319040998
Series:eBooks
Series:SpringerLink
Series:Mathematics and Visualization, 1612-3786
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer vision , Optical pattern recognition , Global analysis (Mathematics) , Visualization , Geometry , Topology
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Call number:SPRINGER-2014-9783319024998:ONLINE Show nearby items on shelf
Title:Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource]
Author(s): Marco Corazza
Claudio Pizzi
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The interaction between mathematicians and statisticians has been shown to be an eective approach for dealing with actuarial, insurance and nancial problems, both from an academic perspective and from an operative one. Thecollection of original paper s presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and nance elds, all treated in the light of the successful cooperation betweenthe above two quantitative approaches. The papers publish ed in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions,some of the considered areas of investigation are: actuarial models alternativ e testing approaches behavioral nance clustering techniques coherent and non-coherent risk measures credit scoring approaches data envelopmentanalysis dynamic stochastic programming nancial contagion models nancial ratios intelligent nancial trading syste ms mixture normality approaches Monte Carlo-based methods multicriteria methods nonlinear parameterestimation techniques nonlinear threshold models particle swarm optimization performance measures portfolio optimization pricing methods for structured and non-structured derivatives risk management skewed distribution analysis
Contents:Weak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna)
An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini)
A comparison between different numerical schemes for the valuation of unit
linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre)
Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli)
Firms volatility risk under microstructure noise (F. Barsotti, S. Sanfe
ISBN:9783319024998
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Economics Statistics
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Call number:SPRINGER-2014-9781493907427:ONLINE Show nearby items on shelf
Title:Clusters, Orders, and Trees: Methods and Applications [electronic resource] : In Honor of Boris Mirkin's 70th Birthday
Author(s): Fuad Aleskerov
Boris Goldengorin
Panos M Pardalos
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:The volume is dedicated to Boris Mirkin on the occasion of his 70th birthday. In addition to his startling PhD results in abstract automata theory, Mirkins ground breaking contributions in various fields of decision making anddata analysis have marke d the fourth quarter of the 20th century and beyond.Mirkin has done pioneering work in group choice, clustering, data mining and knowledge discovery aimed at finding and describing non-trivial or hiddenstructuresfirst of all, clusters, orderings, and hier archiesin multivariate and/or network data. This volume contains a collection of papers reflecting recent developments rooted inMirkin's fundamental contribution to thestate-of-the-art in group choice, ordering, clustering, data mining, and knowledge disc overy. Researchers, students, and software engineers will benefit from new knowledge discovery techniques and application directions
Contents:Three and One Questions to Dr. B. Mirkin about Complexity Statistics (I. Mandel)
Section 1
A Polynomial Algorithm for a Class of 0
1 Fractional Programming Problems Involving Composite Functions, with an Application to Additive Clustering (P. Hansen, C. Meyer)
Experiments with a Non
Convex Variance
Based Clustering Criterion (R.F. Toso, E.V. Bauman, C.A. Kulikowski, I.B. Muchnik)
Strategy
Proof Location Functions on Finite Graphs (F.R. McMorris, H.M. Mulder, F.S. Roberts)
A Pseudo
Boolean Approach to the Market Graph Analysis by Means of the p
Median Model (B. Goldengorin, A. Ko
ISBN:9781493907427
Series:eBooks
Series:SpringerLink
Series:Springer Optimization and Its Applications, 1931-6828 : v92
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computational complexity , Electronic data processing
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Call number:SPRINGER-2013-9783319010595:ONLINE Show nearby items on shelf
Title:DiscreteTime Stochastic Control and Dynamic Potential Games [electronic resource] : The EulerEquation Approach
Author(s): David Gonzlez-Snchez
Onsimo Hernndez-Lerma
Date:2013
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:There are several techniques to study noncooperative dynamic games, suchas dynamic programming and the maximum principle (also called the Lagrangemethod). It turns out, however, that one way to characterize dynamicpotentialgames requires to analyze i nverse optimal control problems, and it is here wherethe Euler equation approach comes in because it is particularly wellsuited tosolve inverse problems.Despite the importance of dynamicpotential games, there is no systematicstudy about them. Thismonograp h isthe firstattempt to provide a systematic, selfcontained presentation of stochastic dynamicpotential games
Note:Springer eBooks
Contents:Introduction and summary
Direct problem: the Euler equation approach
The inverse optimal control problem
Dynamic games
Conclusion
References
Index
ISBN:9783319010595
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Mathematics, 2191-8198
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Distribution (Probability theory)
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Call number:SPRINGER-2013-9781461489870:ONLINE Show nearby items on shelf
Title:Modeling and Optimization: Theory and Applications [electronic resource] : Selected Contributions from the MOPTA 2012 Conference
Author(s): Luis F Zuluaga
Tams Terlaky
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note: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 onJuly 30-August 1,2012. The conference broug ht 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 op timization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volumerepresent a sample of these topics and applications and illustrate the broad diversity of ideas discussed at the meeting
Note:Springer eBooks
Contents: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
IntegerSecond
Order Cone Programming with Application in Portfolio Optimization
5. T. Terlaky D. Li, The Duality between the Perceptron Algorithm and the von Neumann Algorithm
ISBN:9781461489870
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v62
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Operations research
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Call number:SPRINGER-2013-9781461485117:ONLINE Show nearby items on shelf
Title:Finance with Monte Carlo [electronic resource]
Author(s): Ronald W Shonkwiler
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed onexploiting the power of th e Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications.The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to illustrate and analyze the topics covered in the remainder of the text. Placing focus on Monte Carlo methodsallows for students to travel a short road from theory to practical ap plications. Coverage includes investment science, mean-variance portfolio theory, option pricing principles, exotic options, option trading strategies, jumpdiffusion and exponential Lvy alternative models, and the Kelly criterion for maximizing investment growth. Novel features: inclusion of both portfolio theory and contingent claim analysis in a single text pricing methodology forexotic options expectation analysis of option trading strategies pricing models that transcend the BlackScholes framework opt imizing investment allocations concepts thoroughly explored through numerous simulation exercises numerousworked examples and illustrations The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions o f linear systems, and a knowledge of probability including expectation, densities andthe normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. The mathematicalbackground required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge o
Note:Springer eBooks
Contents:1. Geometric Brownian Motion and the Efficient Market Hypothesis
2. Return and Risk
3. Forward and Option Contracts and their Pricing
4. Pricing Exotic Options
5. Option Trading Strategies
6. Alternative to GBM Prices
7. Kelly's Criterion
Appendices
A. Some Mathematical Background Topics
B. Stochastic Calculus
C. Convergence of the Binomial Method
D. Variance Reduction Techniques
E. Shell Sort
F. Next Day Prices Program
References
List of Notation
List of Algorithms
Index
ISBN:9781461485117
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Undergraduate Texts in Mathematics and Technology, 1867-5506
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Numerical analysis , Distribution (Probability theory)
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Call number:SPRINGER-2013-9781461457404:ONLINE Show nearby items on shelf
Title:OpenStat Reference Manual [electronic resource]
Author(s): William Miller
