http://worldcat.org/entity/work/id/890739672

Practical Financial Optimization a Library of GAMS Models

Optimization is concerned with the representation and solution of models. Models can be represented in a number of ways, and they can be solved using a number of methods or algorithms. The General Algebraic Modeling System, GAMS, is a system for formulating and solving optimization models. It consists of a language which allows a high-level, algebraic representation of mathematical models, and a set of solvers to solve them. This title provides a stable of GAMS models which can be adapted for use for particular optimization purposes. It sets out GAMS language and the basics of data management i.

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