STOCHASTIC LINEAR PROGRAMMING ALGORITHMS by Janos Mayer ( 9789056991449 )

Item Details

Title:

STOCHASTIC LINEAR PROGRAMMING ALGORITHMS
A COMPARISON BASED ON A MODEL MANAGEMENT SYSTEM

By:

Janos Mayer

Format:

Hardback

List price:

£86.99

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£78.29

Discount:

10% off

You save:

£8.70

ISBN 10:

9056991442

ISBN 13:

9789056991449

Availability:

Reprinting. This item may be subject to delays or cancellation.

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Publisher:

TAYLOR & FRANCIS LTD

Pub. date:

25 February, 1998

Pages:

163

Description:

A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this resource presents comparative computational results with several major stochastic programming solution approaches.

Synopsis:

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.

Illustrations:

Illustrations

Publication:

Imprint:

Taylor & Francis Ltd

Returns:

Returnable

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