Separable Programming: Theory and Methods - Couverture rigide

Stefanov, S.M.

 
9780792368823: Separable Programming: Theory and Methods

Synopsis

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.
Audience: Advanced undergraduate and graduate students, mathematical programming/ operations research specialists.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

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

Edition présentée

ISBN 10 :  1441948511 ISBN 13 :  9781441948519
Editeur : Springer, 2010
Couverture souple