Modern Optimization With R

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Modern Optimization with R

Paulo Cortez
Modern Optimization with R Book PDF

Author : Paulo Cortez
Publisher : Springer Nature
Page : 264 pages
File Size : 52,9 Mb
Release : 2021-07-30
Category : Computers
ISBN : 9783030728199

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Modern Optimization with R by Paulo Cortez Pdf

The goal of this book is to gather in a single work the most relevant concepts related in optimization methods, showing how such theories and methods can be addressed using the open source, multi-platform R tool. Modern optimization methods, also known as metaheuristics, are particularly useful for solving complex problems for which no specialized optimization algorithm has been developed. These methods often yield high quality solutions with a more reasonable use of computational resources (e.g. memory and processing effort). Examples of popular modern methods discussed in this book are: simulated annealing; tabu search; genetic algorithms; differential evolution; and particle swarm optimization. This book is suitable for undergraduate and graduate students in computer science, information technology, and related areas, as well as data analysts interested in exploring modern optimization methods using R. This new edition integrates the latest R packages through text and code examples. It also discusses new topics, such as: the impact of artificial intelligence and business analytics in modern optimization tasks; the creation of interactive Web applications; usage of parallel computing; and more modern optimization algorithms (e.g., iterated racing, ant colony optimization, grammatical evolution).

Classical And Modern Optimization

Guillaume Carlier
Classical And Modern Optimization Book PDF

Author : Guillaume Carlier
Publisher : World Scientific
Page : 388 pages
File Size : 42,9 Mb
Release : 2022-03-16
Category : Mathematics
ISBN : 9781800610675

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Classical And Modern Optimization by Guillaume Carlier Pdf

The quest for the optimal is ubiquitous in nature and human behavior. The field of mathematical optimization has a long history and remains active today, particularly in the development of machine learning.Classical and Modern Optimization presents a self-contained overview of classical and modern ideas and methods in approaching optimization problems. The approach is rich and flexible enough to address smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations. The first chapters of the book are devoted to the classical toolbox: topology and functional analysis, differential calculus, convex analysis and necessary conditions for differentiable constrained optimization. The remaining chapters are dedicated to more specialized topics and applications.Valuable to a wide audience, including students in mathematics, engineers, data scientists or economists, Classical and Modern Optimization contains more than 200 exercises to assist with self-study or for anyone teaching a third- or fourth-year optimization class.

Modern Optimization Modelling Techniques

Roberto Cominetti,Francisco Facchinei,Jean B. Lasserre
Modern Optimization Modelling Techniques Book PDF

Author : Roberto Cominetti,Francisco Facchinei,Jean B. Lasserre
Publisher : Springer Science & Business Media
Page : 269 pages
File Size : 46,9 Mb
Release : 2012-08-28
Category : Business & Economics
ISBN : 9783034802918

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Modern Optimization Modelling Techniques by Roberto Cominetti,Francisco Facchinei,Jean B. Lasserre Pdf

The theory of optimization, understood in a broad sense, is the basis of modern applied mathematics, covering a large spectrum of topics 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 three parallel and complementary components of optimization: theory, algorithms, and practical problems. The book contains an expanded version of three series of lectures delivered by the authors at the CRM in July 2009. The first part is a self-contained course on the general moment problem and its relations with semidefinite programming. The second part is 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 equilibria based on stochastic optimization and game theory.

Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM

Bernd Scherer,R. Douglas Martin
Modern Portfolio Optimization with NuOPTTM S PLUS and S BayesTM Book PDF

Author : Bernd Scherer,R. Douglas Martin
Publisher : Springer Science & Business Media
Page : 422 pages
File Size : 43,7 Mb
Release : 2007-09-05
Category : Business & Economics
ISBN : 9780387275864

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Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM by Bernd Scherer,R. Douglas Martin Pdf

In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.

