Robust Optimization (Princeton Series in Applied Mathematics) pdf epub mobi txt 电子书 下载 2024


Robust Optimization (Princeton Series in Applied Mathematics)

简体网页||繁体网页
Aharon Ben-Tal
Princeton University Press
2009-08-10
564
USD 65.00
Hardcover
9780691143682

图书标签: Optimization  数学  优化  机器学习  应用数学   


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发表于2024-12-25

Robust Optimization (Princeton Series in Applied Mathematics) epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Robust Optimization (Princeton Series in Applied Mathematics) epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Robust Optimization (Princeton Series in Applied Mathematics) pdf epub mobi txt 电子书 下载 2024



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Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. "Robust Optimization" is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and, to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, "Robust Optimization" also makes an ideal graduate textbook on the subject.

Robust Optimization (Princeton Series in Applied Mathematics) 下载 mobi epub pdf txt 电子书

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