Stochastic optimization

Johannes Schneider, Scott Kirkpatrick3540345590, 9783540345596

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.

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Table of contents :
cover-image-medium.gif……Page 1
front-matter……Page 2
1……Page 16
3……Page 17
9……Page 22
15……Page 27
31……Page 42
43……Page 54
49……Page 59
53……Page 62
59……Page 67
63……Page 70
69……Page 75
73……Page 79
79……Page 84
89……Page 94
103……Page 108
115……Page 119
119……Page 123
135……Page 139
137……Page 141
143……Page 146
157……Page 160
169……Page 172
175……Page 177
181……Page 183
185……Page 187
193……Page 195
199……Page 201
201……Page 202
209……Page 209
233……Page 210
243……Page 219
263……Page 238
275……Page 250
287……Page 262
299……Page 273
341……Page 289
367……Page 314
389……Page 336
405……Page 352
415……Page 361
423……Page 369
431……Page 377
441……Page 387
449……Page 394
489……Page 415
500……Page 425
501……Page 426
513……Page 435
523……Page 444
529……Page 450
537……Page 458
539……Page 459
front-matter……Page 467
1……Page 477
3……Page 478
9……Page 483
15……Page 488
31……Page 503
43……Page 515
49……Page 520
53……Page 523
59……Page 528
63……Page 531
69……Page 536
73……Page 540
79……Page 545
89……Page 555
103……Page 569
115……Page 580
119……Page 584
135……Page 600
137……Page 602
143……Page 607
157……Page 621
169……Page 633
175……Page 638
181……Page 644
185……Page 648
193……Page 656
199……Page 662
201……Page 663
209……Page 670
233……Page 671
243……Page 680
263……Page 699
275……Page 711
287……Page 723
299……Page 734
341……Page 750
367……Page 775
389……Page 797
405……Page 813
415……Page 822
423……Page 830
431……Page 838
441……Page 848
449……Page 855
489……Page 876
500……Page 886
501……Page 887
513……Page 896
523……Page 905
529……Page 911
537……Page 919
539……Page 920
back-matter……Page 928
back-matter……Page 942