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Optimization

-- Exercises
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This exercise book is a supplement to the book Optimization, written by the same authors. In an earlier Swedish version of the book (2003) some exercises were included directly in the book. We have now moved these exercises to an independent book and substantially increased the number of exercises. Most exercises have detailed solutions while the remaining at least have short answers. The exercise book includes questions in the areas of linear programming, network optimization, nonlinear opti...

This exercise book is a supplement to the book Optimization, written by the same authors. In an earlier Swedish version of the book (2003) some exercises were included directly in the book. We have now moved these exercises to an independent book and substantially increased the number of exercises. Most exercises have detailed solutions while the remaining at least have short answers. The exercise book includes questions in the areas of linear programming, network optimization, nonlinear optimization, integer programming and dynamic programming and on the use of the solver in Excel and the modeling language AMPL.

    • 1
      1
      Introduction to Optimization
    • 2
      3
      Introductional Examples and Basic Concepts
    • 3
      7
      Modeling
    • 4
      17
      Linear Programming and the Simplex Method
    • 5
      23
      Sensitivity Analysis
    • 6
      37
      Duality
    • 7
      43
      LP Extensions
      • 8
        45
        Network Optimization
    • 9
      63
      Introduction to Nonlinear Optimization
    • 10
      67
      Methods for Unconstrained Nonlinear Optimization
    • 11
      71
      Optimality Conditions for Nonlinear Optimization Problems
    • 12
      75
      Methods for Constrained Nonlinear Optimization
    • 13
      81
      Integer Programming Models
    • 14
      89
      Solution Methods for Integer Programming Problems
    • 15
      93
      Branch and Bound Methods
    • 16
      103
      Heuristics
    • 17
      113
      Lagrangian Duality and Lagrangian Relaxation
    • 18
      125
      Dynamic Programming
    • 19
      131
      The Modeling System Excel
    • 20
      137
      The Modeling System Ampl
        • 145
          A Solutions
        • 145
          A1 Introduction to Optimization
        • 146
          A2 Introductional Examples and Basic Concepts
        • 147
          A3 Modeling
        • 157
          A4 Linear Programming and the Simplex Method
        • 161
          A5 Sensitivity Analysis
        • 166
          A6 Duality
        • 172
          A7 LP Extensions
        • 173
          A8 Network Optimization
        • 187
          A9 Introduction to Nonlinear Optimization
        • 191
          A10 Methods for Unconstrained Nonlinear Optimization
        • 195
          A11 Optimality Conditions for Nonlinear Optimization Problems
        • 199
          A12 Methods for Constrained Nonlinear Optimization
        • 204
          A13 Integer Programming Models
        • 212
          A14 Solution Methods for Integer Programming Problems
        • 215
          A15 Branch and Bound Methods
        • 220
          A16 Heuristics
        • 226
          A17 Lagrangian Duality and Lagrangian Relaxation
        • 237
          A18 Dynamic Programming
        • 247
          A19 The Modeling System Excel
        • 255
          A20 The Modeling System Ampl

Information

Författare:
Mathias Henningsson Jan Lundgren Mikael Rönnqvist Peter Värbrand
Språk:
Engelska
ISBN:
9789144053103
Utgivningsår:
2010
Artikelnummer:
33257-01
Upplaga:
Första
Sidantal:
260

Författare

Mathias Henningsson

Mathias Henningsson is an associate professor in Optimization at the Division of Production Economics, Linköping University. His research is focuse...

Jan Lundgren

Jan Lundgren is a professor in Traffic Informatics at the Division of Communications and Transport Systems, Linköping University. His research is f...

Mikael Rönnqvist

Mikael Rönnqvist is a professor in Management Science at the Norwegian School of Economics and Business Administration. His research is focused on ...

Peter Värbrand

Peter Värbrand is a professor in Optimization at the Department of Science and Technology, Linköping University. His research is focused on applica...

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