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This reference manual for the OpenStat software, an open-source software developed by William Miller, coversa broad spectrum ofstatisticalmethods and techniques.A unique feature is its compatibility with many otherstatistical programs. OpenStat users are researchers and students in thesocial sciences,education, orpsychology, who benefit from the hands on approach to Statistics.During and upon completion of courses in Statistics ormeasurement, students and future researchers need a low cost computer p rogram available to them, and OpenStat fills this void. The software is used in Statistics courses around the world with over 50,000 downloads per year. The manualcovers all functions of the OpenStat software, including measurement, ANOVAS, regression ana lyses, simulations, product-moment and partial correlations, and logistic regression. The manual is an important learning tool that explainsthe Statistics behind the many analyses possible with the program and demonstrates these analyses. William Miller h as a diverse background in Industrial Technology, Psychology, Statistics and Measurement. He has taught courses inElectronics, computer programming, educational psychology, measurement and statistics and published many articles in these subject areas He h as taught statistics for over 30 years and developed a number of statistical packages forfree use by educators and researchers in a variety of fields including education, psychology, medicine, economics and geology. He received his PhD. from the Universit y of Iowa in Educational Psychology, Statistics and Measurement.His academic experiences include director of two university computing centers, director of a counseling center and assistant to a university president for information services in addition to his teaching
Note:Springer eBooks
Contents:OPENSTAT REFERENCE MANUAL
PREFACE
TABLE OF CONTENTS
INTRODUCTION
INSTALLING OPENSTAT
STARTING OPENSTAT
FILES
CREATING A FILE
ENTERING DATA
SAVING A FILE
DISTRIBUTIONS
DESCRIPTIVE ANALYSES
VERSUS Y PLOTS
VERSUS MULTIPLE Y PLOT
CORRELATION
COMPARISONS
MULTIVARIATE
NON
PARAMETRIC
MEASUREMENT
STATISTICAL PROCESS CONTROL
LINEAR PROGRAMMING
THE ITEM BANKING PROGRAM
NEURAL NETWORKS
USING THE PROGRAM
EXAMPLES
INDEX
ISBN:9781461457404
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2013-9781461451280:ONLINE Show nearby items on shelf
Title:Distance Geometry [electronic resource] : Theory, Methods, and Applications
Author(s): Antonio Mucherino
Carlile Lavor
Leo Liberti
Nelson Maculan
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Distance Geometry:Theory, Methods, and Applications is the first collection of research surveys dedicated to distance geometry and its applications. The first part of the book discusses theoretical aspects of the DistanceGeometry Problem (DGP), where the relation between DGP and other related subjects are also presented. Covered topics include distance matrix theory, Euclidean distance matrix completion, multispherical structure of distance matrices,geometric algebra, algebraic distance geometry theo ry, visualization of K-dimensional structures in the plane, graph rigidity, and theory of discretizable DGP. The second part of this volume presents mathematical and computationalproperties of methods developed to the problems discussed in the first porti on, including continuous methods (based on Gaussian and hyperbolic smoothing, difference of convex functions, semidefinite programming, branch-and-bound),discrete methods (based on branch-and-prune, geometric build-up, graph rigidity), and also heuristics methods (based on simulated annealing, genetic algorithms, tabu search, variable neighborhood search). Applications comprise thethird part of the book, which is mainly devoted to the application of DGP to NMR structure calculation. This is an important a nd strongly multidisciplinary application in biology and biomedicine
Note:Springer eBooks
Contents:Preface
1. Universal Rigidity of Bar Frameworks in General Position (A. Alfakih)
2. Mixed Volume and Distance Geometry Techniques for Counting Euclidean Embeddings of Rigid Graphs (I. Emiris, E. Tsigaridas, A. Varvitsiotis)
3. (The discretizable molecular distance Geometry Problem Seems Easier on Proteins (L. Liberti, C. Lavor, A. Mucherino)
4. Spheres Unions and Intersections and Some of Their Applications in Molecular Modeling (M. Petitjean)
5. Is the Distance Geometry Problem in NP? (N. Beeker, S. Gaubert, C. Glusa, L. Liberti)
6. Solving Spatial Constraints with Generaliz
ISBN:9781461451280
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Visualization , Geometry
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Call number:SPRINGER-2013-9781461448549:ONLINE Show nearby items on shelf
Title:SAS for Epidemiologists [electronic resource] : Applications and Methods
Author(s): Charles DiMaggio
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This comprehensive text covers the use of SAS for epidemiology and public health research. Developed with students in mind and from their feedback, the text addresses this material in a straightforward manner with a multitude ofexamples. It is direct ly applicable to students and researchers in the fields of public health, biostatistics and epidemiology. Through a hands on approach to the use of SAS for a broad number of epidemiologic analyses, readerslearn techniques for data entry and cleaning, cate gorical analysis, ANOVA, and linear regression and much more. Exercises utilizing real-world data sets are featured throughout the book. SAS screen shots demonstrate the steps forsuccessful programming. SAS (Statistical Analysis System) is an integrated s ystem of software products provided by the SAS institute, which is headquartered in California. It provides programmers and statisticians the ability to engagein many sophisticated statistical analyses and data retrieval and mining exercises. SAS is widel y used in the fields of epidemiology and public healthresearch, predominately due to its ability to reliably analyze very largeadministrative data sets, as well as more commonly encountered clinical trial and observational research data.
Note:Springer eBooks
Contents:Introduction
The SAS Environment
Working with SAS Data
Preliminary Procedures
Manipulating Data
Descriptive Statistics
Histograms and Plots
Categorical Data Analysis I and II
Cleaning and Assessing Continuous Data using MEANS
ANOVA
Correlation
Linear Regression
Regression Diagnostics
Solutions
ISBN:9781461448549
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics
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Call number:SPRINGER-2013-9781461442868:ONLINE Show nearby items on shelf
Title:Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE [electronic resource]
Author(s): Nizar Touzi
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book collects some recent developments in stochastic control theory with applications to financial mathematics. In the first part of the volume, standard stochastic control problems are addressed from the viewpoint of therecently developed weak dynamic programming principle. A special emphasis is put on regularity issues and, in particular, on the behavior of the value function near the boundary. Then a quick review of the main tools from viscositysolutions allowing one to overcome all regularit y problems is provided. The second part is devoted to the class of stochastic target problems, which extends in a nontrivial way the standard stochastic control problems. Here thetheory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of thistheory have been stimulated by applications in finance and by relevant connections with geometric f lows namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced followingthe problem of quantile hedging. The third part presents an overview of backward stochastic differential equations and their extensions to the quadratic case. Backward stochastic differential equations are intimately related to thestochastic version of Pontryagins maximum principle and can be viewed as a strong version of stochastic target problems in the non-Markov conte xt. The main applications to the hedging problem under market imperfections, the optimalinvestment problem in the exponential or power expected utility framework, and some recent developments in the context of a Nash equilibrium model for interacting inve stors, are presented. The book concludes with a review of thenumerical approximation techniques for nonlinear partial differential equations based on monotonic schemes methods in the theory o
Note:Springer eBooks
Contents:Preface
1. Conditional Expectation and Linear Parabolic PDEs
2. Stochastic Control and Dynamic Programming
3. Optimal Stopping and Dynamic Programming
4. Solving Control Problems by Verification
5. Introduction to Viscosity Solutions
6. Dynamic Programming Equation in the Viscosity Sense
7. Stochastic Target Problems
8. Second Order Stochastic Target Problems
9. Backward SDEs and Stochastic Control
10. Quadratic Backward SDEs
11. Probabilistic Numerical Methods for Nonlinear PDEs
12. Introduction to Finite Differences Methods
References
ISBN:9781461442868
Series:e-books
Series:SpringerLink (Online service)
Series:Fields Institute Monographs, 1069-5273 : v29
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Finance , Mathematical optimization , Distribution (Probability theory)
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Call number:SPRINGER-2013-9781441979971:ONLINE Show nearby items on shelf
Title:Handbook of Combinatorial Optimization [electronic resource]
Author(s): Panos M Pardalos
Ding-Zhu Du
Ronald L Graham
Date:2013
Edition:2nd ed. 2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The second edition of this 5-volume handbook is intended to be a basic yet comprehensive reference work in combinatorial optimization that will benefit newcomers and researchers for years to come. This multi-volumework dealswith several algorithmic a pproaches for discrete problems as well as with many combinatorial problems. The editors have brought together almost every aspect of this enormous field of combinatorial optimization, an area of research atthe intersection of applied mathematics, compute r science, and operations research and which overlaps with many other areas such as computation complexity, computational biology, VLSI design, communications networks, and managementscience. Aninternational team of 30-40 experts in the field form the edi torial board. The Handbook of Combinatorial Optimization, second edition is addressed to all scientists who use combinatorial optimization methods to model andsolve problems. Experts in the field as well as non-specialists will find the material stimulati ng and useful
