eBook - PDF

Stochastic Linear Programming Algorithms

Name: Stochastic Linear Programming Algorithms
ISBN: 9781351413695

A Comparison Based on a Model Management System

Janos Mayer,

164 pages
English
PDF
Available on iOS & Android

eBook - PDF

Stochastic Linear Programming Algorithms

A Comparison Based on a Model Management System

Janos Mayer,

About this book

A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computational results with several major stochastic programming solution approaches. The following methods are considered: regularized decomposition, stochastic decomposition and successive discrete approximation methods for two stage problems; cutting plane methods, and a reduced gradient method for jointly chance constrained problems. The first part of the book introduces the algorithms, including a unified approach to decomposition methods and their regularized counterparts. The second part addresses computer implementation of the methods, describes a testing environment based on a model management system, and presents comparative computational results with the various algorithms. Emphasis is on the computational behavior of the algorithms.

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Yes, you can access Stochastic Linear Programming Algorithms by Janos Mayer in PDF and/or ePUB format, as well as other popular books in Computer Science & Programming Algorithms. We have over one million books available in our catalogue for you to explore.