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Global Optimization : A Stochastic Approach / by Stefan Schäffler
(Springer Series in Operations Research and Financial Engineering. ISSN:21971773)
版 | 1st ed. 2012. |
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出版者 | (New York, NY : Springer New York : Imprint: Springer) |
出版年 | 2012 |
本文言語 | 英語 |
大きさ | XVI, 148 p : online resource |
著者標目 | *Schäffler, Stefan author SpringerLink (Online service) |
件 名 | LCSH:Mathematical optimization LCSH:Operations research LCSH:Management science FREE:Optimization FREE:Operations Research, Management Science |
一般注記 | Preface -- Introduction -- Preliminaries -- The Approach -- Theoretical Results -- The Algorithm -- Numerical Results -- References -- Index This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for unconstrained, constrained, vector, and stochastic global optimization problems. All methods presented are illustrated by various examples. Practical numerical algorithms are given and analyzed in detail. The topics presented include the randomized curve of steepest descent, the randomized curve of dominated points, the semi-implicit Euler method, the penalty approach, and active set strategies. The optimal decoding of block codes in digital communications is worked out as a case study and shows the potential and high practical relevance of this new approach. Global Optimization: A Stochastic Approach is an elegant account of a refined theory, suitable for researchers and graduate students interested in global optimization and its applications HTTP:URL=https://doi.org/10.1007/978-1-4614-3927-1 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9781461439271 |
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EB00227133 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA402.5-402.6 DC23:519.6 |
書誌ID | 4000114965 |
ISBN | 9781461439271 |
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