Note:Springer eBooks
Contents:Introduction
Part 1. General Methodology
Analysis of Greedy Approximations
Guillotine Partition in Geometric Optimization
Mixed
Integer Nonlinear Optimization in Process Synthesis
Connection between Nonlinear Programming and Discrete Optimization
Interior Point Methods for Combinatorial Optimization
Fractional Combinatorial Optimization
Reformulation
Linearization Techniques for Discrete Optimization Problems
Grobner Bases in Integer Programming
Dynamical System Approaches to Combinatorial Optimization
Semidefinite Relaxation, Multivariate Norma Distribution an
ISBN:9781441979971
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Combinatorics , Mathematical optimization
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Call number:SPRINGER-2012-9789400713666:ONLINE Show nearby items on shelf
Title:Numerical Methods with Worked Examples: Matlab Edition [electronic resource]
Author(s): C Woodford
C Phillips
Date:2012
Edition:Second Edition
Publisher:Dordrecht : Springer Netherlands
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book is for students following an introductory course in numerical methods, numerical techniques or numerical analysis. It introduces MATLAB as a computing environment for experimenting with numerical methods. It approachesthe subject from a pra gmatic viewpoint theory is kept at a minimum commensurate with comprehensive coverage of the subject and it contains abundant worked examples which provide easy understanding through a clear and concisetheoretical treatment. This edition places even great er emphasis on learning by doing than the previous edition. Fully documented MATLAB code for the numerical methods described in the book will be available as supplementarymaterial to to the book on http://extras.springer.com
Note:Springer eBooks
Contents:1. Basic Matlab
2. Linear Equations
3.Nonlinear Equations
4.Curve Fitting
5.Numerical Integration
6.Numerical Differentiation
7. Linear Programming
8.Optimization
9.Ordinary Differential Equations
10.Eigenvalues and Eigenvectors
11. Statistics
ISBN:9789400713666
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Chemistry , Biology Data processing , Engineering mathematics
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Call number:SPRINGER-2012-9783034802918:ONLINE Show nearby items on shelf
Title:Modern Optimization Modelling Techniques [electronic resource]
Author(s): Roberto Cominetti
Francisco Facchinei
Jean B Lasserre
Date:2012
Publisher:Basel : Springer Basel : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book contains an expanded version of three series of lectures delivered by the authors at the CRM in July 2009. The theory of optimization, understood in a broad sense, is the basis of modern applied mathematics, covering alarge spectrum of topi cs from theoretical considerations (structure, stability) to applied operational research and engineering applications. The compiled material of this book puts on display this versatility, by exhibiting the threeparallel and complementary components of op timization: theory, algorithms, and practical problems. The first part is a self-contained course on the general moment problem and its relations with semidefinite programming. The second partis dedicated to the problem of determination of Nash equilibria from an algorithmic viewpoint. The last part presents congestion models for traffic networks and develops modern optimization techniques for finding traffic equilibriabased on stochastic optimization and game theory
Note:Springer eBooks
Contents:Part I: Moments and Positive Polynomials for Optimization by Jean B. Lasserre
Part II: Computation of Generalized Nash Equilibria: Recent Advancements by Francisco Facchinei
Part III: Equilibrium and Learning in Traffic Networks by Roberto Cominetti
ISBN:9783034802918
Series:e-books
Series:SpringerLink (Online service)
Series:Advanced Courses in Mathematics - CRM Barcelona
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2012-9781461434337:ONLINE Show nearby items on shelf
Title:Topics in Numerical Methods for Finance [electronic resource]
Author(s): Mark Cummins
Finbarr Murphy
John J.H Miller
Date:2012
Publisher:Boston, MA : Springer US : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using amoving least squares re construction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse controlproblems that arise when the cost of control i ncludes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fearlevels in the market. The problem of American option pricing is con sidered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, avariety of option pricing problems are considered. The COS method is practically applied fo r the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle andFourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Followingthis, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice isdeveloped for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity t heory for the CDS and bond markets
Note:Springer eBooks
Contents:On Weak Predictor
Corrector Schemes for Jump
Diffusion Processes in Finance
Moving Least Squares for Arbitrage
Free Price and Volatility Surfaces
Solving Impulse Control Problems with Control Delays
FIX: The Fear Index ? Measuring Market Fear
American Option Pricing using Simulation and Regression: Numerical Convergence Results
The COS Method for Pricing Options under Uncertain Volatility
Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi
Factor Stochastic Volatility and Jumps
Pricing Credit Derivatives in a Wiener
Hopf Framework
The Eval
ISBN:9781461434337
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v19
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Computer science Mathematics
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Call number:SPRINGER-2012-9781461417019:ONLINE Show nearby items on shelf
Title:Design and Analysis of Approximation Algorithms [electronic resource]
Author(s): Ding-Zhu Du
Ker-I Ko
Xiaodong Hu
Date:2012
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:When precise algorithmic solutions are difficult to compute, the use of approximation algorithms can help. Design and Analysis of Approximation Algorithms is a textbook for a graduate course in theoretical computer science taughtglobally in universit ies. It can also be used as a reference work for researchers in the area of design and analysis algorithms. There are few texts available for this standard course, and those that do exist mainly follow aproblem-oriented format. This text follows a struct ured, technique-oriented presentation. Approximation algorithms are organized into chapters based on the design techniques for the algorithms, enabling the reader to study algorithmsof the same nature with ease, and providing an improved understanding of the design and analysis techniques for approximation algorithms. Instructors benefit from this approach allowing for an easy way to present the ideas andtechniques of algorithms with a unified approach
Note:Springer eBooks
Contents:Preface
1. Introduction
2. Greedy Strategy
3. Restriction
4. Partition
5. Guillotine Cut
6. Relaxation
7. Linear Programming
8. Primal
Dual Scheme and Local Ratio
9. Semidefinite Programming
10. Inapproximability
Bibliography
Index
ISBN:9781461417019
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v62
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer software , Mathematical optimization
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Call number:SPRINGER-2012-9780817683375:ONLINE Show nearby items on shelf
Title:Optimization, Control, and Applications of Stochastic Systems [electronic resource] : In Honor of Onsimo Hernndez-Lerma
Author(s): Daniel Hernndez-Hernndez
J. Adolfo Minjrez-Sosa
Date:2012
Publisher:Boston : Birkhuser Boston : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Compiled in honor of Onsimo Hernndez-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, thebook provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-timecontrol processes, approximation algorithms, optimal sto pping, and games. The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes: * discrete-time Markov controlprocesses * several optimality criteria * applications in inventory systems and finance * stochastic optimal control problems for diffusion * optimization. This book will be a valuable resource for all practitioners, researchers,and professionals in applied mathematics and operations research who work in the areas of stochastic contr ol, mathematical finance, queueing theory,and inventory systems. It may also serve as a supplemental text for graduate coursesin optimal control and its applications
Note:Springer eBooks
Contents:1 On the Policy Iteration Algorithm for Non
degenerate Controlled Diffusions under the Ergodic Criterion
2 Discrete
Time Inventory Problems with Lead Time and Order
Time Constraint
3 Sample
Path Optimality in Average Markov Decision Chains
4 Approximation of Infinite Horizon Discounted Cost Markov
5 Reduction of Discounted Continuous
Time MDPs with Unbounded
6 Continuous
Time Controlled Jump Markov Processes on the Finite
7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
8 A Constrained Optimization Problem with Applications to Constrained
9 Optima
ISBN:9780817683375
Series:e-books
Series:SpringerLink (Online service)
Series:Systems & Control: Foundations & Applications
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization , Engineering mathematics
