الصفحة 1
الصفحة 1
Nonlinear Optimization with Financial Applications
The book introduces the key ideas behind practical nonlinear optimization. Computational finance—an increasingly popular area of mathematics degree programmes—is combined here with the study of an important class of numerical techniques. The essentials of most currently popular algorithms are described and their performance is demonstrated on a range of optimization problems arising in financial mathematics. Theoretical convergence properties of methods are stated and formal proofs are provided in enough cases to be instructive rather than overwhelming. Practical behaviour of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. Supporting software for the examples and exercises is available
Automated reasoning ; 3rd International Joint Conference, IJCAR 2006, Seattle, WA, USA, August 17-20, 2006, Proceedings
This book constitutes the refereed proceedings of the Third International Joint Conference on Automated Reasoning,The papers address the entire spectrum of research in automated reasoning including formalization of mathematics, proof theory, proof search, description logics, interactive proof checking, higher-order logic, combination methods, satisfiability procedures, and rewriting. The papers are organized in topical sections on proofs, search, higher-order logic, proof theory, search, proof checking, combination, decision procedures, CASC-J3, rewriting, and description logic.
