Chapter 8 Nonlinear Optimization Models

Mar 14, 2014

800 likes | 1.2k Views

Introduction. Many business processes behave in a nonlinear manner.The price of a bond is a nonlinear function of interest rates.The price of a stock option is a nonlinear function of the price of the underlying stock.The marginal cost of production often decreases with the quantity produced.The

Share Presentation

Embed Code

Link

rory

Download Presentation

Chapter 8 Nonlinear Optimization Models

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

(Nonlinear) Multiobjective Optimization

(Nonlinear) Multiobjective Optimization. Kaisa Miettinen miettine@hse.fi Helsinki School of Economics http://www.mit.jyu.fi/miettine/. Motivation. Optimization is important Not only what-if analysis or trying a few solutions and selecting the best of them

1.89k views • 115 slides

Chapter 2 Optimization Models

One-variable optimization. An example: A pig weighing 200 pounds gains 5 pounds per day and costs 45 cents a day to keep. The market price for pigs is 65 cents per pound, but is falling 1 cent per day. When should the pig be sold?SolutionVariables:t --- time (days); w(t) --- weight of pig

349 views • 14 slides

Nonlinear Models

Nonlinear Models. Concepts in Statistics. Nonlinear Models. We begin a statistical investigation with a research question. The investigation proceeds with the following steps : Produce Data: Determine what to measure, then collect the data.

399 views • 21 slides

Optimization Models

Optimization Models. Module 9. OPTIMIZATION MODELS. EXTERNAL INPUTS. OUTPUT. MODEL. DECISION INPUTS. Optimization models answer the question, “What decision values give the best outputs?”. SCARCITY. DECISION INPUTS. CONSTRAINTS.

553 views • 25 slides

Chapter 8 - System Models

Chapter 8 - System Models. Instructor : Haya Sammaneh. System Models is:. Abstract descriptions of systems whose requirements are being analyzed. Objectives. To explain why the context of a system should be modelled as part of the RE process

674 views • 36 slides

Nonlinear Models 8 February 1999

Data Mining in Finance. Andreas S. Weigend Leonard N. Stern School of Business, New York University. Nonlinear Models 8 February 1999. The seven steps of model building. 1. Task

294 views • 16 slides

Nonlinear Programming in Price Optimization

Nonlinear Programming in Price Optimization. March 31, 2012 By: Kristin Linstead (Evanto). Outline. “Real World” Application / Importance of Optimal Pricing T he Basic Price Optimization Problem Small-Scale Example of Price Optimization Optimality Conditions Pricing Case Study Appendix.

635 views • 23 slides

Chapter 11 Discrete Optimization Models

Chapter 11 Discrete Optimization Models. 11.1 Lumpy Linear Programs and Fixed Charges. Lumpy linear problems add “either/or” constraints or objective functions to what is otherwise a linear programs. ILP Modeling of All-or-Nothing Requirements

1.33k views • 88 slides

Nonlinear Regression Functions (SW Chapter 8)

Nonlinear Regression Functions (SW Chapter 8). The TestScore – STR relation looks linear (maybe)…. But the TestScore – Income relation looks nonlinear... . The general nonlinear population regression function. Nonlinear Functions of a Single Independent Variable (SW Section 8.2).

984 views • 49 slides

CHAPTER 8 CAPM Models

CHAPTER 8 CAPM Models. 8.1 THE CAPM MODEL. Capital Asset Pricing Model. Equilibrium model that underlies all modern financial theory Provide benchmark rate of return for evaluating possible investments Make an educated guess as to the expected return

702 views • 49 slides

Svenis Nonlinear Optimization

Svenis Nonlinear Optimization. filter methods for nonlinear optimization large scale trust-region SQP method progress if objective or constraint reduction new iterative QP methods [Michael] mixed integer nonlinear optimization branch-and-bound solver; metaNEOS

176 views • 2 slides

Lecture 8 – Nonlinear Programming Models

Lecture 8 – Nonlinear Programming Models. Topics General formulations Local vs. global solutions Solution characteristics Convexity and convex programming Examples. Nonlinear Optimization. In LP ... the objective function & constraints are linear and the problems are “ easy ” to solve.

515 views • 24 slides

Nonlinear Programming Models

Nonlinear Programming Models. In LP ... the objective function & constraints are linear and the problems are “ easy ” to solve. Most real-world problems have nonlinear elements and are hard to solve. General NLP. Minimize f ( x ). s.t. g i ( x ) (  , , =) b i , i = 1,…, m.

704 views • 43 slides

Nonlinear Models

Nonlinear Models. Learning Example: knnl533.sas. Y = relative efficiency of production of a new product (1/expected cost) X 1 : Location A : X 1 = 1, B: X 1 = 0 X 2 = time (weeks) n = 30. Learning Example: input. data learning; infile 'I:My DocumentsStat 512CH13TA04.DAT' ;

240 views • 10 slides

Chapter 8 SIR Models

Chapter 8 SIR Models. So=9998 Io=2 Ro=0 duration of Infection= 2 days Recoveries=(Infected Population)/(duration of infection) Can use summer for Affected population. Recoveries per day =Infected population / infection duration. Infectivity (rate)=0.25 per contact

421 views • 19 slides

Nonlinear Regression Functions (SW Chapter 8)

Nonlinear Regression Functions (SW Chapter 8). The TestScore – STR relation looks linear (maybe)…. But the TestScore – Income relation looks nonlinear. The general nonlinear population regression function. Nonlinear Functions of a Single Independent Variable (SW Section 8.2).

661 views • 49 slides

Optimization for Nonlinear P rogramming

Optimization for Nonlinear P rogramming. By Liyun Zhang Aug.9 th ,2012. Method for S ingle Variable Unconstraint Optimization : 1. Quadratic Interpolation method 2. Golden Section method Method for Multivariable Constraint Optimization Method

460 views • 22 slides

Nonlinear Regression Models

Nonlinear Regression Models. Nonlinear Regression Models. Lets revisit the AR(1) model of autocorrelation: y t = x t β +e t [ i ] e t = ρ e t-1 + ν t → ν t = e t - ρ e t-1 ρ y t-1 = ρ x t-1 β + ρ e t-1 (t=2,3,…,T) → y t − ρ y t-1 = x t β − ρ x t-1 β +e t - ρ e t-1

4.29k views • 139 slides

Chapter 8 NONLINEAR OPTICS

Chapter 8 NONLINEAR OPTICS. Question: Is it possible to change the color of a monochromatic light?. NLO sample. output. input. Answer: Not without a laser light. Nicolaas Bloembergen

1.3k views • 50 slides

Chapter 8 Dynamic Models

Chapter 8 Dynamic Models. 8.1 Introduction 8.2 Serial correlation models 8.3 Cross-sectional correlations and time-series cross-section models 8.4 Time-varying coefficients 8.5 Kalman filter approach. 8.1 Introduction.

528 views • 40 slides

Linear and Nonlinear Optimization

Linear and Nonlinear Optimization. Ashish Goel Department of Management Science and Engineering Stanford University Stanford, CA 94305, U.S.A . http://www.stanford.edu/~ashishg http://www.stanford.edu/class/msande211 /. 1 st Day Questions.

493 views • 28 slides

Introduction to Nonlinear Combinatorial Optimization

Introduction to Nonlinear Combinatorial Optimization. Ding-Zhu Du University of Texas at Dallas. What is Nonlinear Combinatorial Optimization?. Ding-Zhu Du University of Texas at Dallas. Nonlinear & Discrete.

324 views • 30 slides

More Related