J. Frédéric Bonnans – författare
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3 produkter
3 produkter
Häftad, Engelska, 2019
706 kr
Skickas inom 10-15 vardagar
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with.The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules.This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.
E-bok
Engelska, 2019840 kr
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This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with.
The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules.
This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.
Häftad, Franska, 1997
544 kr
Skickas inom 10-15 vardagar
Ce livre est exclusivement consacré aux algorithmes numériques d'optimisation (quasi-Newton, faisceaux, programmation quadratique successive, points intérieurs); les bases théoriques (conditions d'optimalité, multiplicateurs de Lagrange) sont supposées connues.Son but est de familiariser le lecteur avec ces algorithmes, qui sont pour la plupart bien classiques. Leur description insiste sur leur implémentation numérique, ils peuvent être programmés directement par un lecteur expérimenté. Le côté théorique n'est pas pour autant négligé, avec démonstration de chaque théorème de convergence ou vitesse de convergence; souvent, ces démonstrations utilisent des hypothèses minimales.