Separable Programming: Theory and Methods: 53 - Rilegato

Stefanov, S.M.

 
9780792368823: Separable Programming: Theory and Methods: 53
Rilegato
ISBN 10: 0792368827 ISBN 13: 9780792368823
Casa editrice: Kluwer Academic Publishers, 2001

Sinossi

In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming. Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered. Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed. As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. Numerical approximation with respect to I1 and I4 norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well.

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Contenuti

List of Figures. List of Tables. Preface. 1. Preliminaries: Convex Analysis and Convex Programming. Part One: Separable Programming. 2. Introduction. Approximating the Separable Problem. 3. Convex Separable Programming. 4. Separable Programming: A Dynamic Programming Approach. Part Two: Convex Separable Programming with Bounds on the Variables. 5. Statement of the Main Problem. Basic Result. 6. Version One: Linear Equality Constraints. 7. The Algorithms. 8. Version Two: Linear Constraint of the Form `>='. 9. Well-Posedness of Optimization Problems. On the Stability of the Set of Saddle Points of the Lagrangian. 10. Extensions. 11. Applications and Computational Experiments. Part Three: Selected Supplementary Topics and Applications. 12. Approximations with Respect to l1- and lINFINITY-Norms: An Application of Convex Separable Unconstrained Nondifferentiable Optimization. 13. About Projections in the Implementation of Stochastic Quasigradient Methods to Some Probabilistic Inventory Control Problems. The Stochastic Problem of Best Chebyshev Approximation. 14. Integrality of the Knapsack Polytope. Appendices. Bibliography. Index. Notation. List of Statements.

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Editore
Kluwer Academic Publishers
Data di pubblicazione
2001
Lingua
Inglese
ISBN 10 
0792368827
ISBN 13 
9780792368823
Rilegatura
Copertina rigida
Numero di pagine
333
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
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Hamburg
Germania

Altre edizioni note dello stesso titolo

9781441948519: Separable Programming: Theory and Methods (Applied Optimization): 53

Edizione in evidenza

ISBN 10:  1441948511 ISBN 13:  9781441948519
Casa editrice: Springer, 2010
Brossura