书目名称 | Global Optimization | 副标题 | A Stochastic Approac | 编辑 | Stefan Schäffler | 视频video | | 概述 | Presents a stochastic approach to the dynamic research field of global optimization.Covers relevant prerequisites from differential geometry and probability theory.Reinforces theory through the necess | 丛书名称 | Springer Series in Operations Research and Financial Engineering | 图书封面 |  | 描述 | .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.. | 出版日期 | Book 2012 | 关键词 | Large scale optimization; Predictor Corrector Method; Probability Theory on Manifolds; Randomized algor | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4614-3927-1 | isbn_softcover | 978-1-4899-9280-2 | isbn_ebook | 978-1-4614-3927-1Series ISSN 1431-8598 Series E-ISSN 2197-1773 | issn_series | 1431-8598 | copyright | Springer Science+Business Media New York 2012 |
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