Global Optimization A Stochastic Approach
Language: English
Published by Springer-Verlag GmbH, 2012
Series: Book 19 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
- Used
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- Title
- Global Optimization A Stochastic Approach
- Author
- Schäffler, Stefan
- Publisher
- Springer-Verlag GmbH
- Publication year
- 2012
- Condition
- Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1461439264
- ISBN 13
- 9781461439264
- Series
- Book 19 of 43: Springer Series in Operations Research and Financial Engineering
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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About the title" may belong to another edition of this title.
Mooney's bookstore
Den Helder, Netherlands
AbeBooks seller since June 10, 2024
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