书目名称 | Global Optimization |
副标题 | A Stochastic Approac |
编辑 | Stefan Schäffler |
视频video | http://file.papertrans.cn/387/386433/386433.mp4 |
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 |