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Call number:SPRINGER-2011-9783642163135:ONLINE Show nearby items on shelf
Title:The Foundations of Statistics: A Simulation-based Approach [electronic resource]
Author(s): Shravan Vasishth
Michael Broe
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Statistics and hypothesis testing are routinely used in areas (such as linguistics) that are traditionally not mathematically intensive. In such fields, when faced with experimental data, many students and researchers tend torely on commercial packag es to carry out statistical data analysis, often without understanding the logic of the statistical tests they rely on. As a consequence, results are often misinterpreted, and users have difficulty in flexiblyapplying techniques relevant to their own rese arch they use whatever they happen to have learned. A simple solution is to teach the fundamental ideas of statistical hypothesis testing without using too much mathematics. This bookprovides a non-mathematical, simulation-based introduction to basic sta tistical concepts and encourages readers to try out the simulations themselves using the source code and data provided (the freely available programming language Ris used throughout). Since the code presented in the text almost always requires the use of previously introduced programming constructs, diligent students also acquire basic programming abilities in R. The book is intended foradvanced undergraduate and graduate students in any discipline, although the focus is on linguistics, psychology, and co gnitive science. It is designed for self-instruction, but it can also be used as a textbook for a first course onstatistics. Earlier versions of the book have been used in undergraduate and graduate courses in Europe and the US. Vasishth and Broe have wr itten an attractive introduction to the foundations of statistics. It is concise,surprisingly comprehensive, self-contained and yet quite accessible. Highly recommended. Harald Baayen, Professor of Linguistics, University of Alberta, Canada By using the text students not only learn to do the specificthings outlined in the book, they also gain a skill set that empowers them to explore new areas that lie beyond the books coverage. C
Note:Springer eBooks
Contents:1. Getting Started
2. Randomness and Probability
3. The Sampling Distribution of the Sample Mean
4. Power
5. Analysis of Variance (NOVA)
6. Bivariate Statistics and Linear Models
7. An Introduction to Linear Mixed Models. A. Random Variables
B
Basic R Commands and Data Structures
Index
References
ISBN:9783642163135
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Data mining , Psycholinguistics , Philosophy (General)
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Call number:SPRINGER-2011-9783642110399:ONLINE Show nearby items on shelf
Title:Mathematical Optimiation in Economics [electronic resource]
Author(s): Bruno de Finetti
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Preface by B. de Finetti.- G.Th. Guilbaud: Les quilibres dans les modles conomiques.-H.W. Kuhn: Locational problems and mathematical programming.- M. Morishima: The multi-sectoral theory of economic growth.- B. Martos, J.Kornai: Experiments in Hungar y with industry-wide and economy wide programming.- A. Prekopa: Probability distribution problems concerning stochastic programming problems.- R. Frisch: General principles and mathematical techniques ofmacroeconomic programming
Note:Springer eBooks
Contents:Preface by B. de Finetti
G.Th. Guilbaud: Les quilibres dans les modles conomiques
H.W. Kuhn: Locational problems and mathematical programming
M. Morishima: The multi
sectoral theory of economic growth
B. Martos, J. Kornai: Experiments in Hungary with industry
wide and economy wide programming
A. Prekopa: Probability distribution problems concerning stochastic programming problems
R. Frisch: General principles and mathematical techniques of macroeconomic programming
ISBN:9783642110399
Series:e-books
Series:SpringerLink (Online service)
Series:C.I.M.E. Summer Schools : v38
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2011-9781461402374:ONLINE Show nearby items on shelf
Title:Introduction to Stochastic Programming [electronic resource]
Author(s): John R Birge
Franois Louveaux
Date:2011
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research,mathematics, and probability. A t the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a firstcourse in stochastic programming suitable for student s with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Itsprime goal is to help students develop an intuition on how to model uncerta inty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems.In this extensively updated new edition there is more material on methods and examples includin g several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter onrelationships to other methods including approximate dynamic programming, robust optimization and online methods. T he book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers andpractitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: The discussion on modeling issues, the large number of examples used to illustrate the material, and thebreadth of the coverage make'Introduction to Stochastic Programming' an ideal textbook for the area. (Interfaces, 1998)
Note:Springer eBooks
Contents:Introduction and Examples
Uncertainty and Modeling Issues
Basic Properties and Theory
The Value of Information and the Stochastic Solution
Two
Stage Recourse Problems
Multistage Stochastic Programs
Stochastic Integer Programs
Evaluating and Approximating Expectations
Monte Carlo Methods
Multistage Approximations
Sample Distribution Functions
References
ISBN:9781461402374
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Mathematical statistics
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Call number:SPRINGER-2011-9781441916440:ONLINE Show nearby items on shelf
Title:Hybrid Optimization [electronic resource] : The Ten Years of CPAIOR
Author(s): Pascal van Hentenryck
Michela Milano
Date:2011
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume focuses on the integration of artificial intelligence and constraint programming to solve problems in operations research and combinatorial optimization. This volume collects the contributions of experts from variousresearch areas includi ng decision theory, systems engineering, propositional satisfiability, mathematical optimization, and artificial intelligence. These invited scholars describe and demonstrate some of the most important topics andresults from the last ten years of research related to hybrid optimization. Key Features: - Includes both well established research results, and directions for future research. - Provides several solution methods for commoncombinatorial optimization and decision problems. - Presents both theoretic al techniques and real-world applications in artificial intelligence and operations research. Hybrid Optimization can serve as a valuable resource for graduatestudents, researchers and practitioners studying artificial intelligence or operations research who are interested in investigating or applying constraint programming techniques
Note:Springer eBooks
ISBN:9781441916440
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v45
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Artificial intelligence , Mathematical optimization , Operations research , Engineering
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Call number:SPRINGER-2010-9783642112997:ONLINE Show nearby items on shelf
Title:Elements of Scientific Computing [electronic resource]
Author(s): Aslak Tveito
Hans Petter Langtangen
Bjrn Frederik Nielsen
Xing Cai
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
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Note:Science used to be experiments and theory, now it is experiments, theory and computations. The computational approach to understanding nature and technology is currently flowering in many fields such as physics, geophysics,astrophysics, chemistry, bi ology, and most engineering disciplines. This book is a gentle introduction to such computational methods where the techniques are explained through examples. It is our goal to teach principles and ideas thatcarry over from field to field. You will learn basic methods and how to implement them. In order to gain the most from this text, you will need prior knowledge of calculus, basic linear algebra and elementary programming
Note:Springer eBooks
Contents:Computing Integrals
Differential Equations: The First Steps
Systems of Ordinary Differential Equations
Nonlinear Algebraic Equations
The Method of Least Squares
About Scientific Software
The Diffusion Equation
Analysis of the Diffusion Equation
Parameter Estimation and Inverse Problems
A Glimpse ofParallel Computing
Index
ISBN:9783642112997
Series:e-books
Series:SpringerLink (Online service)
Series:Texts in Computational Science and Engineering, 1611-0994 : v7
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Biology Data processing , Computer science Mathematics , Computer science , Engineering
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Call number:SPRINGER-2010-9783540928287:ONLINE Show nearby items on shelf
Title:Handbook of Multicriteria Analysis [electronic resource]
Author(s): Constantin Zopounidis
Panos M Pardalos
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:Multicriteria analysis is a rapidly growing aspect of operations research and management science, with numerous practical applications in a wide range of fields. This book presents all the recent advances in multicriteriaanalysis, including multicrit eria optimization, goal programming, outranking methods, and disaggregation techniques. The latest developments on robustness analysis, preference elicitation, and decision making when faced with incompleteinformation, are also discussed, together with ap plications in business performance evaluation, finance, and marketing. Finally, the interactions of multicriteria analysis with other disciplines are also explored, including amongothers data mining, artificial intelligence, and evolutionary methods
