Hardcover
A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this resource presents comparative computational results with several major stochastic programming solution approaches.
Stochastic Linear Programming Algorithms, 1st Edition
A Comparison Based on a Model Management System
$320.94
- Hardcover
163 pages
- Release Date
25 February 1998
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Summary
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 join…
Book Details
| ISBN-13: | 9789056991449 |
|---|---|
| ISBN-10: | 9056991442 |
| Author: | Janos Mayer |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Taylor & Francis Ltd |
| Format: | Hardcover |
| Number of Pages: | 163 |
| Edition: | 1st |
| Release Date: | 25 February 1998 |
| Weight: | 512g |
| Dimensions: | 254mm x 191mm |
| Series: | Optimization Theory and Applications |
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Janos Mayer
Janos Mayer
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