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portada Separable Optimization: Theory and Methods
Type
Physical Book
Publisher
Language
English
Pages
356
Format
Paperback
Dimensions
23.4 x 15.6 x 2.0 cm
Weight
0.53 kg.
ISBN13
9783030784034
Edition No.
0002

Separable Optimization: Theory and Methods

Stefan M. Stefanov (Author) · Springer · Paperback

Separable Optimization: Theory and Methods - Stefanov, Stefan M.

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Synopsis "Separable Optimization: Theory and Methods "

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

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