Algorithmic principles of mathematical programming
The present book wants to introduce the reader to the fundamental algorithmic techniques in mathematical programming with strong emphasis on the central position of linear algebra, both in the structural analysis and the computational procedure. The authors stress the role of the presentation of a problem in terms of explicit functions that encode the set of admissible solutions and the quantity to be optimized. The presentation is crucial for the design of a solution method and its efficiency. Chapter I reviews material about (real) vector spaces and differentiable functions, providing proofs of facts that might be not familiar to the reader. Chapter II introduces the fundamental techniques of numerical linear algebra and the third one provides the corresponding geometrical point of view. Then linear programs are treated. Having linear techniques at disposition, discrete optimization problems and theories for analyzing their complexity with respect to their solvability by ``efficient algorithms have been investigated. Nonlinear programs proper are presented in the last three chapters. The book contains many examples and exercises, marked ``Ex, which are meant to be an integral part of the material.
- Modeling and simulation of nitrogen regulation in corynebacterium glutamicum
- Game theoretic interaction and decision: a quantum analysis
- Greedy oriented flows
- A new proof of the strong duality theorem for semidefinite programming
- Simple games versus weighted voting games: bounding the critical threshold value
- Probability envelopes and their Dempster-Shafer approximations in statistical matching
- Inverse optimization in semi-infinite linear programs
- How to solve a semi-infinite optimization problem
- Maximization of homogeneous polynomials over the simplex and the sphere: structure, stability, and generic behavior
- Copositive programming via semi-infinite optimization
- Computing an element in the lexicographic kernel of a game
- Numerical calculation of conformal mapping to a disk minus finitely many horocycles
- The level set method of Joó and its use in minimax theory
- Numerical conformal mapping to one-tooth gear-shaped domains and applications
- An algorithm for solving mathematical programming problems
- Algorithmic mathematics
- Cutting plane algorithms for robust conic convex optimization problems
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- On general decomposition schemes in mathematical programming
- scientific article; zbMATH DE number 3972625 (Why is no real title available?)
- scientific article; zbMATH DE number 1273691 (Why is no real title available?)
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- scientific article; zbMATH DE number 1131476 (Why is no real title available?)
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- Solving generalized semi-infinite programs by reduction to simpler problems
- Multiple cost coefficients sensitivity theorems of integer linear optimization
- The restricted core of games on distributive lattices: how to share benefits in a hierarchy
- scientific article; zbMATH DE number 3273622 (Why is no real title available?)
- Stability of fractional optimal control problems with parameters in the objective function
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
- Copositive tensor optimization problem and its applications to hypergraphs
- Combinatorial and algorithmic mathematics. From foundation to optimization
- Directional differentiability for solution operators of sweeping processes with convex polyhedral admissible sets
- Existence results for generalized vector equilibrium problems with applications
- An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming
- Semi-infinite programming
- Generalized semi-infinite programming: a tutorial
- On linear programming duality and necessary and sufficient conditions in minimax theory
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