Description: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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Global Optimization: A Stochastic Approach (Springer Series in Operations Research and Financial Engineering). To get started finding Global Optimization: A Stochastic Approach (Springer Series in Operations Research and Financial Engineering), you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.
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Global Optimization: A Stochastic Approach (Springer Series in Operations Research and Financial Engineering)
Description: 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Global Optimization: A Stochastic Approach (Springer Series in Operations Research and Financial Engineering). To get started finding Global Optimization: A Stochastic Approach (Springer Series in Operations Research and Financial Engineering), you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.