Description
Book SynopsisGlobal and combinatorial optimization heuristics are widely used in different areas ranging from engineering to operational research. This introduction to the fast growing field of optimization heuristics offers the knowledge to use the techniques in a number of different application areas.
Trade Review"For statisticians and econometricians with a general interest in new optimization paradigms, Winker...introduces optimization heuristics for application..." (Reference Research Book News, Vol. 16, No. 3, August 2001)
"...a very fine textbook ... does an excellent job of motivating ones . interests in optimization heuristics." (Technometrics, Vol. 43, No. 4, November 2001)
"a text that comprehensively addresses this 'art' is to be congratulated..." (Short Book Reviews, August 2002)
..."The book is recommend ... the postgraduate students the book provides a valuable introduction to optimization heuristics." (Zentralblatt MATH, Vol.1001, No.01, 2003)
Table of ContentsPreface.
Introduction.
OPTIMIZATION IN STATISTICS AND ECONOMETRICS.
Optimization in Economics.
Optimization in Statistics and Econometrics.
The Heuristic Optimization Paradigm.
HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.
Optimization Methods.
The Global Optimization Heuristic Threshold Accepting.
Relative Performance of Threshold Accepting.
Tuning of Threshold Accepting.
A Practical Guide to the Implementation of Threshold Accepting.
APPLICATIONS IN STATISTICS AND ECONOMETRICS.
Introduction.
Experimental Design.
Identification of Multivariate Lag Structures.
Optimal Aggregation.
Censored Quantile Regression.
Continuous Global Optimization.
CONCLUSION AND OUTLOOK.
Conclusion.
Outlook for Further Research.
References.
List of Symbols.
Author Index.
Subject Index.
