Decomposition techniques in mathematical programming engineering and science applications /

This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as eng...

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Other Authors: Conejo, Antonio J., SpringerLink (Online service)
Format: eBook
Language: English
Published: Berlin ; New York : Springer, ©2006.
Berlin ; New York : [2006]
Physical Description: 1 online resource (xvi, 541 pages) : illustrations.
Subjects:
Summary: This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as engineering, operations research and applied economics graduate and postgraduate students. "Decomposition Techniques in Mathematical Programming" is based on clarifying, illustrative and computational examples and applications from electrical, mechanical, energy and civil engineering as well as applied mathematics and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides rigorous decomposition algorithms as well as heuristic ones. Practical applications are developed up to working algorithms that can be readily used. The theoretical background of the book is deep enough to be of interest to applied mathematicians. It includes end of chapter exercises and the solutions of the even numbered exercises are included as an appendix.
Item Description: Includes bibliographical references (pages 531-535) and index.
This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as engineering, operations research and applied economics graduate and postgraduate students. "Decomposition Techniques in Mathematical Programming" is based on clarifying, illustrative and computational examples and applications from electrical, mechanical, energy and civil engineering as well as applied mathematics and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides rigorous decomposition algorithms as well as heuristic ones. Practical applications are developed up to working algorithms that can be readily used. The theoretical background of the book is deep enough to be of interest to applied mathematicians. It includes end of chapter exercises and the solutions of the even numbered exercises are included as an appendix.
Part I Motivation and Introduction -- Motivating Examples -- Part II Decomposition Techniques -- Linear Programming. Complicating Constraints -- Linear Programming. Complicating Variables -- Duality -- Decomposition in Nonlinear Programming -- Decomposition in Mixed-Integer Programming -- Other Decomposition Techniques -- Part III Local Sensitivity Analysis -- Part IV Applications -- Part V Computer Codes -- Some GAMS Implementations -- Part VI Solution of Selected Exercises -- Exercise solutions.
University staff and students only. Requires University Computer Account login off-campus.
Physical Description: 1 online resource (xvi, 541 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 531-535) and index.
ISBN: 9783540276869
3540276866
3540276858
9783540276852
1280625627
9781280625626
661062562X
9786610625628
Access: University staff and students only. Requires University Computer Account login off-campus.