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Stochastic and Global Optimization

✍ Scribed by M. M. Ali, A. Törn (auth.), Gintautas Dzemyda, Vydūnas à altenis, Antanas Žilinskas (eds.)

Publisher
Springer US
Year
2002
Tongue
English
Leaves
237
Series
Nonconvex Optimization and Its Applications 59
Edition
1
Category
Library
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✦ Synopsis

This book is dedicated to the 70th birthday of Professor J. Mockus, whose scientific interests include theory and applications of global and discrete optimization, and stochastic programming. The papers for the book were selected because they relate to these topics and also satisfy the criterion of theoretical soundness combined with practical applicability. In addition, the methods for statistical analysis of extremal problems are covered. Although statistical approach to global and discrete optimization is emphasized, applications to optimal design and to mathematical finance are also presented. The results of some subjects (e.g., statistical models based on one-dimensional global optimization) are summarized and the prospects for new developments are justified.
Audience: Practitioners, graduate students in mathematics, statistics, computer science and engineering.

✦ Table of Contents


Content:
Front Matter....Pages i-xi
Topographical Differential Evolution Using Pre-calculated Differentials....Pages 1-17
Optimal Tax Depreciation in Stochastic Investment Model....Pages 19-32
Global Optimisation of Chemical Process Flowsheets....Pages 33-48
One-dimensional Global Optimization Based on Statistical Models....Pages 49-63
Animated Visual Analysis of Extremal Problems....Pages 65-91
Test Problems for Lipschitz Univariate Global Optimization with Multiextremal Constraints....Pages 93-109
Numerical Techniques in Applied Multistage Stochastic Programming....Pages 111-127
On the Efficiency and Effectiveness of Controlled Random Search....Pages 129-145
Discrete Backtracking Adaptive Search for Global Optimization....Pages 147-174
Parallel Branch-and-bound Attraction Based Methods for Global Optimzation....Pages 175-187
On Solution of Stochastic Linear Programs by Discretization Methods....Pages 189-207
The Structure of Multivariate Models and the Range of Definition....Pages 209-219
Optimality Criteria for Investment Projects Under Uncertainty....Pages 221-233
Back Matter....Pages 234-236

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