Stochastic Optimization Methods

Kurt Marti
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Kurt Marti: Federal Armed Forces University Munich

Chapter Chapter 1 in Stochastic Optimization Methods, 2015, pp 1-35 from Springer

Abstract: Abstract Many concrete problems from engineering, economics, operations research, etc., can be formulated by an optimization problem of the type 1.1a $$\displaystyle\begin{array}{rcl} \min f_{0}(a,x)& &{}\end{array}$$ $$\displaystyle\begin{array}{rcl} \mbox{ s.t.}& & {}\\ & & {}\\ \end{array}$$ 1.1b $$\displaystyle\begin{array}{rcl} f_{i}(a,x)& \leq & 0,i = 1,\ldots,m_{f}{}\end{array}$$ 1.1c $$\displaystyle\begin{array}{rcl} g_{i}(a,x)& =& 0,i = 1,\ldots,m_{g}{}\end{array}$$ 1.1d $$\displaystyle\begin{array}{rcl} x \in D_{0}.& &{}\end{array}$$

Keywords: Limit State Function; Robust Optimal Design; Primary Cost; Production Planning Problem; Stochastic Uncertainty (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-46214-0_1

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DOI: 10.1007/978-3-662-46214-0_1

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