Modern Optimization Methods for Decision Making Under Risk and Uncertainty

Alexei A. Gaivoronski,Pavlo S. Knopov,Volodymyr A. Zaslavskyi
Modern Optimization Methods for Decision Making Under Risk and Uncertainty Book PDF

Author : Alexei A. Gaivoronski,Pavlo S. Knopov,Volodymyr A. Zaslavskyi
Publisher : CRC Press
Page : 388 pages
File Size : 54,8 Mb
Release : 2023-10-06
Category : Computers
ISBN : 9781000983920

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Modern Optimization Methods for Decision Making Under Risk and Uncertainty by Alexei A. Gaivoronski,Pavlo S. Knopov,Volodymyr A. Zaslavskyi Pdf

The book comprises original articles on topical issues of risk theory, rational decision making, statistical decisions, and control of stochastic systems. The articles are the outcome of a series international projects involving the leading scholars in the field of modern stochastic optimization and decision making. The structure of stochastic optimization solvers is described. The solvers in general implement stochastic quasi-gradient methods for optimization and identification of complex nonlinear models. These models constitute an important methodology for finding optimal decisions under risk and uncertainty. While a large part of current approaches towards optimization under uncertainty stems from linear programming (LP) and often results in large LPs of special structure, stochastic quasi-gradient methods confront nonlinearities directly without need of linearization. This makes them an appropriate tool for solving complex nonlinear problems, concurrent optimization and simulation models, and equilibrium situations of different types, for instance, Nash or Stackelberg equilibrium situations. The solver finds the equilibrium solution when the optimization model describes the system with several actors. The solver is parallelizable, performing several simulation threads in parallel. It is capable of solving stochastic optimization problems, finding stochastic Nash equilibria, and of composite stochastic bilevel problems where each level may require the solution of stochastic optimization problem or finding Nash equilibrium. Several complex examples with applications to water resources management, energy markets, pricing of services on social networks are provided. In the case of power system, regulator makes decision on the final expansion plan, considering the strategic behavior of regulated companies and coordinating the interests of different economic entities. Such a plan can be an equilibrium − a planned decision where a company cannot increase its expected gain unilaterally.

Modern Optimization Methods for Science, Engineering and Technology

G. R. Sinha
Modern Optimization Methods for Science Engineering and Technology Book PDF

Author : G. R. Sinha
Publisher : Unknown
Page : 0 pages
File Size : 40,5 Mb
Release : 2019
Category : Electronic books
ISBN : 075032404X

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Modern Optimization Methods for Science, Engineering and Technology by G. R. Sinha Pdf

Achieving a better solution or improving the performance of existing system design is an ongoing a process for which scientists, engineers, mathematicians and researchers have been striving for many years. Ever increasingly practical and robust methods have been developed, and every new generation of computers with their increased power and speed allows for the development and wider application of new types of solutions. This book defines the fundamentals, background and theoretical concepts of optimization principles in a comprehensive manner along with their potential applications and implementation strategies. It encompasses linear programming, multivariable methods for risk assessment, nonlinear methods, ant colony optimization, particle swarm optimization, multi-criterion and topology optimization, learning classifier, case studies on six sigma, performance measures and evaluation, multi-objective optimization problems, machine learning approaches, genetic algorithms and quality of service optimizations. The book will be very useful for wide spectrum of target readers including students and researchers in academia and industry.

Financial Risk Modelling and Portfolio Optimization with R

Bernhard Pfaff
Financial Risk Modelling and Portfolio Optimization with R Book PDF

Author : Bernhard Pfaff
Publisher : John Wiley & Sons
Page : 448 pages
File Size : 45,8 Mb
Release : 2016-08-16
Category : Mathematics
ISBN : 9781119119685

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Financial Risk Modelling and Portfolio Optimization with R by Bernhard Pfaff Pdf

Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R. This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. This edition has been extensively revised to include new topics on risk surfaces and probabilistic utility optimization as well as an extended introduction to R language. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints. Is accompanied by a supporting website featuring examples and case studies in R. Includes updated list of R packages for enabling the reader to replicate the results in the book. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.

