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Mathematical Programming Preface

By Aharon Ben-tal and Arkadi Nemirovski

Abstract

deals with optimization programs of the form minimize subject to and includes the following general areas: f(x) gi(x) ≤ 0, i = 1,..., m, [x ⊂ R n] 1. Modelling: methodologies for posing various applied problems as optimization programs; 2. Optimization Theory, focusing on existence, uniqueness and on characterization of optimal solutions to optimization programs; 3. Optimization Methods: development and analysis of computational algorithms for various classes of optimization programs; 4. Implementation, testing and application of modelling methodologies and computational algorithms. Essentially, Mathematical Programming was born in 1948, when George Dantzig has invente

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.299.1533
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