by Campi, Marco, Garatti, Simone
fromMOS-SIAM series on optimization
by Campi, Marco, Garatti, Simone
fromMOS-SIAM series on optimization
This book is about making decisions driven by experience. In this context, a scenario is an observation that comes from the environment, and scenario optimization refers to optimizing decisions over a set of available scenarios. Scenario optimization can be applied across a vari…
"This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization-theoretical and algorithmic foundation,…
This primarily undergraduate textbook focuses on finite-dimensional optimization. Readers will find: an original and well integrated treatment of semidifferential calculus and optimization; emphasis on the Hadamard subdifferential, introduced at the beginning of the 20th century…
