Neuware - In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming. Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered. Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed. As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. Numerical approximation with respect to I1 and I4 norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well. Audience: Advanced undergraduate and graduate students, mathematical programming/ operations research specialists.

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Bibliographic Details

Title: Separable Programming : Theory and Methods
Publisher: Springer Netherlands, Springer US
Publication Date: 2001
Language: English
ISBN 10: 0792368827
ISBN 13: 9780792368823
Binding: Buch
Condition: Neu
Dimensions: 235 millimeters width by 155 millimeters height by 35 millimeters depth
Weight: 653 grams

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In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming. Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered.
Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed.
As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. Numerical approximation with respect to I₁ and I₄ norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well.
Audience: Advanced undergraduate and graduate students, mathematical programming/ operations research specialists.

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