Call Us 080-41656200 (Mon-Sat: 10AM-8PM)
Free Shipping above Rs. 1499
Cash On Delivery*

Stochastics Perturbations of Global Optimization

 

Marketed By :  Scholars' Press   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 

Check Your Delivery Options

 
Rs. 4,463

Availability: In stock

 
  • Product Description
 

In this book, the global optimization of a nonconvex objective function is studied via stochastic perturbation. Stochastic perturbation is a method for the transformation of local minimization procedures in to global ones in the framework of continuous optimization. We have considered a general problem of unconstrained continuous and linear constraints optimization where the objective function may be nonsmooth. Standard meth-ods for smooth functions usually generate a descent direction by using the gradient and may be extended to nonsmooth situations by using a generalized gradient instead of the standard one whenever it is necessary. For instance, Clarke’s generalized gradients may be used at the points where the objective function is not differentiable. According to this observation, we have considered a variable metric descent method and introduced suitable affine local approximations to be used. The projected variable metric descent method is considered for continuous optimization with linear constraints, and we have considered generalized reduced gradient (GRG) for nonlinear constraints optimization where the objective function is twice differentiable.

Product Specifications
SKU :COC54473
AuthorAbdelkrim El Mouatasim
LanguageEnglish
BindingPaperback
Number of Pages120
Publishing Year2014-10-16T00:00:00.000
ISBN9783639666748
Edition1 st
Book TypeReal analysis, real variables
Country of ManufactureIndia
Product BrandScholars' Press
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-06-08 00:00:00