Optimization Models

Giuseppe C. Calafiore,Laurent El Ghaoui
Optimization Models Book PDF

Author : Giuseppe C. Calafiore,Laurent El Ghaoui
Publisher : Cambridge University Press
Page : 651 pages
File Size : 46,9 Mb
Release : 2014-10-31
Category : Business & Economics
ISBN : 9781107050877

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Optimization Models by Giuseppe C. Calafiore,Laurent El Ghaoui Pdf

This accessible textbook demonstrates how to recognize, simplify, model and solve optimization problems - and apply these principles to new projects.

Lectures on Modern Convex Optimization

Aharon Ben-Tal,Arkadi Nemirovski
Lectures on Modern Convex Optimization Book PDF

Author : Aharon Ben-Tal,Arkadi Nemirovski
Publisher : SIAM
Page : 500 pages
File Size : 44,7 Mb
Release : 2001-01-01
Category : Technology & Engineering
ISBN : 9780898714913

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Lectures on Modern Convex Optimization by Aharon Ben-Tal,Arkadi Nemirovski Pdf

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Optimization Methods in Finance

Gerard Cornuejols,Reha Tütüncü
Optimization Methods in Finance Book PDF

Author : Gerard Cornuejols,Reha Tütüncü
Publisher : Cambridge University Press
Page : 358 pages
File Size : 48,9 Mb
Release : 2006-12-21
Category : Mathematics
ISBN : 0521861705

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Optimization Methods in Finance by Gerard Cornuejols,Reha Tütüncü Pdf

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.

A Gentle Introduction to Optimization

B. Guenin,J. Könemann,L. Tunçel
A Gentle Introduction to Optimization Book PDF

Author : B. Guenin,J. Könemann,L. Tunçel
Publisher : Cambridge University Press
Page : 283 pages
File Size : 55,6 Mb
Release : 2014-07-31
Category : Business & Economics
ISBN : 9781107053441

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A Gentle Introduction to Optimization by B. Guenin,J. Könemann,L. Tunçel Pdf

Assuming only basic linear algebra, this textbook is the perfect starting point for undergraduate students from across the mathematical sciences.

Data Envelopment Analysis with R

Farhad Hosseinzadeh Lotfi,Ali Ebrahimnejad,Mohsen Vaez-Ghasemi,Zohreh Moghaddas
Data Envelopment Analysis with R Book PDF

Author : Farhad Hosseinzadeh Lotfi,Ali Ebrahimnejad,Mohsen Vaez-Ghasemi,Zohreh Moghaddas
Publisher : Springer
Page : 236 pages
File Size : 51,6 Mb
Release : 2019-07-23
Category : Technology & Engineering
ISBN : 9783030242770

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Data Envelopment Analysis with R by Farhad Hosseinzadeh Lotfi,Ali Ebrahimnejad,Mohsen Vaez-Ghasemi,Zohreh Moghaddas Pdf

This book introduces readers to the use of R codes for optimization problems. First, it provides the necessary background to understand data envelopment analysis (DEA), with a special emphasis on fuzzy DEA. It then describes DEA models, including fuzzy DEA models, and shows how to use them to solve optimization problems with R. Further, it discusses the main advantages of R in optimization problems, and provides R codes based on real-world data sets throughout. Offering a comprehensive review of DEA and fuzzy DEA models and the corresponding R codes, this practice-oriented reference guide is intended for masters and Ph.D. students in various disciplines, as well as practitioners and researchers.

