Methods of Nonsmooth Optimization in Stochastic Programming: From Conceptual Alg

$272.50

Methods of Nonsmooth Optimization in Stochastic Programming by Wim Stefanus van Ackooij, Welington Luis de Oliveira

Estimated delivery 3-12 business days

Format Hardcover

Condition Brand New

Description This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty. Each method is accompanied by rigorous mathematical analysis, ensuring a deep understanding of the underlying principles. The theoretical discussions included are essential for comprehending the mechanics of various algorithms and the nature of the solutions they provide—whether they are global, local, stationary, or critical. The book begins by introducing fundamental tools from set-valued analysis, optimization, and probability theory. It then transitions from deterministic to stochastic optimization, starting with a thorough discussion of modeling, understanding uncertainty, and incorporating it into optimization problems. Following this foundation, the book explores numerical algorithms for nonsmooth optimization, covering well-known decomposition techniques and algorithms for convex optimization, mixed-integer convex programming, and nonconvex optimization. Additionally, it introduces numerical algorithms specifically for stochastic programming, focusing on stochastic programming with recourse, chance-constrained optimization, and detailed algorithms for both risk-neutral and risk-averse multistage stochastic book guides readers through the entire process, from defining optimization models for practical problems to presenting implementable algorithms that can be applied in practice. It is intended for students, practitioners, and scholars who may be unfamiliar with stochastic programming and nonsmooth optimization. The analyses provided are also valuable for practitioners who may not be interested in convergence proofs but wish to understand the nature of the solutions obtained.

Details

ISBN 3031848365
ISBN-13 9783031848360
Title Methods of Nonsmooth Optimization in Stochastic Programming
Author Wim Stefanus van Ackooij, Welington Luis de Oliveira
Format Hardcover
Year 2025
Pages 570
Publisher Springer International Publishing AG

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