This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and inverse optimization. Moreover, the book...

This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular. Again a connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve the...

This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided...

Alexander Kressner schlägt für die mittelfristige Hauptoperationsplanung in einem Krankenhaus stochastische Optimierungsmodelle vor, mit denen Operationspläne unter Berücksichtigung unsicherer Operationsdauern berechnet werden können. Durch die Entwicklung von linearen...

Introduction -- Elements of Nonlinear Programming -- Elements of Graph Theory -- Programs with Network Structure -- Near-Network and Large-Scale Programs -- Normative Network Models and Their Solution -- Nash Games -- Network Traffic Assignment -- Spatial Price Equilibrium on Networks -- Network...

Many optimization questions arise in economics and finance, an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be...

The book contains invited papers by well-known experts on a wide range of topics (economics, variational analysis, probability etc.) closely related to convexity and generalized convexity, and refereed contributions of specialists from the world on current research on generalized convexity and...