Sign-In
Cart
Methods of Nonsmooth Optimization in Stochastic Programming: From Conceptual Algorithms to Real-World Applications
Hardcover
Series: International Operations Research & Management Science, Book 363
Business GeneralManagementGeneral Mathematics
ISBN13: 9783031848360
Publisher: Springer
Published: May 6 2025
Pages: 570
Weight: 2.19
Height: 1.25 Width: 6.14 Depth: 9.21
Language: English
This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty. Each method is accompanied by rigorous mathematical analysis, ensuring a deep understanding of the underlying principles. The theoretical discussions included are essential for comprehending the mechanics of various algorithms and the nature of the solutions they provide-whether they are global, local, stationary, or critical. The book begins by introducing fundamental tools from set-valued analysis, optimization, and probability theory. It then transitions from deterministic to stochastic optimization, starting with a thorough discussion of modeling, understanding uncertainty, and incorporating it into optimization problems. Following this foundation, the book explores numerical algorithms for nonsmooth optimization, covering well-known decomposition techniques and algorithms for convex optimization, mixed-integer convex programming, and nonconvex optimization. Additionally, it introduces numerical algorithms specifically for stochastic programming, focusing on stochastic programming with recourse, chance-constrained optimization, and detailed algorithms for both risk-neutral and risk-averse multistage stochastic programs.
The book guides readers through the entire process, from defining optimization models for practical problems to presenting implementable algorithms that can be applied in practice. It is intended for students, practitioners, and scholars who may be unfamiliar with stochastic programming and nonsmooth optimization. The analyses provided are also valuable for practitioners who may not be interested in convergence proofs but wish to understand the nature of the solutions obtained.
1 different editions
Also available
Methods of Nonsmooth Optimization in Stochastic Programming: From Conceptual Algorithms to Real-World Applications
Van Ackooij, Wim Stefanus
de Oliveira, Welington Luis
Paperback
Also from
Van Ackooij, Wim Stefanus
Methods of Nonsmooth Optimization in Stochastic Programming: From Conceptual Algorithms to Real-World Applications
Van Ackooij, Wim Stefanus
de Oliveira, Welington Luis
Paperback
Also in
Business General
Crucial Conversations Tools for Talking When Stakes Are High, Second Edition
Patterson, Kerry
Switzler, Al
Grenny, Joseph
Paperback
The Pig and I: The Tale of Our Relationship with a Beast We Eat
Endresen, Kristoffer Hattleland
Hardcover
Inspired: Understanding Creativity: A Journey Through Art, Science, and the Soul
Richtel, Matt
Hardcover
Quiet Girls Can Run the World: Owning Your Power When You're Not the Alpha in the Room
Holman, Rebecca
Paperback
Inclusive Conversations: Fostering Equity, Empathy, and Belonging Across Differences
Winters, Mary-Frances
Paperback
Disney's Land: Walt Disney and the Invention of the Amusement Park That Changed the World
Richard Snow
Hardcover
Climb: Taking Every Step with Conviction, Courage, and Calculated Risk to Achieve a Thriving Career and a Successful Life
Gadsden-Williams, Michelle
Brown, Carolyn M.
Paperback
The Token: Common Sense Ideas for Increasing Diversity in Your Organization
Farmer, Crystal Byrd
Paperback
Paris Chic & Trendy: Designers' Studios, Hip Boutiques, Vintage Shops
Ribes-Tiphaine, Adrienne
Paperback
The Reverse Centaur's Guide to Life After AI: How to Think about Artificial Intelligence--Before It's Too Late
Doctorow, Cory
Paperback
The Let Them Theory: A Life-Changing Tool That Millions of People Can't Stop Talking about
Robbins, Mel
Robbins, Sawyer
Hardcover
Unreasonable Hospitality: The Remarkable Power of Giving People More Than They Expect
Guidara, Will
Hardcover
Hbr's 10 Must Reads on Managing Yourself, Updated and Expanded (Featuring How Will You Measure Your Life? by Clayton M. Christensen)
Review, Harvard Business
Drucker, Peter F.
