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Global Optimization: A Stochastic Approach

Global Optimization: A Stochastic Approach
Catalogue Information
Field name Details
Dewey Class 519.6
Title Global Optimization (EB) : A Stochastic Approach / by Stefan Schäffler
Author Schäffler, Stefan
Other name(s) SpringerLink (Online service)
Publication New York, NY : Springer
, 2012.
Physical Details XV, 147 p. 58 illus. : online resource.
Series Springer Series in Operations Research and Financial Engineering 1431-8598
ISBN 9781461439271
Summary Note 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.:
Contents note Preface -- Introduction -- Preliminaries -- The Approach -- Theoretical Results -- The Algorithm -- Numerical Results -- References -- Index.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-1-4614-3927-1
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