Stochastic Global Optimization

Author : Gade Pandu Rangaiah
Publisher : World Scientific
Page : 722 pages
File Size : 52,9 Mb
Release : 2010
Category : Computers
ISBN : 9789814299213

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Stochastic Global Optimization by Gade Pandu Rangaiah Pdf

Ch. 1. Introduction / Gade Pandu Rangaiah -- ch. 2. Formulation and illustration of Luus-Jaakola optimization procedure / Rein Luus -- ch. 3. Adaptive random search and simulated annealing optimizers : algorithms and application issues / Jacek M. Jezowski, Grzegorz Poplewski and Roman Bochenek -- ch. 4. Genetic algorithms in process engineering : developments and implementation issues / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 5. Tabu search for global optimization of problems having continuous variables / Sim Mong Kai, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 6. Differential evolution : method, developments and chemical engineering applications / Chen Shaoqiang, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 7. Ant colony optimization : details of algorithms suitable for process engineering / V.K. Jayaraman [und weitere] -- ch. 8. Particle swarm optimization for solving NLP and MINLP in chemical engineering / Bassem Jarboui [und weitere] -- ch. 9. An introduction to the harmony search algorithm / Gordon Ingram and Tonghua Zhang -- ch. 10. Meta-heuristics : evaluation and reporting techniques / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 11. A hybrid approach for constraint handling in MINLP optimization using stochastic algorithms / G.A. Durand [und weitere] -- ch. 12. Application of Luus-Jaakola optimization procedure to model reduction, parameter estimation and optimal control / Rein Luus -- ch. 13. Phase stability and equilibrium calculations in reactive systems using differential evolution and tabu search / Adrian Bonilla-Petriciolet [und weitere] -- ch. 14. Differential evolution with tabu list for global optimization : evaluation of two versions on benchmark and phase stability problems / Mekapati Srinivas and Gade Pandu Rangaiah -- ch. 15. Application of adaptive random search optimization for solving industrial water allocation problem / Grzegorz Poplewski and Jacek M. Jezowski -- ch. 16. Genetic algorithms formulation for retrofitting heat exchanger network / Roman Bochenek and Jacek M. Jezowski -- ch. 17. Ant colony optimization for classification and feature selection / V.K. Jayaraman [und weitere] -- ch. 18. Constraint programming and genetic algorithm / Prakash R. Kotecha, Mani Bhushan and Ravindra D. Gudi -- ch. 19. Schemes and implementations of parallel stochastic optimization algorithms application of tabu search to chemical engineering problems / B. Lin and D.C. Miller

Author : Anatoly Zhigljavsky,Antanasz Zilinskas
Publisher : Springer Science & Business Media
Page : 262 pages
File Size : 40,8 Mb
Release : 2007-11-20
Category : Mathematics
ISBN : 9780387747408

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Stochastic Global Optimization by Anatoly Zhigljavsky,Antanasz Zilinskas Pdf

This book examines the main methodological and theoretical developments in stochastic global optimization. It is designed to inspire readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods. Among the book’s features is a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms.

Author : G. Dzemyda,V. Saltenis,A. Žilinskas
Publisher : Springer Science & Business Media
Page : 238 pages
File Size : 48,7 Mb
Release : 2002-03-31
Category : Computers
ISBN : 9781402004841

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Stochastic and Global Optimization by G. Dzemyda,V. Saltenis,A. Žilinskas Pdf

This book is dedicated to the 70th birthday of Professor J. Mockus, whose scientific interests include theory and applications of global and discrete optimization, and stochastic programming. The papers for the book were selected because they relate to these topics and also satisfy the criterion of theoretical soundness combined with practical applicability. In addition, the methods for statistical analysis of extremal problems are covered. Although statistical approach to global and discrete optimization is emphasized, applications to optimal design and to mathematical finance are also presented. The results of some subjects (e.g., statistical models based on one-dimensional global optimization) are summarized and the prospects for new developments are justified. Audience: Practitioners, graduate students in mathematics, statistics, computer science and engineering.

