Optimal Optimization

Author : Jean-Baptiste Hiriart-Urruty,Adam Korytowski,Helmut Maurer,Maciej Szymkat
Publisher : Springer
Page : 205 pages
File Size : 52,6 Mb
Release : 2016-05-19
Category : Mathematics
ISBN : 9783319307855

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Advances in Mathematical Modeling, Optimization and Optimal Control by Jean-Baptiste Hiriart-Urruty,Adam Korytowski,Helmut Maurer,Maciej Szymkat Pdf

This book contains extended, in-depth presentations of the plenary talks from the 16th French-German-Polish Conference on Optimization, held in Kraków, Poland in 2013. Each chapter in this book exhibits a comprehensive look at new theoretical and/or application-oriented results in mathematical modeling, optimization, and optimal control. Students and researchers involved in image processing, partial differential inclusions, shape optimization, or optimal control theory and its applications to medical and rehabilitation technology, will find this book valuable. The first chapter by Martin Burger provides an overview of recent developments related to Bregman distances, which is an important tool in inverse problems and image processing. The chapter by Piotr Kalita studies the operator version of a first order in time partial differential inclusion and its time discretization. In the chapter by Günter Leugering, Jan Sokołowski and Antoni Żochowski, nonsmooth shape optimization problems for variational inequalities are considered. The next chapter, by Katja Mombaur is devoted to applications of optimal control and inverse optimal control in the field of medical and rehabilitation technology, in particular in human movement analysis, therapy and improvement by means of medical devices. The final chapter, by Nikolai Osmolovskii and Helmut Maurer provides a survey on no-gap second order optimality conditions in the calculus of variations and optimal control, and a discussion of their further development.

Author : Morton I. Kamien,Nancy L. Schwartz
Publisher : Courier Corporation
Page : 402 pages
File Size : 55,6 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9780486310282

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Dynamic Optimization, Second Edition by Morton I. Kamien,Nancy L. Schwartz Pdf

Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.

Author : Panos M. Pardalos,Ider Tseveendorj,Rentsen Enkhbat
Publisher : World Scientific
Page : 380 pages
File Size : 49,7 Mb
Release : 2003
Category : Mathematics
ISBN : 9789812385970

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Optimization and Optimal Control by Panos M. Pardalos,Ider Tseveendorj,Rentsen Enkhbat Pdf

This volume gives the latest advances in optimization and optimal control which are the main part of applied mathematics. It covers various topics of optimization, optimal control and operations research.

Author : Chun-hung Chen,Loo Hay Lee
Publisher : World Scientific
Page : 246 pages
File Size : 51,6 Mb
Release : 2011
Category : Computers
ISBN : 9789814282642

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Stochastic Simulation Optimization by Chun-hung Chen,Loo Hay Lee Pdf

With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive. Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.

Author : Michael J. Best
Publisher : CRC Press
Page : 238 pages
File Size : 47,7 Mb
Release : 2010-03-09
Category : Mathematics
ISBN : 9781420085846

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Portfolio Optimization by Michael J. Best Pdf

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model. Only requiring elementary linear algebra, the text begins with the necessary and sufficient conditions for optimal quadratic minimization that is subject to linear equality constraints. It then develops the key properties of the efficient frontier, extends the results to problems with a risk-free asset, and presents Sharpe ratios and implied risk-free rates. After focusing on quadratic programming, the author discusses a constrained portfolio optimization problem and uses an algorithm to determine the entire (constrained) efficient frontier, its corner portfolios, the piecewise linear expected returns, and the piecewise quadratic variances. The final chapter illustrates infinitely many implied risk returns for certain market portfolios. Drawing on the author’s experiences in the academic world and as a consultant to many financial institutions, this text provides a hands-on foundation in portfolio optimization. Although the author clearly describes how to implement each technique by hand, he includes several MATLAB® programs designed to implement the methods and offers these programs on the accompanying CD-ROM.