Gallo, Amy
Paperback
The Risk Worth Taking: A Story of Breaking Free and Trading for a Life You Love
Ijeoma, Teri
Hardcover
Focused & Fearless Leadership: Preventing the Crisis Before It Starts
Overton, Melissa Godwin
Paperback
The Retire Sooner Method: The 5 Secrets Behind America's Happiest (and Unhappiest) Retirees
Moss, Wes
Hardcover
1873: The Rothschilds, the First Great Depression, and the Making of the Modern World
Ahamed, Liaquat
Hardcover
Hbr's 10 Must Reads on Mental Toughness, Updated and Expanded (Featuring How to Stop Worrying about What Other People Think of You by Michael Gervais)
Review, Harvard Business
Gervais, Michael
Duckworth, Angela L.
Paperback
The Goal: 40th Anniversary Edition: A Process of Ongoing Improvement
Goldratt, Eliyahu M.
Cox, Jeff
Paperback
Take Breaks, Work Better: Measure Impact, Not Hours, and Transform Your Profitability
Briggs, John
Paperback
How to Be a Rich Old Lady: Your Guide to Easy Investing, Building Wealth, and Creating the Wild, Beautiful Life You Want
Holden, Amanda
Hardcover
Crucial Conversations: Tools for Talking When Stakes Are High
Patterson, Kerry
Grenny, Joseph
McMillan, Ron
Paperback
How We Could: The Framework to Lead Without Drama, Build Alignment, and Call Teams to Greatness
Dorr, Alex
Hardcover
Hbr's 10 Must Reads on Leadership, Updated and Expanded (Featuring Begin with Trust by Frances X. Frei and Anne Morriss)
Review, Harvard Business
Edmondson, Amy C.
Ibarra, Herminia
Paperback
The Everywhere Millionaire: Who Is Really Rich in America and How They Got There
Zidar, Owen
Zwick, Eric
Hardcover
Money Unlocked: How to Make It, Keep It and Multiply It: The New York Times Bestseller
Lee, John
Paperback
The Freedom-Based Business Method: Reset, Systemize, and Realign Your Business to Live a Life of Harmony
Ellis, Natalie
Hardcover
The Daily Stoic: 366 Meditations on Wisdom, Perseverance, and the Art of Living
Hanselman, Stephen
Holiday, Ryan
Hardcover
Surrender to Lead: The Counterintuitive Approach to Driving Extraordinary Results
Kriegel, Jessica
Terry, Joe
Hardcover
The Courage to Commit: Embrace the Radical Power of Sticking with Something
East, Andrew
Johnson, Shawn
Hardcover
A Guide to the Project Management Body of Knowledge (Pmbok(r) Guide) -- Eighth Edition and the Standard for Project Management
Project Management Institute
Paperback
Who Moved My Cheese?: An A-Mazing Way to Deal with Change in Your Work and in Your Life
Johnson, Spencer
Hardcover
The Infinity Machine: Demis Hassabis, Deepmind, and the Quest for Superintelligence
Mallaby, Sebastian
Hardcover
Conversation: How to Connect with Anyone & Make Every Interaction Count
Van Edwards, Vanessa
Hardcover
The Mom Test: How to talk to customers & learn if your business is a good idea when everyone is lying to you
Fitzpatrick, Rob
Paperback
The Millionaire Next Door: The Surprising Secrets of America's Wealthy
Stanley, Thomas J., PH. D.
Danko, William D., PH. D.
