檢索結果 - "integer programming"

Optimization methods in finance / 由 Cornuejols, Gerard, 1950-

書本目錄: “...Introduction -- Linear programming : theory and algorithms -- LP models : asset/liability cash-flow matching -- LP models : asset pricing and arbitage -- Nonlinear programming : theory and algorithms -- NLP models : volatility estimation -- Quadratic programming : theory and algorithms -- QP models : portfolio optimization -- Conic optimization tools -- Conic optimization models in finance -- Integer programming : theory and algorithms -- Integer programming models : constructing an index fund -- Dynamic programming methods -- DP models : option pricing -- DP models : structuring asset-backed securities -- Stochastic programming : theory and algorithms -- Stochastic programming models : value-at-risk and conditional value-at-risk -- Stochastic programming models : asset/liability management -- Robust optimization : theory and tools -- Robust optimization models in finance....”
獲取全文

In pursuit of the traveling salesman : mathematics at the limits of computation / 由 Cook, William, 1957-

書本目錄: “...The cutting-plane method -- A catalog of TSP inequalities -- The separation problem -- Edmonds's glimpse of heaven -- Cutting planes for integer programming -- Branching. Breaking up -- The search party -- Branch-and-bound for integer programming -- Big computing. ...”
獲取全文

In pursuit of the traveling salesman : mathematics at the limits of computation / 由 Cook, William, 1957-

書本目錄: “...The cutting-plane method -- A catalog of TSP inequalities -- The separation problem -- Edmonds's glimpse of heaven -- Cutting planes for integer programming -- Branching. Breaking up -- The search party -- Branch-and-bound for integer programming -- Big computing. ...”
獲取全文

Quantitative methods for business and economics / 由 Mouhammed, Adil Hasan

書本目錄: “...Linear programming II : sensitivity analysis, duality, and integer programming -- 9. Decision analysis -- 10. Game theory -- 11. ...”
獲取全文

Mastering Python for finance / 由 Weiming, James Ma

書本目錄: “...Linear optimizationGetting PuLP; A simple linear optimization problem; Outcomes of linear programs; Integer programming; An example of an integer programming model with binary conditions; A different approach with binary conditions; Solving linear equations using matrices; The LU decomposition; The Cholesky decomposition; The QR decomposition; Solving with other matrix algebra methods; The Jacobi method; The Gauss-Seidel method; Summary; Chapter 3: Nonlinearity in Finance; Nonlinearity modeling; Examples of nonlinear models; The implied volatility model; The Markov regime-switching model...”
獲取全文

A first course in combinatorial optimization / 由 Lee, Jon, 1960-

獲取全文

Optimisation in economic analysis / 由 Mills, Gordon, 1934-

書本目錄: “...Non-linear and integer programming -- 9. Dynamic programming -- 10. Some further economic applications....”
獲取全文

Mathematical sciences research challenges for the next-generation electric grid : summary of a workshop / 由 Schwalbe, Michelle

書本目錄: “...Durantion-differentiated electrical service for integrating renewable power -- Demand-side flexibility for reliable ancillary services in a smart grid -- Advances in mixed-integer programming and the impact on managing electric power grids -- Uncertainty quantifications and validation. ...”
獲取全文

Proceedings of the Princeton symposium on mathematical programming /

獲取全文

Multi-objective optimization in theory and practice. 由 Keller, André A.

獲取全文

Graph theory in modern engineering : computer aided design, control, optimization, reliability analysis / 由 Henley, Ernest J.

書本目錄: “...Search Tree Methods; Formal Definition of the Branch and Bound Technique; The Traveling Salesman Problem; Integer Programming and Pseudo-Boolean Progrhmming; Generalization of the Branch and Bound Method; Bidding Contest Problem; Conclusion; References...”
獲取全文