AIMMS 3. 9 - User's Guide PDF Download

Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557063604
Category : Computers
Languages : en
Pages : 353

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Book Description
The AIMMS 3.9 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 143570617X
Category : Computers
Languages : en
Pages : 346

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Book Description
The AIMMS 3.8 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557424607
Category : Computers
Languages : en
Pages : 357

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Book Description
The AIMMS 3.10 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

Author: Johannes Bisschop
Publisher: Lulu.com
ISBN: 1847539122
Category : Computers
Languages : en
Pages : 318

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Book Description
The AIMMS Optimization Modeling book provides not only an introduction to modeling but also a suite of worked examples. It is aimed at users who are new to modeling and those who have limited modeling experience. Both the basic concepts of optimization modeling and more advanced modeling techniques are discussed. The Optimization Modeling book is AIMMS version independent.

Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557424569
Category : Computers
Languages : en
Pages : 618

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Book Description
The AIMMS 3.10 Language Reference provides a complete description of the AIMMS modeling language, its underlying data structures and advanced language constructs. It is aimed at model builders only, and provides the ultimate reference to the model constructs that you can use to get the most out of your model formulations.

Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557063795
Category : Computers
Languages : en
Pages : 598

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Book Description
The AIMMS 3.9 Language Reference provides a complete description of the AIMMS modeling language, its underlying data structures and advanced language constructs. It is aimed at model builders only, and provides the ultimate reference to the model constructs that you can use to get the most out of your model formulations.

Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 1435706161
Category : Computers
Languages : en
Pages : 590

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Book Description
The AIMMS 3.8 Language Reference provides a complete description of the AIMMS modeling language, its underlying data structures and advanced language constructs. It is aimed at model builders only, and provides the ultimate reference to the model constructs that you can use to get the most out of your model formulations.

Author: Woo Chang Kim
Publisher: John Wiley & Sons
ISBN: 111879737X
Category : Business & Economics
Languages : en
Pages : 256

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Book Description
A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage for both beginners and advanced readers. MATLAB code is provided to allow readers of all levels to begin implementing robust models immediately, with detailed explanations and applications in the equity market included to help you grasp the real-world use of each technique. The discussion includes the most up-to-date thinking and cutting-edge methods, including a much-needed alternative to the traditional Markowitz mean-variance model. Unparalleled in depth and breadth, this book is an invaluable reference for all risk managers, portfolio managers, and analysts. Portfolio construction models originating from the standard Markowitz mean-variance model have a high input sensitivity that threatens optimization, spawning a flurry of research into new analytic techniques. This book covers the latest developments along with the basics, to give you a truly comprehensive understanding backed by a robust, practical skill set. Get up to speed on the latest developments in portfolio optimization Implement robust models using provided MATLAB code Learn advanced optimization methods with equity portfolio applications Understand the formulations, performances, and properties of robust portfolios The Markowitz mean-variance model remains the standard framework for portfolio optimization, but the interest in—and need for—an alternative is rapidly increasing. Resolving the sensitivity issue and dramatically reducing portfolio risk is a major focus of today's portfolio manager. Robust Equity Portfolio Management + Website provides a viable alternative framework, and the hard skills to implement any optimization method.

Author: Neculai Andrei
Publisher: Springer Nature
ISBN: 3031087208
Category : Mathematics
Languages : en
Pages : 824

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Book Description
This book includes a thorough theoretical and computational analysis of unconstrained and constrained optimization algorithms and combines and integrates the most recent techniques and advanced computational linear algebra methods. Nonlinear optimization methods and techniques have reached their maturity and an abundance of optimization algorithms are available for which both the convergence properties and the numerical performances are known. This clear, friendly, and rigorous exposition discusses the theory behind the nonlinear optimization algorithms for understanding their properties and their convergence, enabling the reader to prove the convergence of his/her own algorithms. It covers cases and computational performances of the most known modern nonlinear optimization algorithms that solve collections of unconstrained and constrained optimization test problems with different structures, complexities, as well as those with large-scale real applications. The book is addressed to all those interested in developing and using new advanced techniques for solving large-scale unconstrained or constrained complex optimization problems. Mathematical programming researchers, theoreticians and practitioners in operations research, practitioners in engineering and industry researchers, as well as graduate students in mathematics, Ph.D. and master in mathematical programming will find plenty of recent information and practical approaches for solving real large-scale optimization problems and applications.

Author: Neculai Andrei
Publisher: Springer Science & Business Media
ISBN: 1461467977
Category : Mathematics
Languages : en
Pages : 356

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Book Description
Here is a collection of nonlinear optimization applications from the real world, expressed in the General Algebraic Modeling System (GAMS). The concepts are presented so that the reader can quickly modify and update them to represent real-world situations.