Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System - Couverture rigide

Mayer, Janos

 
9789056991449: Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System
Couverture rigide
ISBN 10 : 9056991442 ISBN 13 : 9789056991449
Editeur : Taylor & Francis Ltd, 1998

Synopsis

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.

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

À propos de l?auteur

Janos Mayer

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Taylor & Francis Ltd
Date d'édition
1998
Langue
anglais
ISBN 10 
9056991442
ISBN 13 
9789056991449
Reliure
Relié
Nombre de pages
163
Coordonnées du fabricant
non disponible
Personne responsable
non disponible