Nonlinear and dynamic programmingAddison-Wesley Publishing Company, 1964 - 484 pages |
Contents
MATHEMATICAL BACKGROUND | 20 |
CLASSICAL OPTIMIZATION METHODS AND PROPERTIES | 53 |
APPROXIMATE METHODS FOR SOLVING PROBLEMS | 104 |
Copyright | |
9 other sections not shown
Common terms and phrases
absolute maximum algorithm approximating problem assume basic feasible solution basic solution beginning of period Chapter columns components computational concave function Consider control variables convex function convex set demand Denote determine discussed dual dynamic programming e-neighborhood enter the basis equations exists expected cost extreme point f(xo finite number given global maximum global optimum gradient method gradient projection method hence hyperplane integer integer linear programming inventory Lagrange multiplier linear programming problem linearly matrix maximize minimize minimum negative nonlinear programming nonlinear programming problems Note number of steps objective function obtained optimal solution optimal value parameters positive quadratic programming problem random variables relative maximum Section sequential decision set of feasible simplex method solution to 8-1 solve the problem stochastic programming strict equality Suppose surplus variables tableau technique vector x'Dx x₁ yield zero