Stochastic Programming Algorithms And Models
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Stochastic Programming Algorithms And Models
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Author : Julia L. Higle
language : en
Publisher:
Release Date : 1996
Stochastic Programming Algorithms And Models written by Julia L. Higle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Mathematical optimization categories.
Computational Stochastic Programming
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Author : Lewis Ntaimo
language : en
Publisher: Springer Nature
Release Date :
Computational Stochastic Programming written by Lewis Ntaimo and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Stochastic Linear Programming Algorithms
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Author : Janos Mayer
language : en
Publisher: Taylor & Francis
Release Date : 2022-04-19
Stochastic Linear Programming Algorithms written by Janos Mayer and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-19 with Computers categories.
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.
Applications Of Stochastic Programming
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Author : Stein W. Wallace
language : en
Publisher: SIAM
Release Date : 2005-06-01
Applications Of Stochastic Programming written by Stein W. Wallace and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-01 with Mathematics categories.
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Electrical Power Unit Commitment
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Author : Yuping Huang
language : en
Publisher: Springer
Release Date : 2017-01-13
Electrical Power Unit Commitment written by Yuping Huang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-13 with Business & Economics categories.
This volume in the SpringerBriefs in Energy series offers a systematic review of unit commitment (UC) problems in electrical power generation. It updates texts written in the late 1990s and early 2000s by including the fundamentals of both UC and state-of-the-art modeling as well as solution algorithms and highlighting stochastic models and mixed-integer programming techniques. The UC problems are mostly formulated as mixed-integer linear programs, although there are many variants. A number of algorithms have been developed for, or applied to, UC problems, including dynamic programming, Lagrangian relaxation, general mixed-integer programming algorithms, and Benders decomposition. In addition the book discusses the recent trends in solving UC problems, especially stochastic programming models, and advanced techniques to handle large numbers of integer- decision variables due to scenario propagation
Stochastic Optimization
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Author : Stanislav Uryasev
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Stochastic Optimization written by Stanislav Uryasev and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Technology & Engineering categories.
Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Stochastic Linear Programming
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Author : P. Kall
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Linear Programming written by P. Kall and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Todaymanyeconomists, engineers and mathematicians are familiar with linear programming and are able to apply it. This is owing to the following facts: during the last 25 years efficient methods have been developed; at the same time sufficient computer capacity became available; finally, in many different fields, linear programs have turned out to be appropriate models for solving practical problems. However, to apply the theory and the methods of linear programming, it is required that the data determining a linear program be fixed known numbers. This condition is not fulfilled in many practical situations, e. g. when the data are demands, technological coefficients, available capacities, cost rates and so on. It may happen that such data are random variables. In this case, it seems to be common practice to replace these random variables by their mean values and solve the resulting linear program. By 1960 various authors had already recog nized that this approach is unsound: between 1955 and 1960 there were such papers as "Linear Programming under Uncertainty", "Stochastic Linear Pro gramming with Applications to Agricultural Economics", "Chance Constrained Programming", "Inequalities for Stochastic Linear Programming Problems" and "An Approach to Linear Programming under Uncertainty".
Algorithms And Model Formulations In Mathematical Programming
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Author : Stein W. Wallace
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Algorithms And Model Formulations In Mathematical Programming written by Stein W. Wallace and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Computers categories.
The NATO Advanced Research Workshop (ARW) "Algorithms and Model Formulations in Mathematical Programming" was held at Chr. Michelsen Institute in Bergen, Norway, from June 15 to June 19, 1987. The ARW was organized on behalf of the Committee on Algorithms (COAL) of the Mathematical Programming Society (MPS). Co-directors were Jan Telgen (Van Dien+Co Organisatie, Utrecht, The Netherlands) and Roger J-B Wets (The University of California at Davis, USA). 43 participants from 11 countries attended the ARW. The workshop was organized such that each day started with a - minute keynote presentation, followed by a 45-minute plenary discussion. The first part of this book contains the contributions of the five keynote speakers. The plenary discussions were taped, and the transcripts given to the keynote speakers. They have treated the transcripts differently, some by working the discussions into their papers, others by adding a section which sums up the discussions. The plenary discussions were very interesting and stimulating due to active participation of the audience. The five keynote speakers were asked to view the topic of the workshop, the interaction between algorithms and model formulations, from different perspectives. On the first day of the workshop Professor Alexander H.G. Rinnooy Kan (Erasmus University, Rotterdam, The Netherlands) put the theme into a larger context by his talk "Mathematical programming as an intellectual activity". This is an article of importance to any mathematical programmer who is interested in his field's history and present state.
Stochastic Linear Programming Algorithms
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Author : Janos Mayer
language : en
Publisher: CRC Press
Release Date : 1998-02-25
Stochastic Linear Programming Algorithms written by Janos Mayer and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-02-25 with Computers categories.
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.
Modeling With Stochastic Programming
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Author : Alan J. King
language : en
Publisher: Springer Nature
Release Date :
Modeling With Stochastic Programming written by Alan J. King and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.