Stochastic Optimization (Scientific Computation)
Edition: 1 edition
Publisher: Springer
Published: November 29, 2006
Language: eng
Format: Hardcover
Number of pages: 568
ISBN-13: 9783540345596
Subjects: Optimization; Stochastics; Probability & Statistics - General; Computers - General Information; Mathematics; Science/Mathematics; Applied; Computer Science; Linear Programming; Computers / Computer Science; Genetic Algorithms; Monte Carlo; Random Numbers; Simulated Annealing; Stochastic Optimization; Tabu Search; Traveling Salesman Problem
Description: The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part. The second part deals with benchmark problems in depth, by applying in sequence a selection of optimization procedures to them. While having primarily scientists and students from the physical and engineering sciences in mind, this book addresses the larger community of all those wishing to learn about stochastic optimization techniques and how to use them.