Décomposition-coordination en optimisation déterministe et stochastique

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Publisher : Springer
ISBN 13 : 3662554283
Total Pages : 338 pages
Book Rating : 4.6/5 (625 download)

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Book Synopsis Décomposition-coordination en optimisation déterministe et stochastique by : Pierre Carpentier

Download or read book Décomposition-coordination en optimisation déterministe et stochastique written by Pierre Carpentier and published by Springer. This book was released on 2017-07-11 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ce livre considère le traitement de problèmes d'optimisation de grande taille. L'idée est d'éclater le problème d'optimisation global en sous-problèmes plus petits, donc plus faciles à résoudre, chacun impliquant l'un des sous-systèmes (décomposition), mais sans renoncer à obtenir l'optimum global, ce qui nécessite d'utiliser une procédure itérative (coordination). Ce sujet a fait l'objet de plusieurs livres publiés dans les années 70 dans le contexte de l'optimisation déterministe. Nous présentans ici les principes essentiels et méthodes de décomposition-coordination au travers de situations typiques, puis nous proposons un cadre général qui permet de construire des algorithmes corrects et d'étudier leur convergence. Cette théorie est présentée aussi bien dans le contexte de l'optimisation déterministe que stochastique. Ce matériel a été enseigné par les auteurs dans divers cours de 3ème cycle et également mis en œuvre dans de nombreuses applications industrielles. Des exercices et problèmes avec corrigés illustrent le potentiel de cette approche. This book discusses large-scale optimization problems involving systems made up of interconnected subsystems. The main viewpoint is to break down the overall optimization problem into smaller, easier-to-solve subproblems, each involving one subsystem (decomposition), without sacrificing the objective of achieving the global optimum, which requires an iterative process (coordination). This topic emerged in the 70’s in the context of deterministic optimization. The present book describes the main principles and methods of decomposition-coordination using typical situations, then proposes a general framework that makes it possible to construct well-behaved algorithms and to study their convergence. This theory is presented in the context of deterministic as well as stochastic optimization, and has been taught by the authors in graduate courses and implemented in numerous industrial applications. The book also provides exercises and problems with answers to illustrate the potential of this approach.

Nonlinear Programming and Variational Inequality Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792354550
Total Pages : 360 pages
Book Rating : 4.3/5 (545 download)

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Book Synopsis Nonlinear Programming and Variational Inequality Problems by : Michael Patriksson

Download or read book Nonlinear Programming and Variational Inequality Problems written by Michael Patriksson and published by Springer Science & Business Media. This book was released on 1999 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The framework of algorithms presented in this book is called Cost Approximation. It describes, for a given formulation of a variational inequality or nonlinear programming problem, an algorithm by means of approximating mappings and problems, a principle for the updating of the iteration points, and a merit function which guides and monitors the convergence of the algorithm. One purpose of the book is to offer this framework as an intuitively appealing tool for describing an algorithm. Another purpose is to provide a convergence analysis of the algorithms in the framework. Audience: The book will be of interest to all researchers in the field (it includes over 800 references) and can also be used for advanced courses in non-linear optimization with the possibility of being oriented either to algorithm theory or to the numerical aspects of large-scale nonlinear optimization.

ALGORITHMES DE DECOMPOSITION/COORDINATION EN OPTIMISATION STOCHASTIQUE

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Publisher :
ISBN 13 :
Total Pages : 122 pages
Book Rating : 4.:/5 (799 download)

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Book Synopsis ALGORITHMES DE DECOMPOSITION/COORDINATION EN OPTIMISATION STOCHASTIQUE by : Jean-Christophe Culioli

Download or read book ALGORITHMES DE DECOMPOSITION/COORDINATION EN OPTIMISATION STOCHASTIQUE written by Jean-Christophe Culioli and published by . This book was released on 1987 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: LES SYSTEMES CONSIDERES, SOUVENT COMPLEXES A MODELISER ET/OU OPTIMISER PEUVENT ETRE CONSTITUES DE SOUS-SYSTEMES HETEROGENES POUR LESQUELS UNE TECHNIQUE GLOBALE DE RESOLUTION N'EST PAS NECESSAIREMENT APPROPRIEE OU POSSIBLE, MEME S'ILS SONT EQUIVALENTS ET PEU NOMBREUX

Recent Developments in Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 3642468233
Total Pages : 369 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Recent Developments in Optimization by : Roland Durier

Download or read book Recent Developments in Optimization written by Roland Durier and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main objective of this volume is to provide a presentation and discussion of recent developments in optimization and related fields. Equal emphasis is given to theoretical and practical studies. All the papers in this volume contain original results except two of them which are survey contributions. They deal with a wide range of topics such as optimization and variational inequalities, sensitivity and stability analysis, control theory, convex and nonsmooth analysis, and numerical methods.