Note:Springer eBooks
Contents:Issues in Decision Aiding
To Better Respond to the Robustness Concern in Decision Aiding: Four Proposals Based on a Twofold Observation
Multi
Criteria Decision Analysis for Strategic Decision Making
Multiple Criteria Decision Aid Methodologies
ELECTRE Methods: Main Features and Recent Developments
The Analytic Hierarchy and Analytic Network Measurement Processes: The Measurement of Intangibles
Preference Programming Multicriteria Weighting Models under Incomplete Information
New Trends in Aggregation
Disaggregation Approaches
Disaggregation Analysis and Statistical
ISBN:9783540928287
Series:e-books
Series:SpringerLink (Online service)
Series:Applied Optimization, 1384-6485 : v103
Series:Mathematics and Statistics (Springer-11649)
Keywords: Economics , Operations research , Engineering
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Call number:SPRINGER-2010-9781441915764:ONLINE Show nearby items on shelf
Title:Introducing Monte Carlo Methods with R [electronic resource]
Author(s): Christian Robert
George Casella
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
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Note:Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better wayto develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view,explaining the R implementation of each simulatio n technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justificationof those methods has been considerably reduced, compared with Robert an d Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here. This book does not require a preliminary exposure to the Rprogramming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic randomgeneration algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters includeexercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation me thods but no previous exposure. It is meant to be useful for students and practitioners inareas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progres sively to be accessible to any reader. Christian P. Robert isProfessor of Statistics at Universit Paris Dauphine, and Head of the Statistics Laboratory of CREST, both in Paris, France. He has authored
Note:Springer eBooks
Contents:Basic R Programming
Random Variable Generation
Monte Carlo Integration
Controlling and Accelerating Convergence
Monte Carlo Optimization
MetropolisHastings Algorithms
Gibbs Samplers
Convergence Monitoring and Adaptation for MCMC Algorithms
ISBN:9781441915764
Series:e-books
Series:SpringerLink (Online service)
Series:Use R
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Computer simulation , Computer science Mathematics , Distribution (Probability theory) , Mathematical statistics , Engineering mathematics
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Call number:SPRINGER-2010-9781441912213:ONLINE Show nearby items on shelf
Title:A Concise Introduction to Mathematical Logic [electronic resource]
Author(s): Wolfgang Rautenberg
Date:2010
Edition:3
Publisher:New York, NY : Springer New York
Size:1 online resource
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Note:Traditional logic as a part of philosophy is one of the oldest scientific disciplines and can be traced back to the Stoics and to Aristotle. Mathematical logic, however, is a relatively young discipline and arose from theendeavors of Peano, Frege, an d others to create a logistic foundation for mathematics. It steadily developed during the twentieth century into a broad discipline with several sub-areas and numerous applications in mathematics,informatics, linguistics and philosophy. This book treats the most important material in a concise and streamlined fashion. The third edition is a thorough and expanded revision of the former. Although the book is intended for use as agraduate text, the first three chapters can easily be read by undergraduates i nterested in mathematical logic. These initial chapters cover the material for an introductory course on mathematical logic, combined with applications offormalization techniques to set theory. Chapter 3 is partly of descriptive nature, providing a view t owards algorithmic decision problems, automated theorem proving, non-standard models including non-standard analysis, and relatedtopics. The remaining chapters contain basic material on logic programming for logicians and computer scientists, model theory , recursion theory, Gdels Incompleteness Theorems, and applications of mathematical logic. Philosophicaland foundational problems of mathematics are discussed throughout the text. Each section of the seven chapters ends with exercises some of which of imp ortance for the text itself. There are hints to most of the exercises in a separatefile Solution Hints to the Exercises which is not part of the book but is available from the authors website
Note:Springer eBooks
Contents:Preface
Introduction
Notation
Propositional Logic
First
Order Logic
Complete Logical Calculi
Foundations of Logical Programming
Elements of Model Theory
Incompleteness and Undecidability
On the Theory of Self
Reference
Bibliography
Index of Terms and Names
Index of Symbols
ISBN:9781441912213
Series:e-books
Series:SpringerLink (Online service)
Series:Universitext
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer science , Logic, Symbolic and mathematical
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Call number:SPRINGER-2010-9780387895529:ONLINE Show nearby items on shelf
Title:Mathematical Optimization and Economic Analysis [electronic resource]
Author(s): Mikuls Luptcik
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
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Note:Springer 2013 e-book collections
Note:Mathematical Optimization and Economic Analysis is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopmentanalysis. Through a syste matic approach, this book demonstrates the usefulness of these mathematical tools in quantitative and qualitative economic analysis. The book presents specific examples to demonstrate each techniquesadvantages and applicability as well as numerous applica tions of these techniques to industrial economics, regulatory economics, trade policy, economic sustainability, production planning, and environmental policy. Key Featuresinclude: - A detailed presentation of both single-objective and multiobjective optim ization - An in-depth exposition of various applied optimization problems - Implementation of optimization tools to improve the accuracy of variouseconomic models - Extensive resources suggested for further reading. This book is intended for graduate and postgraduate students studying quantitative economics, as well as economics researchers and applied mathematicians.Requirements include a basic knowledge of calculus and linear algebra, and a familiarity with economic modeling
Note:Springer eBooks
Contents:Single
Objective Optimization
Scarcity and Efficiency
KuhnTucker Conditions
Convex Programming
Linear Programming
Data Envelopment Analysis
Geometric Programming
Multiobjective Optimization
Fundamentals of Multiobjective Optimization
Multiobjective Linear Programming
Multiobjective Geometric Programming
ISBN:9780387895529
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v36
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Economics , Economics, Mathematical
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Call number:SPRINGER-2010-9780387886701:ONLINE Show nearby items on shelf
Title:Introduction to Nonlinear and Global Optimization [electronic resource]
Author(s): Eligius M.T Hendrix
Boglrka G.-Tth
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
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Note:This self-contained text provides a solid introduction to global and nonlinear optimization, providing students of mathematics and interdisciplinary sciences with a strong foundation in applied optimization techniques. The bookoffers a unique hands-o n and critical approach to applied optimization which includes the presentation of numerous algorithms, examples, and illustrations, designed to improve the readers intuition and develop the analytical skillsneeded to identify optimization problems, class ify the structure of a model, and determine whether a solution fulfills optimality conditions. Key features of Introduction to Nonlinear and Global Optimization: - Offers insights intorelevant concepts such as regions of attraction, branch-and-bound, and cross-cutting methods as well as many other useful methodologies. -Exhibits numerical examples and exercises developing the readers familiarity withthe terminology and algorithms that are frequently encountered in scientific literature. - Presents various heuristic and stochastic optimization techniques demonstrating how each be applied to a variety of models from biology,engineering, finance, chemistry, and economics. This book is intended to serve as a primary text in an advanced undergraduate or gradua te course focusing on nonlinear and global optimization and requires an understanding of basiccalculus and linear algebra
Note:Springer eBooks
Contents:Mathematical modeling, cases
NLP optimality conditions
Goodness of optimization algorithms
Nonlinear Programming algorithms
Deterministic GO algorithms
Stochastic GO algorithms
ISBN:9780387886701
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v37
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global differential geometry , Operations research
