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Optimization modeling with spreadsheets 3rd ed

Optimization modeling with spreadsheets 3rd ed (7회 대출)

자료유형
단행본
개인저자
Baker, Kenneth R., 1943-.
서명 / 저자사항
Optimization modeling with spreadsheets / Kenneth R. Baker.
판사항
3rd ed.
발행사항
Hoboken :   Wiley,   c2016.  
형태사항
xiii, 374 p. ; 25 cm.
ISBN
9781118937693 (hardback)
요약
"Thoroughly updated to reflect the latest topical and technical advances in the field, Optimization Modeling with Spreadsheets, Third Edition continues to focus on solving real-world optimization problems through the creation of mathematical models and the use of spreadsheets for analysis. Developed and extensively classroom-tested, the book features a systematic approach that equips readers with the skills needed to apply optimization tools effectively without the need to rely on specialized algorithms. This introductory book on optimization (mathematical programming) includes coverage on linear programming, nonlinear programming, integer programming, and heuristic programming, with an emphasis on model building using Excel's freely available Solver. The focus on model building (rather than algorithms) is one feature that makes this book distinctive as most books devote more space to algorithmic details than to formulation principles. These days, however, it is not necessary to know a great deal about algorithms in order to apply optimization tools, especially when relying on the spreadsheet as a solution platform. This emphasis on spreadsheets is another feature that makes this book distinctive. Few books devoted to optimization pay much attention to spreadsheet implementation of optimization principles, and most books that emphasize model building ignore spreadsheets entirely. To address the capabilities of sensitivity analysis, the use of Excel's Sensitivity Toolkit is employed. In addition, the book's past use of the Risk Solver Platform for Education (RSPE) is not completely abandoned as the author does include instructions on the use of RSPE for solving optimization problems within an appendix"--
일반주기
Revised edition of the author's Optimization modeling with spreadsheets, 2011.  
서지주기
Includes bibliographical references and index.
일반주제명
Mathematical optimization. Managerial economics --Mathematical models. Electronic spreadsheets. Programming (Mathematics).
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008 160321s2016 nju b 001 0 eng d
010 ▼a 2015011069
020 ▼a 9781118937693 (hardback)
035 ▼a (KERIS)REF000017700886
040 ▼a DLC ▼b eng ▼c DLC ▼e rda ▼d DLC ▼d 211009
050 0 0 ▼a HB143.7 ▼b .B35 2016
082 0 0 ▼a 005.54 ▼2 23
084 ▼a 005.54 ▼2 DDCK
090 ▼a 005.54 ▼b B167o3
100 1 ▼a Baker, Kenneth R., ▼d 1943-.
245 1 0 ▼a Optimization modeling with spreadsheets / ▼c Kenneth R. Baker.
250 ▼a 3rd ed.
260 ▼a Hoboken : ▼b Wiley, ▼c c2016.
300 ▼a xiii, 374 p. ; ▼c 25 cm.
500 ▼a Revised edition of the author's Optimization modeling with spreadsheets, 2011.
504 ▼a Includes bibliographical references and index.
520 ▼a "Thoroughly updated to reflect the latest topical and technical advances in the field, Optimization Modeling with Spreadsheets, Third Edition continues to focus on solving real-world optimization problems through the creation of mathematical models and the use of spreadsheets for analysis. Developed and extensively classroom-tested, the book features a systematic approach that equips readers with the skills needed to apply optimization tools effectively without the need to rely on specialized algorithms. This introductory book on optimization (mathematical programming) includes coverage on linear programming, nonlinear programming, integer programming, and heuristic programming, with an emphasis on model building using Excel's freely available Solver. The focus on model building (rather than algorithms) is one feature that makes this book distinctive as most books devote more space to algorithmic details than to formulation principles. These days, however, it is not necessary to know a great deal about algorithms in order to apply optimization tools, especially when relying on the spreadsheet as a solution platform. This emphasis on spreadsheets is another feature that makes this book distinctive. Few books devoted to optimization pay much attention to spreadsheet implementation of optimization principles, and most books that emphasize model building ignore spreadsheets entirely. To address the capabilities of sensitivity analysis, the use of Excel's Sensitivity Toolkit is employed. In addition, the book's past use of the Risk Solver Platform for Education (RSPE) is not completely abandoned as the author does include instructions on the use of RSPE for solving optimization problems within an appendix"-- ▼c Provided by publisher.
520 ▼a "This book focuses on solving real-world optimization problems through the creation of mathematical models and the use of spreadsheets for analysis. Developed and extensively classroom-tested, the book features a systematic approach that equips readers with the skills needed to apply optimization tools effectively without the need to rely on specialized algorithms. This introductory book on optimization (mathematical programming) includes coverage on linear programming, nonlinear programming, integer programming, and heuristic programming, with an emphasis on model building using Excel's freely available Solver"-- ▼c Provided by publisher.
650 0 ▼a Mathematical optimization.
650 0 ▼a Managerial economics ▼x Mathematical models.
650 0 ▼a Electronic spreadsheets.
650 0 ▼a Programming (Mathematics).
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 005.54 B167o3 등록번호 111753470 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Preface ix

