Methods of Nondifferentiable and Stochastic Optimization and Their Applications

Ermoliev Y (1978). Methods of Nondifferentiable and Stochastic Optimization and Their Applications. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-78-062

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Abstract

Optimization methods are of a great practical importance in systems analysis. They allow us to find the best behavior of a system, determine the optimal structure and compute the optimal parameters of the control system etc. The development of nondifferentiable optimization, differentiable and nondifferentiable stochastic optimization allows us to state and effectively solve new complex optimization problems which were impossible to solve by classical optimization methods.

The main purpose of this article is to review briefly some important applications of nondifferentiable and stochastic optimization and to characterize principal directions of research. Clearly, the interests of the author have influenced the content of this article.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:44
Last Modified: 19 Jul 2016 09:11
URI: http://pure.iiasa.ac.at/856

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