Paperback
Dummies Guide to Starting Your Own Business: Essential Steps to Launching and Scaling a Successful Small Business Venture
Press, Essywrites
Paperback
7-Figure Educator: Turn Your Experience as an Educator Into Income, Impact, and Freedom
Jordan-Thomas, Erica
Paperback
Get Scalable: The Operating System Your Business Needs To Run and Scale Without You
Deiss, Ryan
Paperback
Confidence (HBR Emotional Intelligence Series)
Review, Harvard Business
Kanter, Rosabeth Moss
Chamorro-Premuzic, Tomas
Paperback
The Coaching Habit: Say Less, Ask More, and Change the Way You Lead Forever
Stanier, Michael Bungay
Paperback
What the Heck Is Eos?: A Complete Guide for Employees in Companies Running on EOS
Wickman, Gino
Bouwer, Tom
Hardcover
Never Split the Difference: Negotiating as If Your Life Depended on It
Raz, Tahl
Voss, Chris
Hardcover
I Will Teach You to Be Rich: No Guilt. No Excuses. Just a 6-Week Program That Works (Second Edition)
Sethi, Ramit
Paperback
Twenty Minutes Is the New Hour: The Ambitious Woman's Guide to Doing Less and Achieving More
Hauser, Fran
Hardcover
The Overthinker's Guide to Making Decisions: How to Make Decisions Without Losing Your Mind
Nguyen, Joseph
Hardcover
Stop Asking for Referrals: Build a Magnetic Business Through Intentional Care & Real Relationships
McNally, Flor de Maria
Paperback
Hábitos Atómicos: Cambios Pequeños, Resultados Extraordinarios / Atomic Habits
Clear, James
Paperback
The Eureka Machine: Why AI Is the Key to Unlocking a New Era of Scientific Discoveries
Socher, Richard
Hardcover
Mindful Listening (HBR Emotional Intelligence Series)
Hougaard, Rasmus
Zenger, Jack
Review, Harvard Business
Paperback
Expecting Better: Why the Conventional Pregnancy Wisdom Is Wrong--and What You Really Need to Know
Oster, Emily
Paperback
Atlas of the Heart: Mapping Meaningful Connection and the Language of Human Experience
Brown, Brené
Hardcover
Influence and Persuasion (HBR Emotional Intelligence Series)
Review, Harvard Business
Morgan, Nick
Cialdini, Robert B.
Paperback
A Little More Social: How Small Choices Create Unexpected Happiness, Health, and Connection
Epley, Nicholas
Hardcover
Building Great Businesses: Create Momentum, Overcome Setbacks, and Scale with Confidence
Becker, Scott
Hardcover
Money to Burn: The Unvarnished Truth about Leon Black, Apollo, and the Rise of a New Wall Street
Cohan, William D.
Hardcover
Crucial Accountability: Proven Skills to Build Trust, Address Disappointment, and Get Results, Third Edition
Grenny, Joseph
Hale, Justin
Patterson, Kerry
Hardcover
Happiness (HBR Emotional Intelligence Series)
McKee, Annie
Gilbert, Daniel
Review, Harvard Business
Paperback
Power and Impact (HBR Emotional Intelligence Series)
Review, Harvard Business
Cable, Dan
Bregman, Peter
Paperback
Getting to Yes: Negotiating Agreement Without Giving in
Patton, Bruce
Fisher, Roger
Ury, William
Paperback
The Algorithm: The Hypergrowth Formula That Transformed Tesla, Lululemon, General Motors, and Spacex
McNeill, Jon
Hardcover
Mindfulness (HBR Emotional Intelligence Series)
Review, Harvard Business
Langer, Ellen
Goleman, Daniel
Paperback
How to Work with Complicated People: Strategies for Effective Collaboration with (Nearly) Anyone
Leak, Ryan
Hardcover
No Experience Necessary: Why Betting on Yourself in Your Twenties Is the Best Decision You'll Ever Make
Harary, Ronnen
Hardcover
From Operator to Owner: The Entrepreneur's Guide to Running a Business That Doesn't Run You
Landry, Liz
Hardcover
The Way of Excellence: A Guide to True Greatness and Deep Satisfaction in a Chaotic World
Stulberg, Brad
Hardcover
Hbr's 10 Must Reads on Strategy, Updated and Expanded (Featuring the Five Competitive Forces That Shape Strategy by Michael E. Porter)
Review, Harvard Business
Porter, Michael E.
Kim, W. Chan
Paperback
Feedback That Works: How to Build and Deliver Your Message, Second Edition
Center for Creative Leadership
Paperback
Take It Personal: How to Succeed by Building Relationships and Playing the Long Game
Grutman, David
Hardcover
The Phoenix Project: A Novel about It, Devops, and Helping Your Business Win
Kim, Gene
Behr, Kevin
Spafford, George
Paperback