Newsletter   Secure Checkout   View Cart (0 items)  
Search:    Welcome Guest! Save up to 30-40% on most items with our awesome everyday discounts!

Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System (Optimization Theory & Applications Series) [Hardcover]

Our Price $ 54.57  
Retail Value $ 77.95  
You Save $ 23.39  (30%)  
Item Number 185876  
Buy New $54.57
Quantity:
Out Of Stock!
Currently Out Of Stock
Currently unavailable...

Item description for Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System (Optimization Theory & Applications Series) by Janos Mayer...

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.



Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at promiseangels.com!

Item Specifications...


Studio: CRC Press
Pages   163
Est. Packaging Dimensions:   Length: 0.75" Width: 7.25" Height: 10.25"
Weight:   1.15 lbs.
Binding  Hardcover
Release Date   Feb 25, 1998
Publisher   CRC
ISBN  9056991442  
ISBN13  9789056991449  


Availability  0 units.


More About Janos Mayer


Register your artisan biography and upload your photo! Are You The Artisan or Author behind this product?
Improve our customers experience by registering for an Artisan Biography Center Homepage.



Product Categories

1Books > Subjects > Computers & Internet > Programming > Algorithms > General
2Books > Subjects > Computers & Internet > Programming > Algorithms
3Books > Subjects > Science > General
4Books > Subjects > Science > Mathematics > General
5Books > Subjects > Science > Mathematics > Research



Reviews - What do customers think about Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System (Optimization Theory & Applications Series)?

Interesting for researchers; not so much for students.  Apr 14, 2000
This not a bad book, and I didn't regret buying it. However, if you are interested in an introduction to stochastic linear programming, look for other books (e.g. Kall/Wallace or Birge/Louveaux). Indeed, the title does not convey the true nature of the book. Its subtitle (A comparison based on a model management system) better clarifies its purpose: it is a short research monograph where different solution algorithms are compared. If you want, it is a sort of high-level thesis work, from which a book has been derived.

Computational tests are a quite significant part of the book, whereas the introduction to the field is quite brief (and limited in scope; for instance only two-stage problems with recourse are described).

The theoretical part aims at being rigorous and self-contained (since it starts from the basics of convex optimization), but it is too brief and hard to read for a student. It can be used as a reference for the experienced reader, provided she tracks all the required references in the literature. Furthermore, it may be interesting for people searching for some work on chance constrained problems, since the author is an active researcher in this area.

As to the computational testing, it is worth noting that the author describes how to generate problem instances to test different algorithms; this is good for people looking for benchmarks. On the other hand, many readers will not find the description of the codes developed by the author much useful.

On the whole, while it may be a useful reading for a researcher, this is more a long survey article than a true book. In view of this, a cheaper edition would have been better.

 

Write your own review about Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System (Optimization Theory & Applications Series)



Ask A Question or Provide Feedback regarding Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System (Optimization Theory & Applications Series)


Item Feedback and Product Questions
For immediate assistance call 888.395.0572 during the hours of 10am thru 8pm EST Monday thru Friday and a customer care representative will be happy to help you!

Help us continuously improve our service by reporting your feedback or questions below:

I have a question regarding this product
The information above is incorrect or conflicting
The page has misspellings or incorrect grammar
The page did not load correctly in my browser or created an error.

Email Address:
Anti Spam Question. To combat spammers we require that you answer a simple question.
What color is the sky?
Leave This Blank :
Do Not Change This Text :



Add This Product Widget To Your Website

Looking to add this information to your own website? Then use our Product Widget to allow you to display product information in a frame that is 120 pixels wide by 240 pixels high.

    Copy and paste the following HTML into your website and enjoy!



Order toll-free weekdays 10am thru 10pm EST by phone: 1-888-395-0572 (Lines are closed on holidays & weekends.)
Customer Service | My Account | Track My Orders | Return Policy | Request Free Catalog | Email Newsletter


Resources
Gift Certificates
RSS Feeds
Corporate
About Us
Contact Us
Policies
Terms Of Use
Privacy Policy