Overview

This volume 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 (for example, statistical models based on one-dimensional global optimization) are summarized and the prospects for developments are justified.

Full Product Details

Author:   G. Dzemyda ,  V. Saltenis ,  A. Žilinskas
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2002 ed.
Volume:   59
Dimensions:   Width: 15.60cm , Height: 1.50cm , Length: 23.40cm
Weight:   1.200kg
ISBN:  

9781402004841

ISBN 10:   1402004842
Pages:   237
Publication Date:   31 March 2002
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Topographical Differential Evolution Using Pre-calculated Differentials.- Optimal Tax Depreciation in Stochastic Investment Model.- Global Optimisation of Chemical Process Flowsheets.- One-dimensional Global Optimization Based on Statistical Models.- Animated Visual Analysis of Extremal Problems.- Test Problems for Lipschitz Univariate Global Optimization with Multiextremal Constraints.- Numerical Techniques in Applied Multistage Stochastic Programming.- On the Efficiency and Effectiveness of Controlled Random Search.- Discrete Backtracking Adaptive Search for Global Optimization.- Parallel Branch-and-bound Attraction Based Methods for Global Optimzation.- On Solution of Stochastic Linear Programs by Discretization Methods.- The Structure of Multivariate Models and the Range of Definition.- Optimality Criteria for Investment Projects Under Uncertainty.

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