![]() |
|
Methods of Nonsmooth Optimization in Stochastic Programming - Printable Version +- Softwarez.Info - Software's World! (https://softwarez.info) +-- Forum: Library Zone (https://softwarez.info/Forum-Library-Zone) +--- Forum: E-Books (https://softwarez.info/Forum-E-Books) +--- Thread: Methods of Nonsmooth Optimization in Stochastic Programming (/Thread-Methods-of-Nonsmooth-Optimization-in-Stochastic-Programming) |
Methods of Nonsmooth Optimization in Stochastic Programming - ebooks1001 - 06-06-2025 ![]() Free Download Methods of Nonsmooth Optimization in Stochastic Programming: From Conceptual Algorithms to Real-World Applications English | 2025 | ISBN: 3031848365 | 934 Pages | PDF EPUB (True) | 53 MB 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. Recommend Download Link Hight Speed | Please Say Thanks Keep Topic Live Links are Interchangeable - Single Extraction |