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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8 - Rilegato
Sinossi
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
`... can be highly recommended to anyone who wants to understand what stochastic decomposition is all about ...'
Mathematical Reviews, 98d
Contenuti
Preface. 1. Two Stage Stochastic Linear Programs. 2. Sampling Within Stochastic Linear Programming. 3. Foundations of Stochastic Decomposition. 4. Stabilizing Stochastic Decomposition. 5. Stopping Rules for Stochastic Decomposition. 6. Guidelines for Computer Implementation. 7. Illustrative Computational Experiments. Glossary.
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8)
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Springer (edition 1996), 1996
ISBN 10: 0792338405
ISBN 13: 9780792338406
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Hardcover. Condizione: Very Good. 1996. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Codice articolo 0792338405-11-1
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8)
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Condizione: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Codice articolo OTV.0792338405.G
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications)
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Hardcover. Condizione: Fine. 0792338405 Fine/As New; Hardcover; Covers are still glossy with "sharp" edge-corners; Unblemished textblock edges; The endpapers and all text pages are bright and unmarked; Binding is tight with a straight spine; This book will be stored and delivered in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Blue covers with title in black lettering; 1996, Springer-Verlag Publishing; 222 pages; "Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications)," by Julia L. Higle & S. Sen. Codice articolo SKU-U30FH10303017
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8)
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found a. Codice articolo 458439014
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Stochastic Decomposition
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Condizione: New. Summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. This title is suitable for researchers in mathematical optimization, including those working in telecommunications and electric power generation. Series: Nonconvex Optimization and Its Applications. Num Pages: 246 pages, biography. BIC Classification: PBT; PBW; UM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 15. Weight in Grams: 1160. . 1996. Hardback. . . . . Codice articolo V9780792338406
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