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Nonconvex Optimization and Its Applications

Stochastic Decomposition

A Statistical Method for Large Scale Stochastic Linear Programming

Authors: Higle, Julia L., Sen, S.

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  • ISBN 978-1-4615-4115-8
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About this book

Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air­ line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.

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`... can be highly recommended to anyone who wants to understand what stochastic decomposition is all about ...'
Mathematical Reviews, 98d

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook 91,62 €
price for Spain (gross)
  • ISBN 978-1-4615-4115-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 135,19 €
price for Spain (gross)
  • ISBN 978-0-7923-3840-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 114,39 €
price for Spain (gross)
  • ISBN 978-1-4613-6845-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Decomposition
Book Subtitle
A Statistical Method for Large Scale Stochastic Linear Programming
Authors
Series Title
Nonconvex Optimization and Its Applications
Series Volume
8
Copyright
1996
Publisher
Springer US
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-1-4615-4115-8
DOI
10.1007/978-1-4615-4115-8
Hardcover ISBN
978-0-7923-3840-6
Softcover ISBN
978-1-4613-6845-8
Series ISSN
1571-568X
Edition Number
1
Number of Pages
XXIV, 222
Topics