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2001-09-23Buch DOI: 10.18452/8261
Tree-sparse convex programs
dc.contributor.authorSteinbach, Marc
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:44:38Z
dc.date.available2017-06-16T19:44:38Z
dc.date.created2006-02-16
dc.date.issued2001-09-23
dc.date.submitted2001-05-09
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8913
dc.description.abstractDynamic stochastic programs are prototypical for optimization problems with an inherent tree structure including characteristic sparsity patterns in the KKT systems of interior methods. We propose an integrated modeling and solution approach for such tree-sparse programs. Three closely related natural formulations are theoretically analyzed from a control-theoretic perspective and compared to each other. Associated KKT system solution algorithms with linear complexity are developed and comparisons to other interior approaches and related problem formulations are discussed.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectConvex programeng
dc.subjecttreeeng
dc.subjectdiscrete-time optimal controleng
dc.subjectdynamic stochastic programeng
dc.subjectrecursive factorizationeng
dc.subjectlocal projectioneng
dc.subject.ddc510 Mathematik
dc.titleTree-sparse convex programs
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-110-18452/8913-2
dc.identifier.doihttp://dx.doi.org/10.18452/8261
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2003
dc.identifier.zdb2936317-2
dcterms.bibliographicCitation.originalpublishernameSpringer
dcterms.bibliographicCitation.originalpublisherplaceBerlin [u.a.]
bua.series.nameStochastic Programming E-Print Series
bua.series.issuenumber2001,10

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