Author : Jorge Nocedal,Stephen Wright
Publisher : Springer Science & Business Media
Page : 686 pages
File Size : 51,5 Mb
Release : 2006-12-11
Category : Mathematics
ISBN : 9780387400655

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Numerical Optimization by Jorge Nocedal,Stephen Wright Pdf

Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Author : Michael Jünger,Denis Naddef
Publisher : Springer Science & Business Media
Page : 317 pages
File Size : 52,9 Mb
Release : 2001-11-21
Category : Mathematics
ISBN : 9783540428770

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Computational Combinatorial Optimization by Michael Jünger,Denis Naddef Pdf

This tutorial contains written versions of seven lectures on Computational Combinatorial Optimization given by leading members of the optimization community. The lectures introduce modern combinatorial optimization techniques, with an emphasis on branch and cut algorithms and Lagrangian relaxation approaches. Polyhedral combinatorics as the mathematical backbone of successful algorithms are covered from many perspectives, in particular, polyhedral projection and lifting techniques and the importance of modeling are extensively discussed. Applications to prominent combinatorial optimization problems, e.g., in production and transport planning, are treated in many places; in particular, the book contains a state-of-the-art account of the most successful techniques for solving the traveling salesman problem to optimality.

Author : Daniel Léonard,Ngo van Long
Publisher : Cambridge University Press
Page : 372 pages
File Size : 42,7 Mb
Release : 1992-01-31
Category : Business & Economics
ISBN : 0521337461

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Optimal Control Theory and Static Optimization in Economics by Daniel Léonard,Ngo van Long Pdf

Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.

Author : Kurt Marti
Publisher : Springer Nature
Page : 389 pages
File Size : 40,6 Mb
Release : 2024-06-23
Category : Electronic
ISBN : 9783031400599

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Stochastic Optimization Methods by Kurt Marti Pdf

Author : S. Sumathi,L. Ashok Kumar,Surekha. P
Publisher : CRC Press
Page : 731 pages
File Size : 53,7 Mb
Release : 2018-09-03
Category : Technology & Engineering
ISBN : 9781498743723

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Computational Intelligence Paradigms for Optimization Problems Using MATLAB®/SIMULINK® by S. Sumathi,L. Ashok Kumar,Surekha. P Pdf

Considered one of the most innovative research directions, computational intelligence (CI) embraces techniques that use global search optimization, machine learning, approximate reasoning, and connectionist systems to develop efficient, robust, and easy-to-use solutions amidst multiple decision variables, complex constraints, and tumultuous environments. CI techniques involve a combination of learning, adaptation, and evolution used for intelligent applications. Computational Intelligence Paradigms for Optimization Problems Using MATLAB®/ Simulink® explores the performance of CI in terms of knowledge representation, adaptability, optimality, and processing speed for different real-world optimization problems. Focusing on the practical implementation of CI techniques, this book: Discusses the role of CI paradigms in engineering applications such as unit commitment and economic load dispatch, harmonic reduction, load frequency control and automatic voltage regulation, job shop scheduling, multidepot vehicle routing, and digital image watermarking Explains the impact of CI on power systems, control systems, industrial automation, and image processing through the above-mentioned applications Shows how to apply CI algorithms to constraint-based optimization problems using MATLAB® m-files and Simulink® models Includes experimental analyses and results of test systems Computational Intelligence Paradigms for Optimization Problems Using MATLAB®/ Simulink® provides a valuable reference for industry professionals and advanced undergraduate, postgraduate, and research students.

Author : Hélder Rodrigues,José Herskovits,Christóvão Mota Soares,José Miranda Guedes,Aurelio Araujo,João Folgado,Filipa Moleiro,José Aguilar Madeira
Publisher : CRC Press
Page : 1078 pages
File Size : 49,9 Mb
Release : 2014-09-26
Category : Technology & Engineering
ISBN : 9781315732107

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Engineering Optimization 2014 by Hélder Rodrigues,José Herskovits,Christóvão Mota Soares,José Miranda Guedes,Aurelio Araujo,João Folgado,Filipa Moleiro,José Aguilar Madeira Pdf

Optimization methodologies are fundamental instruments to tackle the complexity of today's engineering processes. Engineering Optimization 2014 is dedicated to optimization methods in engineering, and contains the papers presented at the 4th International Conference on Engineering Optimization (ENGOPT2014, Lisbon, Portugal, 8-11 September 2014). The book will be of interest to engineers, applied mathematicians, and computer scientists working on research, development and practical applications of optimization methods in engineering.

