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.
"synopsis" may belong to another edition of this title.
Janos Mayer
"About this title" may belong to another edition of this title.
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.
Condition: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Seller Inventory # OTV.9056991442.G
Seller: Basi6 International, Irving, TX, U.S.A.
Condition: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Seller Inventory # POD-625237
Seller: Der Buchfreund, Wien, Austria
Original-Pappband. Condition: Sehr gut. 4 Original-Pappband en Mathematik, Naturwissenschaften (Optimization Theory and Applications. Vol. 1); IX pp., 153 pp. Seller Inventory # 1057
Quantity: 1 available
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 163 1st Edition. Seller Inventory # 262176862
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. Print on Demand pp. 163 This item is printed on demand. Seller Inventory # 5671041
Quantity: 4 available
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND pp. 163. Seller Inventory # 182176852
Quantity: 4 available