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SPMS: MODELING AND OPTIMIZATION: THEORY & APPLICATIONS

Mathematics

Mathematics & Science

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B2B & B2C

This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA on July 30-August 1, 2012. The conference brought together a diverse group of researchers and practitioners, working on both theoretical and practical aspects of continuous or discrete optimization. Topics presented included algorithms for solving convex, network, mixed-integer, nonlinear, and global optimization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volume represent a sample of these topics and applications and illustrate the broad diversity of ideas discussed at the meeting.

Modeling and Optimization: Theory and Applications

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Modeling and Optimization

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Front Cover.
Other Frontmatter.
Other Frontmatter.
Title Page.
Copyright Page.
Preface.
Contents.
1: Recent Progress in Modeling Unit Commitment Problems.
2: Portfolio Optimization with Combinatorial and Downside Return Constraints.
3: An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization.
4: Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization.
5: The Duality Between the Perceptron Algorithm and the von Neumann Algorithm.

Modeling and Optimization: Theory and Applications.css-1p8rvzy{position:absolute;padding-left:8px;}

Modeling and Optimization: Theory and Applications