Statistical Inference via Data Science: A ModernDive into R and the Tidyverse

Chester Ismay,Albert Y. Kim
Statistical Inference via Data Science A ModernDive into R and the Tidyverse Book PDF

Author : Chester Ismay,Albert Y. Kim
Publisher : CRC Press
Page : 461 pages
File Size : 48,7 Mb
Release : 2019-12-23
Category : Mathematics
ISBN : 9781000763461

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Statistical Inference via Data Science: A ModernDive into R and the Tidyverse by Chester Ismay,Albert Y. Kim Pdf

Statistical Inference via Data Science: A ModernDive into R and the Tidyverse provides a pathway for learning about statistical inference using data science tools widely used in industry, academia, and government. It introduces the tidyverse suite of R packages, including the ggplot2 package for data visualization, and the dplyr package for data wrangling. After equipping readers with just enough of these data science tools to perform effective exploratory data analyses, the book covers traditional introductory statistics topics like confidence intervals, hypothesis testing, and multiple regression modeling, while focusing on visualization throughout. Features: ● Assumes minimal prerequisites, notably, no prior calculus nor coding experience ● Motivates theory using real-world data, including all domestic flights leaving New York City in 2013, the Gapminder project, and the data journalism website, FiveThirtyEight.com ● Centers on simulation-based approaches to statistical inference rather than mathematical formulas ● Uses the infer package for "tidy" and transparent statistical inference to construct confidence intervals and conduct hypothesis tests via the bootstrap and permutation methods ● Provides all code and output embedded directly in the text; also available in the online version at moderndive.com This book is intended for individuals who would like to simultaneously start developing their data science toolbox and start learning about the inferential and modeling tools used in much of modern-day research. The book can be used in methods and data science courses and first courses in statistics, at both the undergraduate and graduate levels.

Handbook of Optimization

Ivan Zelinka,Vaclav Snasael,Ajith Abraham
Handbook of Optimization Book PDF

Author : Ivan Zelinka,Vaclav Snasael,Ajith Abraham
Publisher : Springer Science & Business Media
Page : 1100 pages
File Size : 41,9 Mb
Release : 2012-09-26
Category : Technology & Engineering
ISBN : 9783642305047

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Handbook of Optimization by Ivan Zelinka,Vaclav Snasael,Ajith Abraham Pdf

Optimization problems were and still are the focus of mathematics from antiquity to the present. Since the beginning of our civilization, the human race has had to confront numerous technological challenges, such as finding the optimal solution of various problems including control technologies, power sources construction, applications in economy, mechanical engineering and energy distribution amongst others. These examples encompass both ancient as well as modern technologies like the first electrical energy distribution network in USA etc. Some of the key principles formulated in the middle ages were done by Johannes Kepler (Problem of the wine barrels), Johan Bernoulli (brachystochrone problem), Leonhard Euler (Calculus of Variations), Lagrange (Principle multipliers), that were formulated primarily in the ancient world and are of a geometric nature. In the beginning of the modern era, works of L.V. Kantorovich and G.B. Dantzig (so-called linear programming) can be considered amongst others. This book discusses a wide spectrum of optimization methods from classical to modern, alike heuristics. Novel as well as classical techniques is also discussed in this book, including its mutual intersection. Together with many interesting chapters, a reader will also encounter various methods used for proposed optimization approaches, such as game theory and evolutionary algorithms or modelling of evolutionary algorithm dynamics like complex networks.

Modern Optimization Techniques with Applications in Electric Power Systems

Soliman Abdel-Hady Soliman,Abdel-Aal Hassan Mantawy
Modern Optimization Techniques with Applications in Electric Power Systems Book PDF

Author : Soliman Abdel-Hady Soliman,Abdel-Aal Hassan Mantawy
Publisher : Springer Science & Business Media
Page : 430 pages
File Size : 54,5 Mb
Release : 2011-12-15
Category : Mathematics
ISBN : 9781461417521

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Modern Optimization Techniques with Applications in Electric Power Systems by Soliman Abdel-Hady Soliman,Abdel-Aal Hassan Mantawy Pdf

This book presents the application of some AI related optimization techniques in the operation and control of electric power systems. With practical applications and examples the use of functional analysis, simulated annealing, Tabu-search, Genetic algorithms and fuzzy systems for the optimization of power systems is discussed in detail. Preliminary mathematical concepts are presented before moving to more advanced material. Researchers and graduate students will benefit from this book. Engineers working in utility companies, operations and control, and resource management will also find this book useful. ​