1 Introduction to Spreadsheet Models for Optimization 1

1.1 Elements of a Model 2

1.2 Spreadsheet Models 4

1.3 A Hierarchy for Analysis 7

1.4 Optimization Software 8

1.5 Using Solver 10

Summary 16

Exercises 17

2 Linear Programming: Allocation, Covering, and Blending Models 21

2.1 Linear Models 22

2.1.1 Linear Constraints 24

2.1.2 Formulation 25

2.1.3 Layout 27

2.1.4 Results 28

2.2 Allocation Models 29

2.2.1 The Product Mix Problem 36

2.3 Covering Models 38

2.3.1 The Staff-Scheduling Problem 43

2.4 Blending Models 47

2.5 Modeling Errors in Linear Programming 52

2.5.1 Exceptions 53

2.5.2 Debugging 54

2.5.3 Logic 56

Summary 56

Exercises 57

3 Linear Programming: Network Models 65

3.1 The Transportation Model 66

3.2 The Assignment Model 71

3.3 The Transshipment Model 75

3.4 Features of Special Network Models 78

3.5 Building Network Models with Balance Equations 79

3.6 General Network Models with Yields 84

3.6.1 Models with Yield Losses 84

3.6.2 Models with Yield Gains 86

3.7 General Network Models with Transformed Flows 91

Summary 96

Exercises 96

4 Sensitivity Analysis in Linear Programs 108

4.1 Parameter Analysis in the Transportation Example 109

4.2 Parameter Analysis in the Allocation Example 116

4.3 The Sensitivity Report and the Transportation Example 123

4.4 The Sensitivity Report and the Allocation Example 127

4.5 Degeneracy and Alternative Optima 129

4.6 Patterns in Linear Programming Solutions 133

4.6.1 The Transportation Model 134

4.6.2 The Product Portfolio Model 138

4.6.3 The Investment Model 142

4.6.4 The Allocation Model 144

4.6.5 The Refinery Model 145

Summary 149

Exercises 151

5 Linear Programming: Data Envelopment Analysis 160

5.1 A Graphical Perspective on DEA 162

5.2 An Algebraic Perspective on DEA 166

5.3 A Spreadsheet Model for DEA 168

5.4 Indexing 173

5.5 Reference Sets and HCUs 174

5.6 Assumptions and Limitations of DEA 178

Summary 181

Exercises 181

6 Integer Programming: Binaryi¿½]Choice Models 191

6.1 Using Solver with Integer Requirements 193

6.2 The Capital Budgeting Problem 198

6.3 Set Covering 202

6.4 Set Packing 205

6.5 Set Partitioning 208

6.6 Playoff Scheduling 211

6.7 The Algorithm for Solving Integer Programs 215

Summary 220

Exercises 220

7 Integer Programming: Logical Constraints 227

7.1 Simple Logical Constraints: Exclusivity 229

7.2 Linking Constraints: The Fixed Cost Problem 231

7.3 Linking Constraints: The Threshold Level Problem 237

7.4 Linking Constraints: The Facility Location Model 238

7.4.1 Capacitated Version 239

7.4.2 Uncapacitated Version 243

7.5 Disjunctive Constraints: The Machinei¿½]Sequencing Problem 246

7.6 Tour Constraints: The Traveling Salesperson Problem 251

Summary 259

Exercises 260

8 Nonlinear Programming 270

8.1 Onei¿½]Variable Models 271

8.1.1 An Inventory Example 273

8.1.2 A Quantity Discount Example 275

8.2 Local Optima and the Search for an Optimum 277

8.3 Twoi¿½]Variable Models 280

8.3.1 Curve Fitting 280

8.3.2 Twoi¿½]Dimensional Location 283

8.4 Nonlinear Models with Constraints 285

8.4.1 A Pricing Example 286

8.4.2 Sensitivity Analysis for Nonlinear Programs 288

8.4.3 The Portfolio Optimization Model 290

8.5 Linearizations 293

8.5.1 Linearizing the Maximum 294

8.5.2 Linearizing the Absolute Value 296

Summary 299

Exercises 301

9 Heuristic Solutions with the Evolutionary Solver 307

9.1 Features of the Evolutionary Solver 308

9.2 An Illustrative Example: Nonlinear Regression 309

9.3 The Machinei¿½]Sequencing Problem Revisited 317

9.4 The Traveling Salesperson Problem Revisited 319

9.5 Budget Allocation 322

9.6 Twoi¿½]Dimensional Location 324

9.7 Line Balancing 327

9.8 Group Assignment 331

Summary 334

Exercises 336

Appendices

1 Supplemental Files and Software 348

A1.1 Supplemental MicrosoftR Office ExcelR Files 348

A1.2 Analytic Solver Platform for Education Software 348

A1.3 Opensolver Software 349

2 Graphical Methods for Linear Programming 350

A2.1 An Example 350

A2.2 Generalities 355

3 The Simplex Method 357

A3.1 An Example 357

A3.2 Variations of the Algorithm 362

Index 366


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