Decomposition-coordination en optimisation deterministe et stochastique (French, Paperback, 1ere ed. 2017)

Ce livre considere le traitement de problemes d'optimisation de grande taille. L'idee est d'eclater le probleme d'optimisation global en sous-problemes plus petits, donc plus faciles a resoudre, chacun impliquant l'un des sous-systemes (decomposition), mais sans renoncer a obtenir l'optimum global, ce qui necessite d'utiliser une procedure iterative (coordination). Ce sujet a fait l'objet de plusieurs livres publies dans les annees 70 dans le contexte de l'optimisation deterministe. Nous presentans ici les principes essentiels et methodes de decomposition-coordination au travers de situations typiques, puis nous proposons un cadre general qui permet de construire des algorithmes corrects et d'etudier leur convergence. Cette theorie est presentee aussi bien dans le contexte de l'optimisation deterministe que stochastique. Ce materiel a ete enseigne par les auteurs dans divers cours de 3eme cycle et egalement mis en oeuvre dans de nombreuses applications industrielles. Des exercices et problemes avec corriges illustrent le potentiel de cette approche. This book discusses large-scale optimization problems involving systems made up of interconnected subsystems. The main viewpoint is to break down the overall optimization problem into smaller, easier-to-solve subproblems, each involving one subsystem (decomposition), without sacrificing the objective of achieving the global optimum, which requires an iterative process (coordination). This topic emerged in the 70's in the context of deterministic optimization. The present book describes the main principles and methods of decomposition-coordination using typical situations, then proposes a general framework that makes it possible to construct well-behaved algorithms and to study their convergence. This theory is presented in the context of deterministic as well as stochastic optimization, and has been taught by the authors in graduate courses and implemented in numerous industrial applications. The book also provides exercises and problems with answers to illustrate the potential of this approach.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Mathematiques et Applications, 81
Release date:	July 2017
First published:	2017
Authors:	Pierre Carpentier • Guy Cohen
Dimensions:	235 x 155 x 19mm (L x W x T)
Format:	Paperback
Pages:	333
Edition:	1ere ed. 2017
ISBN-13:	978-3-662-55427-2
Languages:	French
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > General theory of computing > Data structures Books > Computing & IT > Computer programming > Algorithms & procedures Books > Science & Mathematics > Mathematics > Optimization > General Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	3-662-55427-5
Barcode:	9783662554272

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