Author : Johannes Schneider,Scott Kirkpatrick
Publisher : Springer Science & Business Media
Page : 568 pages
File Size : 54,9 Mb
Release : 2007-08-06
Category : Computers
ISBN : 9783540345602

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Stochastic Optimization by Johannes Schneider,Scott Kirkpatrick Pdf

This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.

Author : Z.B. Zabinsky
Publisher : Springer Science & Business Media
Page : 236 pages
File Size : 47,7 Mb
Release : 2013-11-27
Category : Mathematics
ISBN : 9781441991829

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Stochastic Adaptive Search for Global Optimization by Z.B. Zabinsky Pdf

The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods.

Author : G. Dzemyda,V. Saltenis,A. Žilinskas
Publisher : Springer Science & Business Media
Page : 238 pages
File Size : 53,8 Mb
Release : 2006-04-11
Category : Mathematics
ISBN : 9780306476488

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Stochastic and Global Optimization by G. Dzemyda,V. Saltenis,A. Žilinskas Pdf

In the paper we propose a model of tax incentives optimization for inve- ment projects with a help of the mechanism of accelerated depreciation. Unlike the tax holidays which influence on effective income tax rate, accelerated - preciation affects on taxable income. In modern economic practice the state actively use for an attraction of - vestment into the creation of new enterprises such mechanisms as accelerated depreciation and tax holidays. The problem under our consideration is the following. Assume that the state (region) is interested in realization of a certain investment project, for ex- ple, the creation of a new enterprise. In order to attract a potential investor the state decides to use a mechanism of accelerated tax depreciation. The foll- ing question arise. What is a reasonable principle for choosing depreciation rate? From the state’s point of view the future investor’s behavior will be rat- nal. It means that while looking at economic environment the investor choose such a moment for investment which maximizes his expected net present value (NPV) from the given project. For this case both criteria and “investment rule” depend on proposed (by the state) depreciation policy. For the simplicity we will suppose that the purpose of the state for a given project is a maximi- tion of a discounted tax payments into the budget from the enterprise after its creation. Of course, these payments depend on the moment of investor’s entry and, therefore, on the depreciation policy established by the state.

Author : Ch. Venkateswarlu,Satya Eswari Jujjavarapu
Publisher : Elsevier
Page : 312 pages
File Size : 40,9 Mb
Release : 2019-11-18
Category : Technology & Engineering
ISBN : 9780128173930

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Stochastic Global Optimization Methods and Applications to Chemical, Biochemical, Pharmaceutical and Environmental Processes by Ch. Venkateswarlu,Satya Eswari Jujjavarapu Pdf

Stochastic global optimization methods and applications to chemical, biochemical, pharmaceutical and environmental processes presents various algorithms that include the genetic algorithm, simulated annealing, differential evolution, ant colony optimization, tabu search, particle swarm optimization, artificial bee colony optimization, and cuckoo search algorithm. The design and analysis of these algorithms is studied by applying them to solve various base case and complex optimization problems concerning chemical, biochemical, pharmaceutical, and environmental engineering processes. Design and implementation of various classical and advanced optimization strategies to solve a wide variety of optimization problems makes this book beneficial to graduate students, researchers, and practicing engineers working in multiple domains. This book mainly focuses on stochastic, evolutionary, and artificial intelligence optimization algorithms with a special emphasis on their design, analysis, and implementation to solve complex optimization problems and includes a number of real applications concerning chemical, biochemical, pharmaceutical, and environmental engineering processes. Presents various classical, stochastic, evolutionary, and artificial intelligence optimization algorithms for the benefit of the audience in different domains Outlines design, analysis, and implementation of optimization strategies to solve complex optimization problems of different domains Highlights numerous real applications concerning chemical, biochemical, pharmaceutical, and environmental engineering processes

Author : Stefan Schäffler
Publisher : Springer Science & Business Media
Page : 157 pages
File Size : 55,6 Mb
Release : 2012-06-26
Category : Mathematics
ISBN : 9781461439271

