Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8 - Rilegato

Higle, Julia L.; Sen, S.

 
9780792338406: Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8
Rilegato
ISBN 10: 0792338405 ISBN 13: 9780792338406
Casa editrice: SPRINGER NATURE, 1996

Sinossi

This work summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. Unlike traditional deterministic algorithms, SD combines sampling approaches from the statistical literature with traditional mathematical programming constructs (for example decomposition and cutting planes). This marriage of two highly computationally oriented disciplines leads to a line of work that is most definitely driven by computational considerations. Furthermore, the use of sampled data in SD makes it extremely flexible in its ability to accommodate various representations of uncertainty, including situations in which outcomes/scenarios can only be generated by an algorithm/simulation. The authors report computational results with some of the largest stochastic programs arising in applications. These results (mathematical as well as computational) are the "tip of the iceberg". Further research will uncover extensions of SD to a wider class of problems.

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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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Editore
SPRINGER NATURE
Data di pubblicazione
1996
Lingua
Inglese
ISBN 10 
0792338405
ISBN 13 
9780792338406
Rilegatura
Copertina rigida
Numero di pagine
222
Contatto del produttore
non disponibile
Persona responsabile
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9781461368458: Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8

Edizione in evidenza

ISBN 10:  1461368456 ISBN 13:  9781461368458
Casa editrice: Springer, 2013
Brossura