Perturbation Analysis Of Optimization Problems

Author : J.Frederic Bonnans
Publisher : Springer Science & Business Media
ISBN 13 : 1461213940
Total Pages : 618 pages
Book Rating : 4.49/5 ( download)

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Download or read book Perturbation Analysis of Optimization Problems written by J.Frederic Bonnans and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.

Author : A. L. Dontchev
Publisher : Springer
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.73/5 ( download)

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Download or read book Perturbations, Approximations and Sensitivity Analysis of Optimal Control Systems written by A. L. Dontchev and published by Springer. This book was released on 1983 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Anthony J. Calise
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.80/5 ( download)

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Download or read book Singular Perturbation Analysis of AOTV Related Trajectory Optimization Problems written by Anthony J. Calise and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Stephen P. Boyd
Publisher : Cambridge University Press
ISBN 13 : 9780521833783
Total Pages : 744 pages
Book Rating : 4.87/5 ( download)

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Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Author : Chun-Hung Chen
Publisher : World Scientific
ISBN 13 : 9814513016
Total Pages : 274 pages
Book Rating : 4.12/5 ( download)

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Download or read book Stochastic Simulation Optimization for Discrete Event Systems written by Chun-Hung Chen and published by World Scientific. This book was released on 2013 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a hard nut to crack. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

Author : Chun-hung Chen
Publisher : World Scientific
ISBN 13 : 9814513024
Total Pages : 274 pages
Book Rating : 4.29/5 ( download)

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Download or read book Stochastic Simulation Optimization For Discrete Event Systems: Perturbation Analysis, Ordinal Optimization And Beyond written by Chun-hung Chen and published by World Scientific. This book was released on 2013-07-03 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a “hard nut to crack”. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

Author : Tamir Hazan
Publisher : MIT Press
ISBN 13 : 0262549948
Total Pages : 413 pages
Book Rating : 4.43/5 ( download)

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Download or read book Perturbations, Optimization, and Statistics written by Tamir Hazan and published by MIT Press. This book was released on 2023-12-05 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: A description of perturbation-based methods developed in machine learning to augment novel optimization methods with strong statistical guarantees. In nearly all machine learning, decisions must be made given current knowledge. Surprisingly, making what is believed to be the best decision is not always the best strategy, even when learning in a supervised learning setting. An emerging body of work on learning under different rules applies perturbations to decision and learning procedures. These methods provide simple and highly efficient learning rules with improved theoretical guarantees. This book describes perturbation-based methods developed in machine learning to augment novel optimization methods with strong statistical guarantees, offering readers a state-of-the-art overview. Chapters address recent modeling ideas that have arisen within the perturbations framework, including Perturb & MAP, herding, and the use of neural networks to map generic noise to distribution over highly structured data. They describe new learning procedures for perturbation models, including an improved EM algorithm and a learning algorithm that aims to match moments of model samples to moments of data. They discuss understanding the relation of perturbation models to their traditional counterparts, with one chapter showing that the perturbations viewpoint can lead to new algorithms in the traditional setting. And they consider perturbation-based regularization in neural networks, offering a more complete understanding of dropout and studying perturbations in the context of deep neural networks.

Author : Vladimir F. Demyanov
Publisher : Springer Science & Business Media
ISBN 13 : 1461486157
Total Pages : 258 pages
Book Rating : 4.52/5 ( download)

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Download or read book Constructive Nonsmooth Analysis and Related Topics written by Vladimir F. Demyanov and published by Springer Science & Business Media. This book was released on 2013-11-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a collection of papers based on lectures and presentations delivered at the International Conference on Constructive Nonsmooth Analysis (CNSA) held in St. Petersburg (Russia) from June 18-23, 2012. This conference was organized to mark the 50th anniversary of the birth of nonsmooth analysis and nondifferentiable optimization and was dedicated to J.-J. Moreau and the late B.N. Pshenichnyi, A.M. Rubinov, and N.Z. Shor, whose contributions to NSA and NDO remain invaluable. The first four chapters of the book are devoted to the theory of nonsmooth analysis. Chapters 5-8 contain new results in nonsmooth mechanics and calculus of variations. Chapters 9-13 are related to nondifferentiable optimization, and the volume concludes with four chapters containing interesting and important historical chapters, including tributes to three giants of nonsmooth analysis, convexity, and optimization: Alexandr Alexandrov, Leonid Kantorovich, and Alex Rubinov. The last chapter provides an overview and important snapshots of the 50-year history of convex analysis and optimization.

Author : Franco Giannessi
Publisher : Springer Science & Business Media
ISBN 13 : 0387242767
Total Pages : 1163 pages
Book Rating : 4.67/5 ( download)

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Download or read book Variational Analysis and Applications written by Franco Giannessi and published by Springer Science & Business Media. This book was released on 2007-03-06 with total page 1163 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Volume contains the (refereed) papers presented at the 38th Conference of the School of Mathematics "G.Stampacchia" of the "E.Majorana" Centre for Scientific Culture of Erice (Sicily), held in Memory ofG. Stampacchia and J.-L. Lions in the period June 20 - July 2003. The presence of participants from Countries has greatly contributed to the success of the meeting. The School of Mathematics was dedicated to Stampacchia, not only for his great mathematical achievements, but also because He founded it. The core of the Conference has been the various features of the Variational Analysis and their motivations and applications to concrete problems. Variational Analysis encompasses a large area of modem Mathematics, such as the classical Calculus of Variations, the theories of perturbation, approximation, subgradient, subderivates, set convergence and Variational Inequalities, and all these topics have been deeply and intensely dealt during the Conference. In particular, Variational Inequalities, which have been initiated by Stampacchia, inspired by Signorini Problem and the related work of G. Fichera, have offered a very great possibility of applications to several fundamental problems of Mathematical Physics, Engineering, Statistics and Economics. The pioneer work of Stampacchia and Lions can be considered as the basic kernel around which Variational Analysis is going to be outlined and constructed. The Conference has dealt with both finite and infinite dimensional analysis, showing that to carry on these two aspects disjointly is unsuitable for both.

Author : Jonathan Borwein
Publisher : Springer Science & Business Media
ISBN 13 : 0387312560
Total Pages : 316 pages
Book Rating : 4.69/5 ( download)

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Download or read book Convex Analysis and Nonlinear Optimization written by Jonathan Borwein and published by Springer Science & Business Media. This book was released on 2010-05-05 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is a rich and thriving mathematical discipline, and the underlying theory of current computational optimization techniques grows ever more sophisticated. This book aims to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. Each section concludes with an often extensive set of optional exercises. This new edition adds material on semismooth optimization, as well as several new proofs.