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Global Optimization: A Stochastic Approach by Stefan Schäffler

Global Optimization: A Stochastic Approach

by Stefan Schäffler
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Book cover type: Paperback
  • ISBN13: 9781489992802
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 148
  • Original Price: EUR 99.99
  • Language: English
  • Edition: 2012
  • Item Weight: 257 grams
  • BISAC Subject(s): Applied, Economics / General, and Operations Research

From the Back Cover

This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for unconstrained, constrained, vector, and stochastic global optimization problems. All methods presented are illustrated by various examples. Practical numerical algorithms are given and analyzed in detail.

The topics presented include the randomized curve of steepest descent, the randomized curve of dominated points, the semi-implicit Euler method, the penalty approach, and active set strategies. The optimal decoding of block codes in digital communications is worked out as a case study and shows the potential and high practical relevance of this new approach.

Global Optimization: A Stochastic Approach is an elegant account of a refined theory, suitable for researchers and graduate students interested in global optimization and its applications.

Prof. Dr. Dr. Stefan Schaffler, Universitat der Bundeswehr Munchen, Fakultat fur Elektrotechnik und Informationstechnik, Mathematik und Operations Research, EIT 1, Neubiberg"

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