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Stochastic Optimization
English
425 b
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The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenevever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procdures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part. The second part deals with benchmark problems in depth, by applying a selection of optimization procedures to them in turn. While having primarily scientists and students from the physical and engineering sciences in mind, this book adresses a larger community of all those wishing to learn about stochastic optimization techniques and how to use them.
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