Author: Pierre Carpentier
Publisher: Springer
ISBN: 3662554283
Category : Mathematics
Languages : fr
Pages : 338
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Book Description
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.
Author: Michael Patriksson
Publisher: Springer Science & Business Media
ISBN: 9780792354550
Category : Business & Economics
Languages : en
Pages : 360
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Book Description
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.
Author: Jean-Christophe Culioli
Publisher:
ISBN:
Category :
Languages : fr
Pages : 122
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Book Description
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
Author: Roland Durier
Publisher: Springer Science & Business Media
ISBN: 3642468233
Category : Mathematics
Languages : en
Pages : 369
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Book Description
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.
Author: Guy Cohen
Publisher:
ISBN:
Category :
Languages : fr
Pages : 0
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Book Description
Author: Society for Industrial and Applied Mathematics
Publisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 794
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Book Description
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.
Author: International Association of Science and Technology for Development
Publisher: Anaheim [Calif.] ; Calgary : Acta Press
ISBN:
Category : Computers
Languages : en
Pages : 470
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Book Description
Author: T. H. Anstey
Publisher:
ISBN:
Category : Hydrological forecasting
Languages : en
Pages : 268
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Book Description
Author: Fernando P¿rez Font¿n
Publisher: John Wiley & Sons
ISBN: 0470751738
Category : Technology & Engineering
Languages : en
Pages : 268
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Book Description
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
Author: Georg Ch. Pflug
Publisher: Springer
ISBN: 3319088432
Category : Business & Economics
Languages : en
Pages : 309
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Book Description
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.
