An Algorithm For A Class Of Stochastic Linear Programming Problems

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An Algorithm For A Class Of Stochastic Linear Programming Problems

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Author : John Philip Matthews
language : en
Publisher:
Release Date : 1971

An Algorithm For A Class Of Stochastic Linear Programming Problems written by John Philip Matthews and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Stochastic programming categories.

Stochastic Decomposition

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Author : Julia L. Higle
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-02-29

Stochastic Decomposition written by Julia L. Higle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-02-29 with Business & Economics categories.

This book summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. Unlike traditional deterministic algorithms, SD combines sampling approaches from the statistical literature with traditional mathematical programming constructs (e.g. decomposition, cutting planes etc.). This marriage of two highly computationally oriented disciplines leads to a line of work that is most definitely driven by computational considerations. Furthermore, the use of sampled data in SD makes it extremely flexible in its ability to accommodate various representations of uncertainty, including situations in which outcomes/scenarios can only be generated by an algorithm/simulation. The authors report computational results with some of the largest stochastic programs arising in applications. These results (mathematical as well as computational) are the `tip of the iceberg'. Further research will uncover extensions of SD to a wider class of problems. Audience: Researchers in mathematical optimization, including those working in telecommunications, electric power generation, transportation planning, airlines and production systems. Also suitable as a text for an advanced course in stochastic optimization.

Stochastic Linear Programming Algorithms

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Author : Janos Mayer
language : en
Publisher: CRC Press
Release Date : 1998-02-25

Stochastic Linear Programming Algorithms written by Janos Mayer and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-02-25 with Computers categories.

A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computational results with several major stochastic programming solution approaches. The following methods are considered: regularized decomposition, stochastic decomposition and successive discrete approximation methods for two stage problems; cutting plane methods, and a reduced gradient method for jointly chance constrained problems. The first part of the book introduces the algorithms, including a unified approach to decomposition methods and their regularized counterparts. The second part addresses computer implementation of the methods, describes a testing environment based on a model management system, and presents comparative computational results with the various algorithms. Emphasis is on the computational behavior of the algorithms.

An Index

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Author : A. V. Balakrishnan M. Thoma
language : en
Publisher: Springer
Release Date : 2013-11-21

An Index written by A. V. Balakrishnan M. Thoma and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Science categories.

Siam Journal On Control And Optimization

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Author : Society for Industrial and Applied Mathematics
language : en
Publisher:
Release Date : 1997

Siam Journal On Control And Optimization written by Society for Industrial and Applied Mathematics and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Control theory categories.

Integer Programming And Related Areas

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Author : Rabe v. Randow
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Integer Programming And Related Areas written by Rabe v. Randow and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

The fields of integer programming and combinatorial optimization continue to be areas of great vitality, with an ever increasing number of publications and journals appearing. A classified bibliography thus continues to be necessary and useful today, even more so than it did when the project, of which this is the fifth volume, was started in 1970 in the Institut fur Okonometrie und Operations Research of the University of Bonn. The pioneering first volume was compiled by Claus Kastning during the years 1970 - 1975 and appeared in 1976 as Volume 128 of the series Lecture Notes in Economics and Mathematical Systems published by the Springer Verlag. Work on the project was continued by Dirk Hausmann, Reinhardt Euler, and Rabe von Randow, and resulted in the publication of the second, third, and fourth volumes in 1978, 1982, and 1985 (Volumes 160, 197, and 243 of the above series). The present book constitutes the fifth volume of the bibliography and covers the period from autumn 1984 to the end of 1987. It contains 5864 new publications by 4480 authors and was compiled by Rabe von Randow. Its form is practically identical to that of the first four volumes, some additions having been made to the subject list.

Encyclopedia Of Optimization

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Author : Christodoulos A. Floudas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-04

Encyclopedia Of Optimization written by Christodoulos A. Floudas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-04 with Mathematics categories.

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Bulletin Of The Operations Research Society Of America

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Author :
language : en
Publisher:
Release Date : 1972

Bulletin Of The Operations Research Society Of America written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972 with Operations research categories.

Stochastic Programming

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Author : Francesco Archetti
language : en
Publisher: Springer
Release Date : 1986

Stochastic Programming written by Francesco Archetti and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematics categories.

Scientific And Technical Aerospace Reports

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Author :
language : en
Publisher:
Release Date : 1969

Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Aeronautics categories.

Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.