Methods of Nonsmooth Optimization in Stochastic Programming
portes grátis
Methods of Nonsmooth Optimization in Stochastic Programming
From Conceptual Algorithms to Real-World Applications
de Oliveira, Welington Luis; van Ackooij, Wim Stefanus
Springer International Publishing AG
05/2025
613
Dura
9783031848360
Pré-lançamento - envio 15 a 20 dias após a sua edição
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Introduction.- Primer of convex analysis.- Variational analysis.- Linear and nonlinear optimization problems.- Probability and Statistics.- Fundamental modeling questions in stochastic programming.- Adjusting to uncertainty: modeling recourse.- Probability constraints.- Proximal point algorithms for problems with structure.- Cutting-plane algorithms for nonsmooth convex optimization over simple domains.- Bundle methods for nonsmooth convex optimization over simple domains.- Methods for nonlinearly constrained nonsmooth optimization problems.- Methods for nonsmooth optimization with mixed-integer variables.- Methods for nonsmooth nonconvex optimization.- Two-stage stochastic programs.- Progressive decoupling in multistage stochastic programming.- Scenario decomposition with alternating projections.- Methods for multistage stochastic linear programs.- Methods for handling probability.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Nonsmooth optimization;Stochastic programming;Numerical optimization;Optimization under uncertainty;Set-valued analysis;Algorithms ;Numerical algorithms;Nonconvex nonsmooth optimization;Stochastic optimization;Mixed-integer convex programming;Convex optimization;Risk-averse multistage stochastic programs
Introduction.- Primer of convex analysis.- Variational analysis.- Linear and nonlinear optimization problems.- Probability and Statistics.- Fundamental modeling questions in stochastic programming.- Adjusting to uncertainty: modeling recourse.- Probability constraints.- Proximal point algorithms for problems with structure.- Cutting-plane algorithms for nonsmooth convex optimization over simple domains.- Bundle methods for nonsmooth convex optimization over simple domains.- Methods for nonlinearly constrained nonsmooth optimization problems.- Methods for nonsmooth optimization with mixed-integer variables.- Methods for nonsmooth nonconvex optimization.- Two-stage stochastic programs.- Progressive decoupling in multistage stochastic programming.- Scenario decomposition with alternating projections.- Methods for multistage stochastic linear programs.- Methods for handling probability.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Nonsmooth optimization;Stochastic programming;Numerical optimization;Optimization under uncertainty;Set-valued analysis;Algorithms ;Numerical algorithms;Nonconvex nonsmooth optimization;Stochastic optimization;Mixed-integer convex programming;Convex optimization;Risk-averse multistage stochastic programs