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Call number:SPRINGER-2009-9783834893963:ONLINE Show nearby items on shelf
Title:Shape Optimization under Uncertainty from a Stochastic Programming Point of View [electronic resource]
Author(s): Harald Held
Date:2009
Publisher:Wiesbaden : Vieweg+Teubner
Size:1 online resource
Note:Springer e-book platform
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Note:Optimization problems are relevant in many areas of technical, industrial, and economic applications. At the same time, they pose challenging mathematical research problems in numerical analysis and optimization. Harald Heldconsiders an elastic body subjected to uncertain internal and external forces. Since simply averaging the possible loadings will result in a structure that might not be robust for the individual loadings, he uses techniques from levelset based shape optimization and two-stage stoc hastic programming. Taking advantage of the PDEs linearity, he is able to compute solutions for an arbitrary number of scenarios without significantly increasing the computationaleffort. The author applies a gradient method using the shape derivative and the topological gradient to minimize, e.g., the compliance . and shows that the obtained solutions strongly depend on the initial guess, in particular itstopology. The stochastic programming perspective also allows incorporating risk measures into the mod el which might be a more appropriate objective in many practical applications
Note:Springer eBooks
ISBN:9783834893963
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2009-9783642044540:ONLINE Show nearby items on shelf
Title:Modelling, Pricing, and Hedging Counterparty Credit Exposure [electronic resource] : A Technical Guide
Author(s): Giovanni Cesari
John Aquilina
Niels Charpillon
Zlatko Filipovic
Gordon Lee
Ion Manda
Date:2009
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Building an accurate representation of firm-wide credit exposure, used for both trading and risk management, raises significant theoretical and technical challenges. This volume can be considered as a roadmap to finding practicalsolutions to the prob lem of modelling, pricing, and hedging counterparty credit exposure for large portfolios of both vanilla and exotic derivatives, usually traded by large Investment Banks. It is divided into four parts, (I)Methodology, (II) Architecture and Implementation, (III) Products, and (IV) Hedging and Managing Counterparty Risk. Starting from a generic modelling and valuation framework based on American Monte Carlo techniques, it presents asoftware architecture, which, with its modular design, allows the computatio n of credit exposure in a portfolio-aggregated and scenario-consistent way. An essential part of the design is the definition of a programming language, whichallows trade representation based on dynamic modelling features. Several chapters are then devote d to the analysis of credit exposure across all asset classes, namely foreign exchange, interest rate, credit derivatives and equity.Finally it considers how to mitigate and hedge counterparty exposure. The crucial question of dynamic hedging is addressed by constructing a hybrid product, the Contingent-Credit Default Swap. This volume addresses, from a quantitativeperspective, recent developments related to counterparty credit exposure computation. Its unique characteristic is the combination of a rigoro us but simple mathematical approach with a practical view of the financial problem at hand....a fantastic book that covers all aspects of credit exposure modelling. Nowhere else can the interested reader find such a comprehensive collection of insights ar ound this topic covering methodology, implementation, products andapplications. A must read for practitioners and quants working in this space. Jrg Behrens, Fintegral Consulting, CH In the afterm
Note:Springer eBooks
Contents:Preface
Glossary
Abbreviations and Notation
Part I: Methodology
1.Introduction
2.Modelling Framework
3.Simulation Models
4.Valuation and Sensitivities
Part II: Architecture and Implementation
5.Computational Framework
6.Implementation
7.Architecture
Part III: Products
8.Interest Rate Products
9.Equity, Commodity, Inflation and FX Products
10.Credit Derivatives
11.Hybrids and Structures
Part IV: Hedging and Managing Counterparty Risk
12.Counterparty Risk Aggregation and Risk Mitigation
13.Combining Market and Credit Risk
14.Pricing Cou
ISBN:9783642044540
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Finance
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Numerical analysis , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2009-9783642033704:ONLINE Show nearby items on shelf
Title:Jets From Young Stars V [electronic resource] : High Performance Computing and Applications
Author(s): Jos Gracia
Fabio Colle
Turlough Downes
Date:2009
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:Studying the complex physical systems of stellar jets necessitates the incorporation of nonlinear effects which occur on a wide variety of length and timescales. One of the primary methods used to study the physics of jets isnumerical simulations tha t apply high performance computing techniques. Such techniques are also required for analysing the huge modern astrophysical datasets. This book examines those computing techniques. It is a collection of thelectures from the fifth and final school of the JETSET network, Jets From Young Stars V: High Performance Computing in Astrophysics. It begins with an introduction to parallel programming techniques, with an emphasis on MessagePassing Interface (MPI), before it goes on to review grid technology techniq ues and offer a practical introduction to Virtual Observatory. The second half of the book, then, is devoted to applications of high performance computingtechniques, including 3D radiation transfer, to jet and star formation processes. Aimed at graduate s tudents in astrophysics, this book presents state-of-the-art methods, thereby offering interesting new insights to researchers in thefield
Note:Springer eBooks
Contents:I High Performance Computing
to Message
Passing Interface
An Introduction to Grid Computing Using EGEE
AstroGrid and the Virtual Observatory
II Applications in Astrophysics
Three Dimensional Continuum Radiative Transfer
Large
Scale Jet Simulations
Modeling Accretion and Ejection Phenomena Around Young Stars: A Numerical Perspective
Jet Stability: A Computational Survey
Jets and Outflows from Collapsing Objects
ISBN:9783642033704
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Physics, 0075-8450 : v791
Series:Physics and Astronomy (Springer-11651)
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Call number:SPRINGER-2009-9781848829374:ONLINE Show nearby items on shelf
Title:Mathematical and Numerical Modelling of Heterostructure Semiconductor Devices: From Theory to Programming [electronic resource]
Author(s): E.A.B Cole
Date:2009
Publisher:London : Springer London
Size:1 online resource
Note:Springer e-book platform
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Note:The commercial development of novel semiconductor devices requires that their properties be examined as thoroughly and rapidly as possible. These properties are investigated by obtaining numerical solutions of the highlynonlinear coupled set of equat ions which govern their behaviour. In particular, the existence of interfaces between different material layers in heterostructures means that quantum solutions must be found in the quantum wells which areformed at these interfaces. This book presents som e of the mathematical and numerical techniques associated with the investigation. It begins with introductions to quantum and statistical mechanics. Later chapters then cover finitedifferences multigrids upwinding techniques simulated annealing mesh gener ation and the reading of computer code in C++ these chapters are self-contained, and do not rely on the reader having met these topics before. The authorexplains how the methods can be adapted to the specific needs of device modelling, the advantages and disadvantages of each method, the pitfalls to avoid, and practical hints and tips for successful implementation. Sections of computercode are included to illustrate the methods used. Written for anyone who is interested in learning about, or refreshing th eir knowledge of, some of the basic mathematical and numerical methods involved in device modelling, this book issuitable for advanced undergraduate and graduate students, lecturers and researchers working in the fields of electrical engineering and semic onductor device physics, and for students of other mathematical and physical disciplinesstarting out in device modelling
Note:Springer eBooks
Contents:Part I Overview and physical equations
1 Overview of device modeling
2 Quantum mechanics
3 Equilibrium thermodynamics and statistical mechanics
4 Density of states and applications 1
5 Density of states and applications 2
6 The transport equations and the device equations
Part II Mathematical and numerical methods
7 Basic approximation and numerical methods
8 Fermi and associated integrals
9 The upwinding method
10 Solution of equations: the Newton and reduced method
11 Solution of equations: the phaseplane method
12 Solution of equations: the mul
ISBN:9781848829374
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical physics , Engineering mathematics
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Call number:SPRINGER-2009-9780387981444:ONLINE Show nearby items on shelf
Title:Computational Statistics [electronic resource]
Author(s): James E Gentle
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