Décomposition et coordination en optimisation déterministe différentiable et non différentiable

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Publisher :
ISBN 13 :
Total Pages : 281 pages
Book Rating : 4.:/5 (969 download)

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Book Synopsis Décomposition et coordination en optimisation déterministe différentiable et non différentiable by : Guy Cohen

Download or read book Décomposition et coordination en optimisation déterministe différentiable et non différentiable written by Guy Cohen and published by . This book was released on 1984 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt:

SIAM Journal on Control and Optimization

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Publisher :
ISBN 13 :
Total Pages : 794 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics

Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 1976 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains research articles on the mathematics and applications of control theory and on those parts of optimization theory concerned with the dynamics of deterministic or stochastic systems in continuous or discrete time or otherwise dealing with differential equations, dynamics, infinite-dimensional spaces, or fundamental issues in variational analysis and geometry.

Proceedings of the IASTED International Symposium, Modelling, Identification, and Control

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Publisher : Anaheim [Calif.] ; Calgary : Acta Press
ISBN 13 :
Total Pages : 470 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Proceedings of the IASTED International Symposium, Modelling, Identification, and Control by : International Association of Science and Technology for Development

Download or read book Proceedings of the IASTED International Symposium, Modelling, Identification, and Control written by International Association of Science and Technology for Development and published by Anaheim [Calif.] ; Calgary : Acta Press. This book was released on 1987 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Irrigation and Water Allocation

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Publisher :
ISBN 13 :
Total Pages : 268 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Irrigation and Water Allocation by : T. H. Anstey

Download or read book Irrigation and Water Allocation written by T. H. Anstey and published by . This book was released on 1987 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modelling the Wireless Propagation Channel

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Publisher : John Wiley & Sons
ISBN 13 : 0470751738
Total Pages : 268 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Modelling the Wireless Propagation Channel by : Fernando P¿rez Font¿n

Download or read book Modelling the Wireless Propagation Channel written by Fernando P¿rez Font¿n and published by John Wiley & Sons. This book was released on 2008-09-15 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical tool for propagation channel modeling with MATLAB® simulations. Many books on wireless propagation channel provide a highly theoretical coverage, which for some interested readers, may be difficult to follow. This book takes a very practical approach by introducing the theory in each chapter first, and then carrying out simulations showing how exactly put the theory into practice. The resulting plots are analyzed and commented for clarity, and conclusions are drawn and explained from the obtained results. Key features include: A unique approach to propagation channel modeling with accompanying MATLAB® simulations to demonstrate the theory in practice Contains step by step commentary and analysis of the obtained simulation results in order to provide a comprehensive and structured learning tool Covers a wide range of topics including shadowing effects, coverage and interference, Multipath Narrowband channel, Multipath Wideband channel, propagation in micro and pico-cells, the land mobile satellite (LMS) channel, the directional Multipath channel and MIMO and propagation effects in fixed radio links (terrestrial and satellite) The book comes with an accompanying website that contains the MATLAB® simulations and allows readers to try them out themselves Well suited for lab-use, as reference and as a self-learning tool both for advanced students and professionals Modeling the Wireless Propagation Channel: A simulation approach with MATLAB® will be best suited for postgraduate (Masters and PhD) students and practicing engineers in telecommunications and electrical engineering fields, who are seeking to familiarise themselves with the topic without too many formulas. The book will also be of interest to network engineers, system engineers and researchers

Multistage Stochastic Optimization

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Publisher : Springer
ISBN 13 : 3319088432
Total Pages : 309 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Multistage Stochastic Optimization by : Georg Ch. Pflug

Download or read book Multistage Stochastic Optimization written by Georg Ch. Pflug and published by Springer. This book was released on 2014-11-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.