Author : Merkert, Lennart
Publisher : KIT Scientific Publishing
Page : 146 pages
File Size : 48,7 Mb
Release : 2021-02-26
Category : Technology & Engineering
ISBN : 9783731510567

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Optimal Scheduling of Combined Heat and Power Generation Considering Heating Grid Dynamics by Merkert, Lennart Pdf

As the share of renewable generation increases in electric grids, the traditionally heat driven operation of combined heat and power plants (CHPs) reaches its limits. Thermal storage is required for a flexible operation of CHPs. This work proposes three novel methods to use a heating grid as thermal storage by exploiting its thermal dynamics. These include the first approach proving global optimality, a novel linear formulation of grid dynamics and an easily real world applicable approach.

Author : Jesús M. Velásquez-Bermúdez,Marzieh Khakifirooz,Mahdi Fathi
Publisher : Springer Nature
Page : 282 pages
File Size : 48,6 Mb
Release : 2019-09-06
Category : Mathematics
ISBN : 9783030227883

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Large Scale Optimization in Supply Chains and Smart Manufacturing by Jesús M. Velásquez-Bermúdez,Marzieh Khakifirooz,Mahdi Fathi Pdf

In this book, theory of large scale optimization is introduced with case studies of real-world problems and applications of structured mathematical modeling. The large scale optimization methods are represented by various theories such as Benders’ decomposition, logic-based Benders’ decomposition, Lagrangian relaxation, Dantzig –Wolfe decomposition, multi-tree decomposition, Van Roy’ cross decomposition and parallel decomposition for mathematical programs such as mixed integer nonlinear programming and stochastic programming. Case studies of large scale optimization in supply chain management, smart manufacturing, and Industry 4.0 are investigated with efficient implementation for real-time solutions. The features of case studies cover a wide range of fields including the Internet of things, advanced transportation systems, energy management, supply chain networks, service systems, operations management, risk management, and financial and sales management. Instructors, graduate students, researchers, and practitioners, would benefit from this book finding the applicability of large scale optimization in asynchronous parallel optimization, real-time distributed network, and optimizing the knowledge-based expert system for convex and non-convex problems.

Author : Johannes M. Bader
Publisher : Johannes Bader
Page : 312 pages
File Size : 45,8 Mb
Release : 2010-02-13
Category : Computers
ISBN : 9781450579131

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Hypervolume-based Search for Multiobjective Optimization by Johannes M. Bader Pdf

Most problems encountered in practice involve the optimization of multiple criteria. Usually, some of them are conflicting such that no single solution is simultaneously optimal with respect to all criteria, but instead many incomparable compromise solutions exist. In recent years, evidence has accumulated showing that Evolutionary Algorithms (EAs) are effective means of finding good approximate solutions to such problems. One of the crucial parts of EAs consists of repeatedly selecting suitable solutions. In this process, the two key issues are as follows: first, a solution that is better than another solution in all objectives should be preferred over the latter. Second, the diversity of solutions should be supported, whereby often user preference dictates what constitutes a good diversity.The hypervolume offers one possibility to achieve the two aspects; for this reason, it has been gaining increasing importance in recent years. The present thesis investigates three central topics of the hypervolume that are still unsolved:1: Although more and more EAs use the hypervolume as selection criterion, the resulting distribution of points favored by the hypervolume has scarcely been investigated so far. Many studies only speculate about this question, and in parts contradict one another.2: The computational load of the hypervolume calculation sharply increases the more criteria are considered. This hindered so far the application of the hypervolume to problems with more than about five criteria.3: Often a crucial aspect is to maximize the robustness of solutions, which is characterized by how far the properties of a solution can degenerate when implemented in practice. So far, no attempt has been made to consider robustness of solutions within hypervolume-based search.

Author : Altannar Chinchuluun,Panos M. Pardalos,Rentsen Enkhbat,Ider Tseveendorj
Publisher : Springer Science & Business Media
Page : 508 pages
File Size : 52,7 Mb
Release : 2010-07-07
Category : Mathematics
ISBN : 9780387894959

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Optimization and Optimal Control by Altannar Chinchuluun,Panos M. Pardalos,Rentsen Enkhbat,Ider Tseveendorj Pdf

Optimization and optimal control are the main tools in decision making. Because of their numerous applications in various disciplines, research in these areas is accelerating at a rapid pace. “Optimization and Optimal Control: Theory and Applications” brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems. This volume can serve as a useful resource for researchers, practitioners, and advanced graduate students of mathematics and engineering working in research areas where results in optimization and optimal control can be applied.