Get Free Shipping on orders over $79
Stochastic Linear Programming Algorithms : A Comparison Based on a Model Management System - Janos Mayer

Stochastic Linear Programming Algorithms

A Comparison Based on a Model Management System

By: Janos Mayer

Hardcover | 25 February 1998 | Edition Number 1

At a Glance

Hardcover


RRP $194.00

$171.75

11%OFF

or 4 interest-free payments of $42.94 with

 or 

Available for Backorder. We will order this from our supplier however there isn't a current ETA.

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.

More in Computer Science

What Art Is Now : Creativity in the Age of AI - Michael E. Jones
Microsoft 365 Excel For Dummies : For Dummies (Computer/Tech) - David H. Ringstrom
Agentic AI For Dummies : For Dummies (Computer/Tech) - Pam Baker
Microsoft Power BI For Dummies : For Dummies (Computer/Tech) - Jack A. Hyman
Microsoft 365 Excel All-in-One For Dummies : Excel for Dummies - David H. Ringstrom
MRI in Practice : 5th Edition - Catherine Westbrook

RRP $82.95

$54.75

34%
OFF