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Stochastic and global optimization

✍ Scribed by Gintautas Dzemyda; Vydūnas Šaltenis; A Zhilinskas

Publisher
Kluwer Academic
Year
2002
Tongue
English
Leaves
237
Series
Nonconvex optimization and its applications, v. 59
Category
Library
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✦ Synopsis

This title emphasizes the statistical approach to global and discrete optimization, though applications to optimal design and to mathematical finance are also presented. The results of various subjects are summarized and the prospects for developments are justified.

✦ Table of Contents


Content: Preliminaries; TABLE OF CONTENTS; THE JUBILEE OF PROF. DR. HABIL. JONAS MOCKUS; Chapter 1 TOPOGRAPHICAL DIFFERENTIAL EVOLUTION USING PRE-CALCULATED DIFFERENTIALS; Chapter 2 OPTIMAL TAX DEPRECIATION IN STOCHASTIC INVESTMENT MODEL; Chapter 3 GLOBAL OPTIMISATION OF CHEMICAL PROCESS FLOWSHEETS; Chapter 4 ONE-DIMENSIONAL GLOBAL OPTIMIZATION BASED ON STATISTICAL MODELS; Chapter 5 ANIMATED VISUAL ANALYSIS OF EXTREMAL PROBLEMS; Chapter 6 TEST PROBLEMS FOR LIPSCHITZ UNIVARIATE GLOBAL OPTIMIZATION WITH MULTIEXTREMAL CONSTRAINTS; Chapter 7 NUMERICAL TECHNIQUES IN APPLIED MULTISTAGE STOCHASTIC PROGRAMMING.
Abstract:

Aimed at practitioners, graduate students in mathematics, statistics, computer science and engineering, this book is dedicated to the 70th birthday of Professor J Mockus, whose scientific interests Read more...

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