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AuthorMockus, Jonas. author
TitleA Set of Examples of Global and Discrete Optimization [electronic resource] : Applications of Bayesian Heuristic Approach / by Jonas Mockus
ImprintBoston, MA : Springer US : Imprint: Springer, 2000
Connect tohttp://dx.doi.org/10.1007/978-1-4615-4671-9
Descript XIV, 322 p. online resource

SUMMARY

This book shows how the Bayesian Approach (BA) improves wellยญ known heuristics by randomizing and optimizing their parameters. That is the Bayesian Heuristic Approach (BHA). The ten in-depth examples are designed to teach Operations Research using Internet. Each example is a simple representation of some imporยญ tant family of real-life problems. The accompanying software can be run by remote Internet users. The supporting web-sites include software for Java, C++, and other lanยญ guages. A theoretical setting is described in which one can discuss a Bayesian adaptive choice of heuristics for discrete and global optimization probยญ lems. The techniques are evaluated in the spirit of the average rather than the worst case analysis. In this context, "heuristics" are understood to be an expert opinion defining how to solve a family of problems of disยญ crete or global optimization. The term "Bayesian Heuristic Approach" means that one defines a set of heuristics and fixes some prior distribuยญ tion on the results obtained. By applying BHA one is looking for the heuristic that reduces the average deviation from the global optimum. The theoretical discussions serve as an introduction to examples that are the main part of the book. All the examples are interconnected. Difยญ ferent examples illustrate different points of the general subject. Howยญ ever, one can consider each example separately, too


Mathematics Operations research Decision making Mathematical optimization Combinatorics Statistics Mathematics Combinatorics Optimization Statistics for Engineering Physics Computer Science Chemistry and Earth Sciences Operation Research/Decision Theory



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