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274579892
Operational Research Through Matlab: Basic Optimisation Techniques
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274579892
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- Operations Research (OR) focuses on solving problems of optimization, logistics, resource allocation, and decision-making. MATLAB is very powerful in this field because it includes specialized toolboxes and robust numerical algorithms for solving everything from simple problems to complex models. This book aims to present optimization techniques using MATLAB. It begins by introducing the MATLAB environment and the algebraic elements necessary for optimization tasks, as well as the structure of MATLAB programming. These tasks are introduced sequentially in order of increasing technical difficulty as the topics progress. The core of the book is dedicated to the MATLAB Optimization Toolbox. The Optimization Toolbox includes algorithms for solving linear programming problems, nonlinear least squares with limits, unconstrained nonlinear minimization, nonlinear minimization with limits, nonlinear minimization with linear equalities, nonlinear systems of equations, quadratic minimization with limits, quadratic minimization with linear equalities, and linear least squares with limits. A wide variety of exercises are presented, illustrating important techniques such as linear programming, quadratic programming, nonlinear least squares, and solving nonlinear equations. Examples are provided to expand upon the routines that put into practice the most widely used methods for minimization and maximization. Vengono quindi studiati i modelli di funzione di trasferimento con regressori continui. Successivamente vengono studiati i modelli ARIMA multivariati secondo la metodologia Box-Jenkins, considerando i modelli VAR, VARMA, VBAR, PVAR, SBAR e VARX. Vengono inoltre affrontati la cointegrazione nei modelli VAR e i modelli di correzione dell'errore vettoriale. Tutti i concetti sono illustrati con esempi e esercizi completamente implementati utilizzando il software SAS, particolarmente adatto per lavorare con serie temporali multivariate.
| Publisher | Scientific Books |
| Publication date | December 15, 2025 |
| Language | English |
| Print length | 282 pages |
| ISBN-10 | 129194690X |
| ISBN-13 | 978-1291946901 |
| Item Weight | 1.37 pounds (620 grams) |
| Dimensions | 7 x 0.64 x 10 inches (17.8 x 1.6 x 25.4 cm) |
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Operational Research Through Matlab: Basic Optimisation Techniques
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