BONUS Algorithm for Large Scale Stochastic Nonlinear Programming Problems

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Business & Finance, Management & Leadership, Operations Research
Cover of the book BONUS Algorithm for Large Scale Stochastic Nonlinear Programming Problems by Urmila Diwekar, Amy David, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Urmila Diwekar, Amy David ISBN: 9781493922826
Publisher: Springer New York Publication: March 5, 2015
Imprint: Springer Language: English
Author: Urmila Diwekar, Amy David
ISBN: 9781493922826
Publisher: Springer New York
Publication: March 5, 2015
Imprint: Springer
Language: English

This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these methods assume that there are a small number of scenarios to be evaluated for calculation of the probabilistic objective function and constraints. This book begins to tackle these issues by describing a generalized method for stochastic nonlinear programming problems. This title is best suited for practitioners, researchers and students in engineering, operations research, and management science who desire a complete understanding of the BONUS algorithm and its applications to the real world.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these methods assume that there are a small number of scenarios to be evaluated for calculation of the probabilistic objective function and constraints. This book begins to tackle these issues by describing a generalized method for stochastic nonlinear programming problems. This title is best suited for practitioners, researchers and students in engineering, operations research, and management science who desire a complete understanding of the BONUS algorithm and its applications to the real world.

More books from Springer New York

Cover of the book Handbook of Data Intensive Computing by Urmila Diwekar, Amy David
Cover of the book Central Functions of the Ghrelin Receptor by Urmila Diwekar, Amy David
Cover of the book Reviews of Environmental Contamination and Toxicology Volume 211 by Urmila Diwekar, Amy David
Cover of the book Beat the Crisis: 33 Quick Solutions for Your Company by Urmila Diwekar, Amy David
Cover of the book TH17 Cells in Health and Disease by Urmila Diwekar, Amy David
Cover of the book Evaluating Mental Health Disability in the Workplace by Urmila Diwekar, Amy David
Cover of the book Go-To Telescopes Under Suburban Skies by Urmila Diwekar, Amy David
Cover of the book Geodesic Convexity in Graphs by Urmila Diwekar, Amy David
Cover of the book Fertility Preservation by Urmila Diwekar, Amy David
Cover of the book Advances in Schizophrenia Research 2009 by Urmila Diwekar, Amy David
Cover of the book Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE by Urmila Diwekar, Amy David
Cover of the book Mitochondrial Oxidative Phosphorylation by Urmila Diwekar, Amy David
Cover of the book Stifling Political Competition by Urmila Diwekar, Amy David
Cover of the book Regenerative Biology of the Eye by Urmila Diwekar, Amy David
Cover of the book Symmetry: Representation Theory and Its Applications by Urmila Diwekar, Amy David
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy