Methods of Nonsmooth Optimization in Stochastic Programming

Language: English

Published by Springer, Springer Mai 2025, 2025

3031848365 / 9783031848360

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This item is printed on demand - Print on Demand Titel. Neuware -This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty. Each method is accompanied by rigorous mathematical analysis, ensuring a deep understanding of the underlying principles. The theoretical discussions included are essential for comprehending the mechanics of various algorithms and the nature of the solutions they provide-whether they are global, local, stationary, or critical. The book begins by introducing fundamental tools from set-valued analysis, optimization, and probability theory. It then transitions from deterministic to stochastic optimization, starting with a thorough discussion of modeling, understanding uncertainty, and incorporating it into optimization problems. Following this foundation, the book explores numerical algorithms for nonsmooth optimization, covering well-known decomposition techniques and algorithms for convex optimization, mixed-integer convex programming, and nonconvex optimization. Additionally, it introduces numerical algorithms specifically for stochastic programming, focusing on stochastic programming with recourse, chance-constrained optimization, and detailed algorithms for both risk-neutral and risk-averse multistage stochastic programs.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 588 pp. Englisch.…

Seller Inventory # 9783031848360

Title
Methods of Nonsmooth Optimization in Stochastic Programming
Author
Wim Stefanus van Ackooij
Publisher
Springer, Springer Mai 2025
Publication year
2025
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3031848365
ISBN 13
9783031848360
Item weight
1,037 grams
Dimensions
241x160x37 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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