Decomposition Techniques in Mathematical Programming

By Antonio J. Conejo, Enrique Castillo, Roberto Minguez & Raquel Garcia-Bertrand

Decomposition Techniques in Mathematical Programming - Antonio J. Conejo, Enrique Castillo, Roberto Minguez & Raquel Garcia-Bertrand
  • Release Date: 2006-04-28
  • Genre: Mathematics

Description

This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as engineering, operations research and applied economics graduate and postgraduate students. "Decomposition Techniques in Mathematical Programming" is based on clarifying, illustrative and computational examples and applications from electrical, mechanical, energy and civil engineering as well as applied mathematics and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides rigorous decomposition algorithms as well as heuristic ones. Practical applications are developed up to working algorithms that can be readily used. The theoretical background of the book is deep enough to be of interest to applied mathematicians. It includes end of chapter exercises and the solutions to the even numbered exercises are included as an appendix.