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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8) - Hardcover
Synopsis
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
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`... can be highly recommended to anyone who wants to understand what stochastic decomposition is all about ...'
Mathematical Reviews, 98d
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Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming
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Stochastic Decomposition (Hardcover)
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Kluwer Academic Publishers, Dordrecht, 1996
ISBN 10: 0792338405
ISBN 13: 9780792338406
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Hardcover. Condition: new. Hardcover. This work summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. Unlike traditional deterministic algorithms, SD combines sampling approaches from the statistical literature with traditional mathematical programming constructs (for example decomposition and cutting planes). This marriage of two highly computationally oriented disciplines leads to a line of work that is most definitely driven by computational considerations. Furthermore, the use of sampled data in SD makes it extremely flexible in its ability to accommodate various representations of uncertainty, including situations in which outcomes/scenarios can only be generated by an algorithm/simulation. The authors report computational results with some of the largest stochastic programs arising in applications. These results (mathematical as well as computational) are the "tip of the iceberg". Further research will uncover extensions of SD to a wider class of problems. Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780792338406
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications)
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Hardcover. Condition: Fine. 0792338405 Fine/As New; Hardcover; Covers are still glossy with "sharp" edge-corners; Unblemished textblock edges; The endpapers and all text pages are bright and unmarked; Binding is tight with a straight spine; This book will be stored and delivered in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Blue covers with title in black lettering; 1996, Springer-Verlag Publishing; 222 pages; "Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications)," by Julia L. Higle & S. Sen. Seller Inventory # SKU-U30FH10303017
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8)
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8)
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming (Nonconvex Optimization and Its Applications, 8)
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Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming
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Stochastic Decomposition
Published by
Kluwer Academic Publishers, 1996
ISBN 10: 0792338405
ISBN 13: 9780792338406
New
Hardcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Condition: New. Summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. This title is suitable for researchers in mathematical optimization, including those working in telecommunications and electric power generation. Series: Nonconvex Optimization and Its Applications. Num Pages: 246 pages, biography. BIC Classification: PBT; PBW; UM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 15. Weight in Grams: 1160. . 1996. Hardback. . . . . Seller Inventory # V9780792338406
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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming
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Gebunden. Condition: New. Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found a. Seller Inventory # 458439014
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