Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System: 1 (Optimization Theory and Applications) - Image 1

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Routledge Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System: 1 (Optimization Theory and Applications)

Name: Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System: 1 (Optimization Theory and Applications)
Brand: Routledge
Price: 103.99 GBP
Availability: InStock

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Description

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.

Product Specifications

Brand: Routledge
Format: hardcover
ASIN: 9056991442
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Optimisation
Domain: Amazon UK
Release Date: 25 February 1998
Listed Since: 16 December 2006

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