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Probability Theory, Computer Mathematics, Mathematical Programming & Operations Research
Stochastic Optimization by Johannes J. Schneider β€” book cover

Stochastic Optimization

by Johannes J. Schneider, Scott Kirkpatrick
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Overview

This book addresses shastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about shastic optimization techniques and how to use them.

Synopsis

The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part. The second part deals with benchmark problems in depth, by applying in sequence a selection of optimization procedures to them. While having primarily scientists and students from the physical and engineering sciences in mind, this book addresses the larger community of all those wishing to learn about stochastic optimization techniques and how to use them.

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Book Details

Published
June 1, 2009
Publisher
Springer-Verlag New York, LLC
Pages
584
Format
Hardcover
ISBN
9783540345596

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