Global optimization : a stochastic approach / Stefan Schaffler

By:

Schaffier, Stefan

Material type: Text

TextPublication details: New York : Springer, 2012Description: xii, 147p, 24cmISBN:

9781461439264

Subject(s):

DDC classification:

519.6 SCH

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	519.6 SCH (Browse shelf(Opens below))	Available		IIMC-136486

Total holds: 0

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.

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