Separable Programming - Applied Optimization - Stefan M. Stefanov - Books - Springer-Verlag New York Inc. - 9781441948519 - December 6, 2010
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Stefan M. Stefanov
Separable Programming - Applied Optimization 1st Ed. Softcover of Orig. Ed. 2001 edition

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In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming. Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered.
Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed.
As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. Numerical approximation with respect to I1 and I4 norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well.
Audience: Advanced undergraduate and graduate students, mathematical programming/ operations research specialists.

314 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 6, 2010
ISBN13 9781441948519
Publishers Springer-Verlag New York Inc.
Pages 314
Dimensions 156 × 234 × 18 mm   ·   476 g
Language English  

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