Nonlinear And Dynamic Programming

Nonlinear and Dynamic Programming

This book is intended to provide an introductory text of Nonlinear and Dynamic Programming for students of managerial economics and operations research. The author also hopes that engineers, business executives, managers, and others responsible for planning of industrial operations may find it useful as a guide to the problems and methods treated, with a view to practical applications. The book may be considered as a sequel to the author's Linear Programming in Industry (1960, 4th revised and enlarged edition 1974), but it can be used independently by readers familiar with the elements of linear programming models and techniques. The two volumes con stitute an introduction to the methods of mathematical programming and their application to industrial optimization problems. The author feels that the vast and ever-increasing literature on mathematical programming has not rendered an introductory exposition super fluous. The general student often tends to feel somewhat lost if he goes straight to the special literature; he will be better equipped for tackling real problems and using computer systems if he has acquired some previous training in constructing small-scale programming models and applying standard algorithms for solving them by hand. The book is intended to provide this kind of training, keeping the mathematics at the necessary minimum. The text contains numerous exercises. The reader should work out these problems for himself and check with the answers given at the end of the book. The text is based on lectures given at the University of Copenhagen.

Nonlinear and Dynamic Programming

Non-Linear and Dynamic Programming

Non-Linear and Dynamic Programming is an introductory text aimed at undergraduate and postgraduate students of science and engineering. It is also valuable as a resource book for practicing scientists and engineers who need to use linear and non-linear programming. The relationship to the fundamental mathematical basis for the procedures is presented so that a true understanding of the subject is attained. Clarity of exposition, development through examples and logical arrangement of topics, aid the students to become more adept at applying the method. Each exercise set contains problems designed to provide students with the opportunity to practice the sequence of calculations associated with a particular method.