# Mathematical Programming for Economics and Business.

Iowa State University Press, 1976 first ed 462 pgs, Illust., Graphs, Appendices, Bibliography, Index.

**Condition: ** Good+ overall, red cloth hardcover, no dustjacket; some nicks & dings to covers, red bookstore rubberstamp boldly on endpage and on 2 text pages toward the rear of the book, otherwise pages are clean & unmarked, binding is tight.

**Categories: **
1970's computers and computing,
Computer Science,
Computers and Society,
Mathematics,
Programming and Programming Languages,
General Programming, Philosophy of Programming,
Word Processing, Data Processing

See all items by Roger C. Pfaffenberger, Walker David A.

**
Price:
$6.00
**

# Item Description

Characteristics & types of models -- Mathematical programming problem, Model classification, Specific models of intrest;Linear programming -- Linear programming model, Graphic solution of linear programming problems, Linear programming definitions and theorems, Simplex algorithm, Simpley theory, Duality, Sensitivity analysis, Application of linear programming, problems;

Nonlinear programming -- Preliminaries, Lagrangian multipliers & equality-constrained problems, Kuhn-Tucker conditions, Constraint qualification, Role of convexity, Examples, Problems;

Nonlinear programming alogrithms -- Steepest ascent methods, Separable programming, Penalty functions method, Search proceedures, Selection of a algorithm, problems,

Quadratic programming -- Method of Lagrangian multipliers, Quadratic forms, General quadratic problem, Wolfe's simplex method for quadratic programming, quadratic programming & duality, Applications of quadratic programming, Basic portfolio models; Integer programming-- Integer programming models, Cutting plane methods, Branch & bound algorithm, Mixed integer-continuous variable problem, Binary programming, Examples, Problems;

Dynamic programming -- Characteristics of a dynamic programming problem, Continuous variable case, Examples, Problems; Recursive programming-- Models of recursive programming, Applications of recursive programming, Recursive & dynamic programming contrasted, Problems;

Calculus of variations -- Definitions & properties of the problem, Techniques for finding solutions, Applications, Limitations, Problems;

Stochastic programming -- Uncertainty & certainty equivalence, Passive approach to Stochastic programming, Active approach to Stochastic programming, Chance-constrained programming & deterministic equivalents, Dynamics of optimizing under uncertainty, Problems; Appendixes.