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Note:Computational inference has taken its place alongside asymptotic inference and exact techniques in the standard collection of statistical methods. Computational inference is based on an approach to statistical methods that usesmodern computational po wer to simulate distributional properties of estimators and test statistics. This book describes computationally-intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDFdecomposition, that arise in a wide range of m ethods. The book assumes an intermediate background in mathematics, computing, and applied and theoretical statistics. The first part of the book, consisting of a single long chapter,reviews this background material while introducing computationally-inten sive exploratory data analysis and computational inference. The six chapters in the second part of the book are on statistical computing. This part describesarithmetic in digital computers and how the nature of digital computations affects algorithms used in statistical methods. Building on the first chapters on numerical computations and algorithm design, the following chapters cover themain areas of statistical numerical analysis, that is, approximation of functions, numerical quadrature, numerical line ar algebra, solution of nonlinear equations, optimization, and random number generation. The third and fourth partsof the book cover methods of computational statistics, including Monte Carlo methods, randomization and cross validation, the bootstrap, pro bability density estimation, and statistical learning. The book includes a large number ofexercises with some solutions provided in an appendix. James E. Gentle is University Professor of Computational Statistics at George Mason University. He is a Fellow of the American Statistical Association (ASA) and of the AmericanAssociation for the Advancement of Science. He has held several national offices in the ASA and has served as associate editor of journa
Note:Springer eBooks
Contents:Preliminaries
Mathematical and Statistical Preliminaries
Statistical Computing
Computer Storage and Arithmetic
Algorithms and Programming
Approximation of Functions and Numerical Quadrature
Numerical Linear Algebra
Solution of Nonlinear Equations and Optimization
Generation of Random Numbers
Methods of Computational Statistics
Graphical Methods in Computational Statistics
Tools for Identification of Structure in Data
Estimation of Functions
Monte Carlo Methods for Statistical Inference
Data Randomization, Partitioning, and Augmentation
Bootstrap Met
ISBN:9780387981444
Series:e-books
Series:SpringerLink (Online service)
Series:Statistics and Computing, 1431-8784
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Electronic data processing , Data mining , Computer simulation , Numerical analysis , Mathematical statistics , Engineering mathematics
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Call number:SPRINGER-2009-9780387886176:ONLINE Show nearby items on shelf
Title:Optimization and Logistics Challenges in the Enterprise [electronic resource]
Author(s): Wanpracha Chaovalitwongse
Kevin C Furman
Panos M Pardalos
Date:2009
Publisher:Boston, MA : Springer US
Size:1 online resource
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Note:Optimization and Logistics Challenges in the Enterprise begins to answer the question of how to bridge the gap from mathematical modeling and optimization techniques, to practical solutions of enterprise operations.Mathematically distinct from classi cal supply chain management, this burgeoning research area has proven to be useful and applicable to a wide variety of industries for example, pharmaceutical, chemical, transportation, and shipping,to name a few. This book consists of high quality researc h results and may serve as a one-stop shop to learn about several industrial problems and logistics challenges, and solution techniques using recent advances in computationaloptimization. This work is intended for practitioners from industry who use techn iques from a wide range of fields: mathematical programming, supply chain and logistics management, and process systems and operations engineering. Itwill also be of value to advanced graduate and PhD students and researchers in operations research, syste ms engineering, and management science
Note:Springer eBooks
Contents:I Process Industry
Challenges in Enterprise Wide Optimization for the Process Industries
Multi
Product Inventory Logistics Modeling in the Process Industries
Modeling and Managing Uncertainty in Process Planning and Scheduling
A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity
II Supply Chain and Logistics Design
An Enterprise Risk Management Model for Supply Chains
Notes On Using Optimization And DSS Techniques to Support Supply Chain And Logistics Operations
On the Quadratic Programming Approach for Hub Locatio
ISBN:9780387886176
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v30
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer science Mathematics , Mathematical optimization , Industrial engineering , Economics , Business logistics
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Call number:SPRINGER-2009-9780387848068:ONLINE Show nearby items on shelf
Title:Optimal Quadratic Programming Algorithms [electronic resource] : With Applications to Variational Inequalities
Author(s): Zdenek Dostl
Date:2009
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Solving optimization problems in complex systems often requires the implementation of advanced mathematical techniques. Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function inseveral variables in the pr esence of linear constraints. QP problems arise in fields as diverse as electrical engineering, agricultural planning, and optics. Given its broad applicability, a comprehensive understanding of quadraticprogramming is a valuable resource in nearly every scientific field. Optimal Quadratic Programming Algorithms presents recently developed algorithms for solving large QP problems. The presentation focuses on algorithms which are, in asense optimal, i.e., they can solve important classes of problems at a c ost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introducesmodifications that improve its performance, and demonstrates these improvements through numerical expe riments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students andresearchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems , it can also be used as a convenient introduction to nonlinear programming. The reader is required tohave a basic knowledge of calculus in several variables and linear algebra
Note:Springer eBooks
Contents:Preface
Part I Background
1. Linear Algebra
2. Optimization
Part II Algorithms
3. Conjugate Gradients for Unconstrained Minimization
4. Equality Constrained Minimization
5. Bound Constrained Minimization
6. Bound and Equality Constrained Minimization
Part III Applications to Variational Inequalities
7. Solution of a Coercive Variational Inequality by FETI
DP method
8. Solution to a Semicoercive Variational Inequality by TFETI Method
References
Index
ISBN:9780387848068
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v23
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Numerical analysis , Mathematical optimization , Operations research , Engineering mathematics
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Call number:SPRINGER-2009-9780387096865:ONLINE Show nearby items on shelf
Title:Emerging Applications of Algebraic Geometry [electronic resource]
Author(s): Mihai Putinar
Seth Sullivant
Date:2009
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
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Note:Recent advances in both the theory and implementation of computational algebraic geometry have led to new, striking applications to a variety of fields of research. The articles in this volume highlight a range of theseapplications and provide introd uctory material for topics covered in the IMA workshops on Optimization and Control and Applications in Biology, Dynamics, and Statistics held during the IMA year on Applications of AlgebraicGeometry. The articles related to optimization and control focus on burgeoning use of semidefinite programming and moment matrix techniques in computational real algebraic geometry. The new direction towards a systematic study ofnon-commutative real algebraic geometry is well represented in the volume. Other articles provide an overview of the way computational algebra is useful for analysis of contingency tables, reconstruction of phylogenetic trees, and insystems biology. The contributions collected in this volume are accessible to non-experts, self-contained and in formative they quickly move towards cutting edge research in these areas, and provide a wealth of open problems for futureresearch
Note:Springer eBooks
Contents:Polynomial Optimization on Odd
Dimensional Spheres
Engineering Systems and Free Semi
Algebraic Geometry
Algebraic Statistics and Contingency Table Problems: Log
Linear Models, Likelihood Estimation, and Disclosure Limitation
Using Invariants for Phylogenetic Tree Construction
On the Algebraic Geometry of Polynomial Dynamical Systems
A Unified Approach to Computing Real and Complex Zeros of Zero
Dimensional Ideals
Sums of Squares, Moment Matrices and Optimization Over Polynomials
Positivity and Sums of Squares: A Guide to Recent Results
Noncommutative Real Algebraic Geom
ISBN:9780387096865
Series:e-books
Series:SpringerLink (Online service)
Series:The IMA Volumes in Mathematics and its Applications, 0940-6573 : v149
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algebra , Geometry, algebraic
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Call number:SPRINGER-2008-9783834895363:ONLINE Show nearby items on shelf
Title:Risk Management in Stochastic Integer Programming [electronic resource] : With Application to Dispersed Power Generation
Author(s): Frederike Neise