Planning Under Uncertainty

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Publisher : Boyd & Fraser Publishing Company
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Planning Under Uncertainty by : Gerd Infanger

Download or read book Planning Under Uncertainty written by Gerd Infanger and published by Boyd & Fraser Publishing Company. This book was released on 1994 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Conjugate Duality and Optimization

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Publisher : SIAM
ISBN 13 : 9781611970524
Total Pages : 80 pages
Book Rating : 4.9/5 (75 download)

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Book Synopsis Conjugate Duality and Optimization by : R. Tyrrell Rockafellar

Download or read book Conjugate Duality and Optimization written by R. Tyrrell Rockafellar and published by SIAM. This book was released on 1974-01-01 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.

Management of Stochastic Demand in Make-to-Stock Manufacturing

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Publisher : Peter Lang
ISBN 13 : 9783631594094
Total Pages : 138 pages
Book Rating : 4.5/5 (94 download)

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Book Synopsis Management of Stochastic Demand in Make-to-Stock Manufacturing by : Rainer Quante

Download or read book Management of Stochastic Demand in Make-to-Stock Manufacturing written by Rainer Quante and published by Peter Lang. This book was released on 2009 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up to now, demand fulfillment in make-to-stock manufacturing is usually handled by advanced planning systems. Orders are fulfilled on the basis of simple rules or deterministic planning approaches not taking into account demand fluctuations. The consideration of different customer classes as it is often done today requires more sophisticated approaches explicitly considering stochastic influences. This book reviews current literature, presents a framework that addresses revenue management and demand fulfillment at once and introduces new stochastic approaches for demand fulfillment in make-to-stock manufacturing based on the ideas of the revenue management literature.

Dissertation Abstracts International

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Publisher :
ISBN 13 :
Total Pages : 876 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1995 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Multi-Stage Optimization

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Publisher :
ISBN 13 : 9783319181394
Total Pages : pages
Book Rating : 4.1/5 (813 download)

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Book Synopsis Stochastic Multi-Stage Optimization by : Pierre Carpentier

Download or read book Stochastic Multi-Stage Optimization written by Pierre Carpentier and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.

The Bible of Options Strategies

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Publisher : Pearson Education
ISBN 13 : 0131710664
Total Pages : 395 pages
Book Rating : 4.1/5 (317 download)

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Book Synopsis The Bible of Options Strategies by : Guy Cohen

Download or read book The Bible of Options Strategies written by Guy Cohen and published by Pearson Education. This book was released on 2005 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents today's most effective strategies for trading options :how and why they work, when they're appropriate, when they're inappropriate, and how to use each one responsibly and with confidence. This book will help you identify and implement the optimal strategy for every opportunity, trading environment, and goal.

Options Made Easy

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Publisher : Pearson Education
ISBN 13 : 0132703580
Total Pages : 402 pages
Book Rating : 4.1/5 (327 download)

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Book Synopsis Options Made Easy by : Guy Cohen

Download or read book Options Made Easy written by Guy Cohen and published by Pearson Education. This book was released on 2005-07-18 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Options Made Easy, Second Edition, Guy Cohen clearly explains everything you need to know about options in plain English so that you can start trading fast and make consistent profits in any market, bull or bear! Simply and clearly, the author reveals secrets of options trading that were formerly limited to elite professionals–and exposes the dangerous myths that keep investors from profiting. As you set out on your options journey, you'll learn interactively through real-life examples, anecdotes, case studies, and pictures. Guy Cohen is your friendly expert guide, helping you pick the right stocks, learn the right strategies, create the trading plans that work, and master the psychology of the winning trader. Master all the essentials–and put them to work Options demystified so that you can get past the fear and start profiting! Learn the safest ways to trade options Identify high-probability trades that lead to consistent profits Design a winning Trading Plan–and stick to it Understand your risk profile and discover exactly when to enter and exit your trades Choose the right stocks for maximum profit Screen for your best opportunities–stocks that are moving–or are about to move Discover the optimum strategies for you Match your trading strategies to your personal investment goals No bull! The realities and myths of the markets What you must know about fundamental and technical analysis