000 02825nam a22004455i 4500
001 978-1-4614-3927-1
003 DE-He213
005 20140220083249.0
007 cr nn 008mamaa
008 120625s2012 xxu| s |||| 0|eng d
020 _a9781461439271
_9978-1-4614-3927-1
024 7 _a10.1007/978-1-4614-3927-1
_2doi
050 4 _aQA402.5-402.6
072 7 _aPBU
_2bicssc
072 7 _aMAT003000
_2bisacsh
082 0 4 _a519.6
_223
100 1 _aSchäffler, Stefan.
_eauthor.
245 1 0 _aGlobal Optimization
_h[electronic resource] :
_bA Stochastic Approach /
_cby Stefan Schäffler.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2012.
300 _aXV, 147 p. 58 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
505 0 _aPreface -- Introduction -- Preliminaries -- The Approach -- Theoretical Results -- The Algorithm -- Numerical Results -- References -- Index.
520 _aThis 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.
650 0 _aMathematics.
650 0 _aMathematical optimization.
650 1 4 _aMathematics.
650 2 4 _aOptimization.
650 2 4 _aOperations Research, Management Science.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461439264
830 0 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-3927-1
912 _aZDB-2-SMA
999 _c101463
_d101463