Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.

Download or read book Stochastic Programming Methods and Technical Applications written by Kurt Marti and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the planning phase. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.

Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Download or read book Advances in Computational and Stochastic Optimization Logic Programming and Heuristic Search written by David L. Woodruff and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer Science and Operations Research continue to have a synergistic relationship and this book - as a part of the Operations Research and Computer Science Interface Series - sits squarely in the center of the confluence of these two technical research communities. The research presented in the volume is evidence of the expanding frontiers of these two intersecting disciplines and provides researchers and practitioners with new work in the areas of logic programming, stochastic optimization, heuristic search and post-solution analysis for integer programs. The chapter topics span the spectrum of application level. Some of the chapters are highly applied and others represent work in which the application potential is only beginning. In addition, each chapter contains expository material and reviews of the literature designed to enhance the participation of the reader in this expanding interface.

Download or read book Global Optimization written by Reiner Horst and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The enormous practical need for solving global optimization problems coupled with a rapidly advancing computer technology has allowed one to consider problems which a few years ago would have been considered computationally intractable. As a consequence, we are seeing the creation of a large and increasing number of diverse algorithms for solving a wide variety of multiextremal global optimization problems. The goal of this book is to systematically clarify and unify these diverse approaches in order to provide insight into the underlying concepts and their pro perties. Aside from a coherent view of the field much new material is presented. By definition, a multiextremal global optimization problem seeks at least one global minimizer of a real-valued objective function that possesses different local n minimizers. The feasible set of points in IR is usually determined by a system of inequalities. It is well known that in practically all disciplines where mathematical models are used there are many real-world problems which can be formulated as multi extremal global optimization problems.

Download or read book Stochastic Optimization written by Kurt Marti and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes a selection of refereed papers presented at the GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications", held at the Federal Armed Forces University Munich, May 29 - 31, 1990. The objective of this meeting was to bring together scientists from Stochastic Programming and from those Engineering areas, where Mathematical Programming models are common tools, as e. g. Optimal Structural Design, Power Dispatch, Acid Rain Management etc. The first, theoretical part includes the papers by S. D. Flam. H. Niederreiter, E. Poechinger and R. Schultz. The second part on methods and applications contains the articles by N. Baba, N. Grwe and W. Roemisch, J. Mayer, E. A. Mc Bean and A. Vasarhelyi.

Download or read book Mixed Integer Nonlinear Programming written by Jon Lee and published by Springer Science & Business Media. This book was released on 2011-12-02 with total page 687 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.

Download or read book Stochastic Programming written by Willem K. Klein Haneveld and published by Springer Nature. This book was released on 2019-10-24 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.

Download or read book Applications of Optimization with Xpress MP written by Christelle Guéret and published by Twayne Publishers. This book was released on 2002 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Integer Programming and Combinatorial Optimization written by Daniel Bienstock and published by Springer Science & Business Media. This book was released on 2004-05-24 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 10th International Conference on Integer Programming and Combinatorial Optimization, IPCO 2004, held in New York City, USA in June 2004. The 32 revised papers presented were carefully reviewed and selected from 109 submissions. Among the topics addressed are vehicle routing, network management, mixed-integer programming, computational complexity, game theory, supply chain management, stochastic optimization problems, production scheduling, graph computations, computational graph theory, separation algorithms, local search, linear optimization, integer programming, graph coloring, packing, combinatorial optimization, routing, flow algorithms, 0/1 polytopes, and polyhedra.

Download or read book Risk Management in Stochastic Integer Programming written by Frederike Neise and published by Springer Science & Business Media. This book was released on 2008-09-25 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.

Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2014-07-09 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.

Download or read book INFORMS Annual Meeting written by Institute for Operations Research and the Management Sciences. National Meeting and published by . This book was released on 2008 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Control written by N.K. Sinha and published by Elsevier. This book was released on 2014-05-23 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.

Download or read book Computational Mathematical Programming written by Klaus Schittkowski and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the written versions of main lectures presented at the Advanced Study Institute (ASI) on Computational Mathematical Programming, which was held in Bad Windsheim, Germany F. R., from July 23 to August 2, 1984, under the sponsorship of NATO. The ASI was organized by the Committee on Algorithms (COAL) of the Mathematical Programming Society. Co-directors were Karla Hoffmann (National Bureau of Standards, Washington, U.S.A.) and Jan Teigen (Rabobank Nederland, Zeist, The Netherlands). Ninety participants coming from about 20 different countries attended the ASI and contributed their efforts to achieve a highly interesting and stimulating meeting. Since 1947 when the first linear programming technique was developed, the importance of optimization models and their mathematical solution methods has steadily increased, and now plays a leading role in applied research areas. The basic idea of optimization theory is to minimize (or maximize) a function of several variables subject to certain restrictions. This general mathematical concept covers a broad class of possible practical applications arising in mechanical, electrical, or chemical engineering, physics, economics, medicine, biology, etc. There are both industrial applications (e.g. design of mechanical structures, production plans) and applications in the natural, engineering, and social sciences (e.g. chemical equilibrium problems, christollography problems).

Download or read book Linear Semi Infinite Optimization written by Miguel A. Goberna and published by . This book was released on 1998-03-11 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: A linear semi-infinite program is an optimization problem with linear objective functions and linear constraints in which either the number of unknowns or the number of constraints is finite. The many direct applications of linear semi-infinite optimization (or programming) have prompted considerable and increasing research effort in recent years. The authors' aim is to communicate the main theoretical ideas and applications techniques of this fascinating area, from the perspective of convex analysis. The four sections of the book cover: * Modelling with primal and dual problems - the primal problem, space of dual variables, the dual problem. * Linear semi-infinite systems - existence theorems, alternative theorems, redundancy phenomena, geometrical properties of the solution set. * Theory of linear semi-infinite programming - optimality, duality, boundedness, perturbations, well-posedness. * Methods of linear semi-infinite programming - an overview of the main numerical methods for primal and dual problems. Exercises and examples are provided to illustrate both theory and applications. The reader is assumed to be familiar with elementary calculus, linear algebra and general topology. An appendix on convex analysis is provided to ensure that the book is self-contained. Graduate students and researchers wishing to gain a deeper understanding of the main ideas behind the theory of linear optimization will find this book to be an essential text.

Download or read book Mathematical Optimization Theory and Operations Research written by Michael Khachay and published by Springer. This book was released on 2019-06-12 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 18th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2019, held in Ekaterinburg, Russia, in July 2019. The 48 full papers presented in this volume were carefully reviewed and selected from 170 submissions. MOTOR 2019 is a successor of the well-known International and All-Russian conference series, which were organized in Ural, Siberia, and the Far East for a long time. The selected papers are organized in the following topical sections: mathematical programming; bi-level optimization; integer programming; combinatorial optimization; optimal control and approximation; data mining and computational geometry; games and mathematical economics.