Scientific Computation

Stochastic Optimization

Authors: Schneider, Johannes, Kirkpatrick, Scott

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About this book

The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part. The second part deals with benchmark problems in depth, by applying in sequence a selection of optimization procedures to them. While having primarily scientists and students from the physical and engineering sciences in mind, this book addresses the larger community of all those wishing to learn about stochastic optimization techniques and how to use them.

Reviews

From the reviews:

"The book is devoted to stochastic global optimization methods. … The book is primarily addressed to scientists and students from the physical and engineering sciences but may also be useful to a larger community interested in stochastic methods of global optimization." (A. H. Žilinskas, Mathematical Reviews, Issue 2007 i)

"This book provides a rich collection of stochastic optimization algorithms and heuristics that cope with optimization issues. … In summary, this is a good book on stochastic optimization. It is important book of any engineering library or laboratory. In my opinion, this book may be used as a quick reference for sophisticated scholars, or as an introductory book for students who are interested in an overview of the state-of-the-art mechanisms in this field." (Wei Yen, Computing Reviews, December, 2007)

"This book presents a compendium of Stochastic Optimisation concerned with the use of heuristics mainly including Markov Chain Monte Carlo methods. It is divided into 3 parts. … 216 references are listed. They cover the main existing results in the theme. I consider that an outstanding feature of the book is its successful synthesis of giving in an ‘altogether’ curve information needed for being comfortable with the realms of heuristic algorithms. I warmly recommended it for specialists working in optimization." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1116 (18), 2007)


Table of contents (50 chapters)

Buy this book

eBook $99.00
price for USA
  • ISBN 978-3-540-34560-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-540-34559-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-3-642-07094-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Optimization
Authors
Series Title
Scientific Computation
Copyright
2006
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-34560-2
DOI
10.1007/978-3-540-34560-2
Hardcover ISBN
978-3-540-34559-6
Softcover ISBN
978-3-642-07094-5
Series ISSN
1434-8322
Edition Number
1
Number of Pages
XVI, 568
Topics