| Description |
1 online resource |
| Series |
Springer series in operations research and financial engineering, 1431-8598 |
|
Springer series in operations research.
|
| Contents |
Stochastic Approach to Global Optimization at a Glance -- Unconstrained Local Optimization -- Unconstrained Global Optimization -- Application: Optimal Decoding in Communications Engineering -- Constrained Global Optimization -- Vector Optimization |
| Summary |
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 |
| Analysis |
Mathematics |
|
Mathematical optimization |
|
Optimization |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Mathematical optimization.
|
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Stochastic processes.
|
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Mathematics.
|
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Mathematics
|
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Stochastic Processes
|
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applied mathematics.
|
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mathematics.
|
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MATHEMATICS -- Optimization.
|
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Optimización matemática
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Procesos estocásticos
|
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Matemáticas
|
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Mathematics
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Mathematical optimization
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Stochastic processes
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| Form |
Electronic book
|
| ISBN |
9781461439271 |
|
1461439272 |
|
9781461439264 |
|
1461439264 |
|
