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Stochastic Linear Programming Algorithms
- A Comparison Based on a Model Management System
Engelsk
Bogcover for Stochastic Linear Programming Algorithms af Janos Mayer, 9789056991449
Specifikationer
Sprog:
Engelsk
Sider:
163
ISBN-13:
9789056991449
Indbinding:
Hardback
ISBN-10:
9056991442
Kategori:
Udg. Dato:
25 feb 1998
Størrelse i cm:
25,4 x 19,1
Oplagsdato:
25 feb 1998
Forfatter(e):

Stochastic Linear Programming Algorithms

- A Comparison Based on a Model Management System
Engelsk
Hardback 1998
Format:

Bog beskrivelse
A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computational results with several major stochastic programming solution approaches.

The following methods are considered: regularized decomposition, stochastic decomposition and successive discrete approximation methods for two stage problems; cutting plane methods, and a reduced gradient method for jointly chance constrained problems.

The first part of the book introduces the algorithms, including a unified approach to decomposition methods and their regularized counterparts. The second part addresses computer implementation of the methods, describes a testing environment based on a model management system, and presents comparative computational results with the various algorithms. Emphasis is on the computational behavior of the algorithms.



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Specifikationer
Sprog:
Engelsk
Sider:
163
ISBN-13:
9789056991449
Indbinding:
Hardback
ISBN-10:
9056991442
Kategori:
Udg. Dato:
25 feb 1998
Størrelse i cm:
25,4 x 19,1
Oplagsdato:
25 feb 1998
Forfatter(e):
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