Date:2008
Publisher:Wiesbaden : Vieweg+Teubner
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Two-stage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem: Thewell-known mean-risk mo deling, which aims at finding a best solution in terms of expected costs and risk measures, and stochastic programming with first order dominance constraints that heads towards a decision dominating a given costbenchmark and optimizing an additional objec tive. For this new class of stochastic optimization problems results on structure and stability are proven. Moreover, the author develops equivalent deterministic formulations of the problem,which are efficiently solved by the presented dual decomposition method based on Lagrangian relaxation and branch-and-bound techniques. Finally, both approaches mean-risk optimization and dominance constrained programming areapplied to find an optimal operation schedule for a dispersed generation system, a problem f rom energy industry that is substantially influenced by uncertainty
Note:Springer eBooks
ISBN:9783834895363
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2008-9783540688501:ONLINE Show nearby items on shelf
Title:Mathematics and Computation, a Contemporary View [electronic resource] : The Abel Symposium 2006 Proceedings of the Third Abel Symposium, Alesund, Norway, May 2527, 2006
Author(s): Hans Munthe-Kaas
Brynjulf Owren
Date:2008
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The 2006 Abel symposium is focusing on contemporary research involving interaction between computer science, computational science and mathematics. In recent years, computation has been affecting pure mathematics in fundamentalways. Conversely, ideas and methods of pure mathematics are becoming increasingly important within computational and applied mathematics. At the core of computer science is the study of computability and complexity for discretemathematical structures. Studying the foundations o f computational mathematics raises similar questions concerning continuous mathematical structures. There are several reasons for these developments. The exponential growth ofcomputing power is bringing computational methods into ever new application area s. Equally important is the advance of software and programming languages, which to an increasing degree allows the representation of abstract mathematicalstructures in program code. Symbolic computing is bringing algorithms from mathematical analysis int o the hands of pure and applied mathematicians, and the combination of symbolic and numerical techniques is becoming increasinglyimportant both in computational science and in areas of pure mathematics. We are witnessing a development where a focus on com putability, computing and algorithms is contributing towards a unification of areas of computer science,applied and pure mathematics. The 2006 Abel symposium brought together some of the leading international researchers working in these areas, presented a snapshot of current state of the art, and raised questions about future researchdirections
Note:Springer eBooks
ISBN:9783540688501
Series:e-books
Series:SpringerLink (Online service)
Series:Abel Symposia : v3
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Software engineering , Computer science , Computer science Mathematics
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Call number:SPRINGER-2008-9780817646066:ONLINE Show nearby items on shelf
Title:Set-Theoretic Methods in Control [electronic resource]
Author(s): Franco Blanchini
Stefano Miani
Date:2008
Publisher:Boston, MA : Birkhuser Boston
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This self-contained monograph describes basic set-theoretic methods for control and provides a discussion of their links to fundamental problems in Lyapunov stability analysis and stabilization, optimal control, control underconstraints, persistent d isturbance rejection, and uncertain systems analysis and synthesis. New computer technology has catalyzed a resurgence of research in this area, particularly in the development of set-theoretic techniques, manyof which are computationally demanding. The w ork presents several established and potentially new applications, along with numerical examples and case studies. A key theme of the presentation is the trade-off between exact (butcomputationally intensive) and approximate (but conservative) solutions t o problems. Mathematical language is kept to the minimum necessary for the adequate formulation and statement of main concepts. Numerical algorithms for thesolution of the proposed problems are described in detail. Set-Theoretic Methods in Control is acce ssible to readers familiar with the basics of systems and control theory prerequisites such as convexity theory are included. The textprovides a solid foundation of mathematical techniques and applications and also features avenues for further theoretical study. Aimed primarily at graduate students and researchers in applied mathematics and engineering, the book willalso appeal to practitioners since it contains extensive references to the literature and supplies many recipes for solving significant contr ol problems
Note:Springer eBooks
Contents:Preface
Introduction
Lyapunov and Lyapunov
like Functions
Convex Sets and Their Representation
Invariant Sets
Dynamic Programming
Set
Theoretic Analysis of Dynamic Systems
Control of Parameter
Varying Systems
Control with Time
Domain Constraints
(Sub
)Optimal Control
Set
Theoretic Estimation
Related Topics
Appendix
References
Index
ISBN:9780817646066
Series:e-books
Series:SpringerLink (Online service)
Series:Systems & Control: Foundations & Applications
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization , Engineering mathematics
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Call number:SPRINGER-2008-9780387787237:ONLINE Show nearby items on shelf
Title:Nonlinear Optimization with Engineering Applications [electronic resource]
Author(s): Michael Bartholomew-Biggs
Date:2008
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimalcontrol, scheduling an d resource allocation, sensitivity calculations and worst-case analysis. Among the main topics covered: * one-variable optimization optimality conditions, direct search and gradient * unconstrainedoptimization in n variables solution methods including N elder and Mead simplex, steepest descent, Newton, GaussNewton, and quasi-Newton techniques, trust regions and conjugate gradients * constrained optimization in n variables solution methods including reduced-gradients, penalty and barrier methods, sequenti al quadratic programming, and interior point techniques * an introduction to global optimization * an introduction to automatic differentiationChapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Eng ineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate orgraduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algor ithms. Also by the author: Nonlinear Optimization with Financial Applications, ISBN:978-1-4020-8110-1, (c)2005, Springer
Note:Springer eBooks
Contents:Preface
1. Introduction to engineering optimization problems
2. Some engineering problems in one variable
3. Numerical optimization in one variable
4. Route
planning and other problems in several variables
5. Gradients, Hessians and automatic differentiation
6. Optimality conditions for n variable unconstrained problems
7. Steepest descent method
8. Newton method
9. Quasi
Newton methods
10. Conjugate gradient methods
11. Problem transformations to handle constraints
12. Maintenance scheduling a case study
13. Data fitting and identification
14. Th
ISBN:9780387787237
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v19
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Operations research
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Call number:SPRINGER-2008-9780387759364:ONLINE Show nearby items on shelf
Title:Software for Data Analysis [electronic resource] : Programming with R
Author(s): John Chambers
Date:2008
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:John Chambers has been the principal designer of the S language since its beginning, and in 1999 received the ACM System Software award for S, the only statistical software to receive this award. He is author or coauthor of thelandmark books on S. No w he turns to R, the enormously successful open-source system based on the S language. R's international support and the thousands of packages and other contributions have made it the standard for statisticalcomputing in research and teaching. This book g uides the reader through programming with R, beginning with simple interactive use and progressing by gradual stages, starting with simple functions. More advanced programming techniquescan be added as needed, allowing users to grow into software contribu tors, benefiting their careers and the community. R packages provide a powerful mechanism for contributions to be organized and communicated. The techniques coveredinclude such modern programming enhancements as classes and methods, namespaces, and interf aces to spreadsheets or data bases, as well as computations for data visualization, numerical methods, and the use of text data
Note:Springer eBooks
Contents:Introduction: Principles and Concepts
Using R
Programming with R: The Basics
R Packages
Objects
Basic Data and Computations
Data Visualization and Graphics
Computing with Text
New Classes
Methods and Generic Functions
Interfaces I: Using C and Fortran
Interfaces II: Between R and Other Systems
How R Works
Errata and Notes for Software for Data Analysis: Programming with R
ISBN:9780387759364
Series:e-books
Series:SpringerLink (Online service)
Series:Statistics and Computing, 1431-8784
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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