Global Optimization

A Stochastic Approach

Business & Finance, Management & Leadership, Operations Research, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Global Optimization by Stefan Schäffler, Springer New York
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Author: Stefan Schäffler ISBN: 9781461439271
Publisher: Springer New York Publication: June 26, 2012
Imprint: Springer Language: English
Author: Stefan Schäffler
ISBN: 9781461439271
Publisher: Springer New York
Publication: June 26, 2012
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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