Hello, I would like to know any experiences about stochastic optimization software or possibility to prepare it in Python for example. I am looking for an optimization process in Revenue Management. Many thanks for your answers. MP
Well they usually depend on the properties of what you want to optimize. For a start: An Introduction to Optimization | Edwin K. P. Chong, Stanislaw H. Zak | download (b-ok.cc)
best, D. Booth
Can you give a bit more details? If you mean optimization as described here ( en.wikipedia.org/wiki/Stochastic_optimization) you can use scikit-learn ( scikit-learn.org/stable/modules/sgd.html ) as implementation of SGD.
If not feel free to further describe your question :)
In python you can use sckitlearn library or You can use other software, like Maple or GAMS. It depends on your need.
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