Springer Series in Operations Research and Financial Engineering

Global Optimization

A Stochastic Approach

Authors: Schäffler, Stefan

  • Presents a stochastic approach to the dynamic research field of global optimization
  • Covers relevant prerequisites from differential geometry and probability theory
  • Reinforces theory through the necessary motivation and numerical results
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About this book

This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for unconstrained, constrained, vector, and stochastic global optimization problems. All methods presented are illustrated by various examples. Practical numerical algorithms are given and analyzed in detail.

 

The topics presented include the randomized curve of steepest descent, the randomized curve of dominated points, the semi-implicit Euler method, the penalty approach, and active set strategies. The optimal decoding of block codes in digital communications is worked out as a case study and shows the potential and high practical relevance of this new approach.

 

Global Optimization: A Stochastic Approach is an elegant account of a refined theory, suitable for researchers and graduate students interested in global optimization and its applications.

Reviews

From the reviews:

“This book includes a well-written and structured state-of-the-art survey, which gives the interested reader, both practitioner and researcher, essential information on what is necessary for global optimization. The book also provides information on recent and ongoing scientific investigations worldwide; thus, it invites readers to do their own scientific studies. … We believe that both today’s and future generations of students, teachers, researchers, and industry representatives could benefit from this book.” (Miray Hanım (Aslan) Yıldırım and Gerhard-Wilhelm Weber, Interfaces, Vol. 44 (1), January-February, 2014)

“Introducing stochastic methods, the author presents an elegant and widely applicable new approach to global optimization, constrained or unconstrained, scalar or vector, with special emphasis on large scale problems. … Practical numerical methods are discussed in detail. Numerous explicit examples and problems are given. … Due to three appendices summarizing the tools from probability, the book is self-contained … for the reader familiar with some basics of initial value problems and classical local optimization.” (Heinrich Hering, Zentralblatt MATH, Vol. 1262, 2013)


Table of contents (6 chapters)

  • Stochastic Approach to Global Optimization at a Glance

    Schäffler, Stefan

    Pages 1-6

  • Unconstrained Local Optimization

    Schäffler, Stefan

    Pages 7-19

  • Unconstrained Global Optimization

    Schäffler, Stefan

    Pages 21-55

  • Application: Optimal Decoding in Communications Engineering

    Schäffler, Stefan

    Pages 57-73

  • Constrained Global Optimization

    Schäffler, Stefan

    Pages 75-103

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4614-3927-1
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-1-4614-3926-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-1-4899-9280-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Global Optimization
Book Subtitle
A Stochastic Approach
Authors
Series Title
Springer Series in Operations Research and Financial Engineering
Copyright
2012
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-3927-1
DOI
10.1007/978-1-4614-3927-1
Hardcover ISBN
978-1-4614-3926-4
Softcover ISBN
978-1-4899-9280-2
Series ISSN
1431-8598
Edition Number
1
Number of Pages
XVI, 148
Topics