Linear and Mixed Integer Programming for Portfolio Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Linear and Mixed Integer Programming for Portfolio Optimization write by Renata Mansini. This book was released on 2015-06-10. Linear and Mixed Integer Programming for Portfolio Optimization available in PDF, EPUB and Kindle. This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Multi-objective Portfolio Optimization by Mixed Integer Programming
Multi-objective Portfolio Optimization by Mixed Integer Programming - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Multi-objective Portfolio Optimization by Mixed Integer Programming write by Bartosz Sawik. This book was released on 2011. Multi-objective Portfolio Optimization by Mixed Integer Programming available in PDF, EPUB and Kindle.
OPTIMIZATION with MATLAB. LINEAR PROGRAMMING and MIXED-INTEGER LINEAR PROGRAMMING
OPTIMIZATION with MATLAB. LINEAR PROGRAMMING and MIXED-INTEGER LINEAR PROGRAMMING - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook OPTIMIZATION with MATLAB. LINEAR PROGRAMMING and MIXED-INTEGER LINEAR PROGRAMMING write by J Lopez. This book was released on 2019-07-09. OPTIMIZATION with MATLAB. LINEAR PROGRAMMING and MIXED-INTEGER LINEAR PROGRAMMING available in PDF, EPUB and Kindle. Optimization Toolbox provides functions for finding parameters that minimize or maximize objectives while satisfying constraints. The toolbox includes solvers for linear programming (LP), mixed-integer linear programming (MILP), quadratic programming (QP), nonlinear programming (NLP), constrained linear least squares, nonlinear least squares, and nonlinear equations. You can define your optimization problem with functions and matrices or by specifying variable expressions that reflect the underlying mathematics. You can use the toolbox solvers to fin optimal solutions to continuous and discrete problems, perform trade of analyses, and incorporate optimization methods into algorithms and applications. The toolbox lets you perform design optimization tasks, including parameter estimation, component selection, and parameter tuning. It can be used to fin optimal solutions in applications such as portfolio optimization, resource allocation, and production planning and scheduling.You can use the toolbox solvers to find optimal solutions to continuous and discrete problems, perform tradeoff analyses, and incorporate optimization methods into algorithms and applications. The toolbox lets you perform design optimization tasks, including parameter estimation, component selection, and parameter tuning. It can be used to find optimal solutions in applications such as portfolio optimization, resource allocation, and production planning and scheduling.
Applied Integer Programming
Applied Integer Programming - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Integer Programming write by Der-San Chen. This book was released on 2011-09-20. Applied Integer Programming available in PDF, EPUB and Kindle. An accessible treatment of the modeling and solution of integer programming problems, featuring modern applications and software In order to fully comprehend the algorithms associated with integer programming, it is important to understand not only how algorithms work, but also why they work. Applied Integer Programming features a unique emphasis on this point, focusing on problem modeling and solution using commercial software. Taking an application-oriented approach, this book addresses the art and science of mathematical modeling related to the mixed integer programming (MIP) framework and discusses the algorithms and associated practices that enable those models to be solved most efficiently. The book begins with coverage of successful applications, systematic modeling procedures, typical model types, transformation of non-MIP models, combinatorial optimization problem models, and automatic preprocessing to obtain a better formulation. Subsequent chapters present algebraic and geometric basic concepts of linear programming theory and network flows needed for understanding integer programming. Finally, the book concludes with classical and modern solution approaches as well as the key components for building an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Throughout the book, the authors demonstrate essential concepts through numerous examples and figures. Each new concept or algorithm is accompanied by a numerical example, and, where applicable, graphics are used to draw together diverse problems or approaches into a unified whole. In addition, features of solution approaches found in today's commercial software are identified throughout the book. Thoroughly classroom-tested, Applied Integer Programming is an excellent book for integer programming courses at the upper-undergraduate and graduate levels. It also serves as a well-organized reference for professionals, software developers, and analysts who work in the fields of applied mathematics, computer science, operations research, management science, and engineering and use integer-programming techniques to model and solve real-world optimization problems.
Multiobjective Linear and Integer Programming
Multiobjective Linear and Integer Programming - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Multiobjective Linear and Integer Programming write by Carlos Henggeler Antunes. This book was released on 2016-04-08. Multiobjective Linear and Integer Programming available in PDF, EPUB and Kindle. This book opens the door to multiobjective optimization for students in fields such as engineering, management, economics and applied mathematics. It offers a comprehensive introduction to multiobjective optimization, with a primary emphasis on multiobjective linear programming and multiobjective integer/mixed integer programming. A didactic book, it is mainly intended for undergraduate and graduate students, but can also be useful for researchers and practitioners. Further, it is accompanied by an interactive software package - developed by the authors for Windows platforms - which can be used for teaching and decision-making support purposes in multiobjective linear programming problems. Thus, besides the textbook’s coverage of the essential concepts, theory and methods, complemented with illustrative examples and exercises, the computational tool enables students to experiment and enhance their technical skills, as well as to capture the essential characteristics of real-world problems.
