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Separable Programming

Theory and Methods

  • Stefan M. Stefanov

Part of the Applied Optimization book series (APOP, volume 53)

Table of contents

  1. Front Matter
    Pages i-xix
  2. Preliminaries: Convex Analysis and Convex Programming

  3. Separable Programming

    1. Front Matter
      Pages 63-63
    2. Stefan M. Stefanov
      Pages 65-77
    3. Stefan M. Stefanov
      Pages 79-90
  4. Convex Separable Programming with Bounds on the Variables

    1. Front Matter
      Pages 141-141
    2. Stefan M. Stefanov
      Pages 143-150
    3. Stefan M. Stefanov
      Pages 151-158
    4. Stefan M. Stefanov
      Pages 159-174
    5. Stefan M. Stefanov
      Pages 175-180
    6. Stefan M. Stefanov
      Pages 195-206
    7. Stefan M. Stefanov
      Pages 207-222
  5. Selected Supplementary Topics and Applications

  6. Back Matter
    Pages 269-316

About this book

Introduction

In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming. Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered.
Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed.
As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. Numerical approximation with respect to I1 and I4 norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well.
Audience: Advanced undergraduate and graduate students, mathematical programming/ operations research specialists.

Keywords

Approximation algorithms linear optimization operations research optimization

Authors and affiliations

  • Stefan M. Stefanov
    • 1
  1. 1.Department of MathematicsSouth West UniversityBlagoevgradBulgaria

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-3417-1
  • Copyright Information Springer-Verlag US 2001
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-4851-9
  • Online ISBN 978-1-4757-3417-1
  • Series Print ISSN 1384-6485
  • Buy this book on publisher's site