ENGLISH

Global Optimization: A Stochastic Approach

By Stefan Schäffler (auth.)

Book information

Publisher
Springer-Verlag New York
Year
2012
ISBN
9781461439271, 1461439272, 1461439264, 9781461439264
DOI
10.1007/978-1-4614-3927-1
Language
english
Format
PDF
Filesize
2 MB (2599274 bytes)
Series
Springer Series in Operations Research and Financial Engineering
Edition
1
Pages
148\157
Library
Kolxo3
Time added
2012-12-29 17:00:00
Management ScienceOptimization; Operations Research

Description

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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