Models and Techniques

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Introduction

This link has been developed by Harvey J. Greenberg, and provides us with useful counterexamples to some mathematical statements that seem plausible.

This web site is developed by Harvey J. Greenberg from Waterloo University and contains terms specific to mathematical programming, and some terms from other disciplines, notably economics, computer science, and mathematics, that are directly related.

This is a brief article describing applications of mathematical methods in management and economics.

Non Linear Programming

This is an excellent presentation of Non-Linear Programming, in the form of structured questions and answers, prepared and maintained by Prof. R. Fourer of Northwestern University, in collaboration with Argonne National Laboratories.

This is an overview article, published in Argonne National Laboratories, presenting various software for Quadratic Programming. It's an interactive case study that tests your skills at finding solutions to quadratic assignment problems.

Stochastic Programming

This is an overview article, published in Argonne National Laboratories, presenting various aspects of Stochastic Programming.

Interesting papers referring on Continuous and Applied Integer programming, provided by the MORE institute in Arizona.

This is another article about Stochastic Programming by Suvrajeet Sen from the University of Arizona.

Most of the model formulations have assumed that the data for the given problem are known accurately. However, for many actual problems, the problem data cannot be known accurately for a variety of reasons. Therefore stochastic programming can be used to make some optimal decisions. This case illustrates this problem, taking this uncertainty into account.

Dynamic Programming

A tutorial on Dynamic programming, prepared by Prof. M. Trick.

Course notes for a course in optimization, with dynamic and stochastic elements, taught to final year Cambridge mathematics students.