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Global Optimization by Stefan Schäffler Pdf

This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for unconstrained, constrained, vector, and stochastic global optimization problems. All methods presented are illustrated by various examples. Practical numerical algorithms are given and analyzed in detail. The topics presented include the randomized curve of steepest descent, the randomized curve of dominated points, the semi-implicit Euler method, the penalty approach, and active set strategies. The optimal decoding of block codes in digital communications is worked out as a case study and shows the potential and high practical relevance of this new approach. Global Optimization: A Stochastic Approach is an elegant account of a refined theory, suitable for researchers and graduate students interested in global optimization and its applications.

Author : Kurt Marti
Publisher : Springer
Page : 368 pages
File Size : 49,9 Mb
Release : 2015-02-21
Category : Business & Economics
ISBN : 9783662462140

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Stochastic Optimization Methods by Kurt Marti Pdf

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems. Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures and differentiation formulas for probabilities and expectations. In the third edition, this book further develops stochastic optimization methods. In particular, it now shows how to apply stochastic optimization methods to the approximate solution of important concrete problems arising in engineering, economics and operations research.

Author : Hime Aguiar e Oliveira Junior,Lester Ingber,Antonio Petraglia,Mariane Rembold Petraglia,Maria Augusta Soares Machado
Publisher : Springer Science & Business Media
Page : 210 pages
File Size : 41,8 Mb
Release : 2012-01-26
Category : Technology & Engineering
ISBN : 9783642274794

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Stochastic Global Optimization and Its Applications with Fuzzy Adaptive Simulated Annealing by Hime Aguiar e Oliveira Junior,Lester Ingber,Antonio Petraglia,Mariane Rembold Petraglia,Maria Augusta Soares Machado Pdf

Stochastic global optimization is a very important subject, that has applications in virtually all areas of science and technology. Therefore there is nothing more opportune than writing a book about a successful and mature algorithm that turned out to be a good tool in solving difficult problems. Here we present some techniques for solving several problems by means of Fuzzy Adaptive Simulated Annealing (Fuzzy ASA), a fuzzy-controlled version of ASA, and by ASA itself. ASA is a sophisticated global optimization algorithm that is based upon ideas of the simulated annealing paradigm, coded in the C programming language and developed to statistically find the best global fit of a nonlinear constrained, non-convex cost function over a multi-dimensional space. By presenting detailed examples of its application we want to stimulate the reader’s intuition and make the use of Fuzzy ASA (or regular ASA) easier for everyone wishing to use these tools to solve problems. We kept formal mathematical requirements to a minimum and focused on continuous problems, although ASA is able to handle discrete optimization tasks as well. This book can be used by researchers and practitioners in engineering and industry, in courses on optimization for advanced undergraduate and graduate levels, and also for self-study.

Author : Yaroslav D. Sergeyev,Roman G. Strongin,Daniela Lera
Publisher : Springer Science & Business Media
Page : 125 pages
File Size : 52,7 Mb
Release : 2013-08-13
Category : Mathematics
ISBN : 9781461480426

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Introduction to Global Optimization Exploiting Space-Filling Curves by Yaroslav D. Sergeyev,Roman G. Strongin,Daniela Lera Pdf

Introduction to Global Optimization Exploiting Space-Filling Curves provides an overview of classical and new results pertaining to the usage of space-filling curves in global optimization. The authors look at a family of derivative-free numerical algorithms applying space-filling curves to reduce the dimensionality of the global optimization problem; along with a number of unconventional ideas, such as adaptive strategies for estimating Lipschitz constant, balancing global and local information to accelerate the search. Convergence conditions of the described algorithms are studied in depth and theoretical considerations are illustrated through numerical examples. This work also contains a code for implementing space-filling curves that can be used for constructing new global optimization algorithms. Basic ideas from this text can be applied to a number of problems including problems with multiextremal and partially defined constraints and non-redundant parallel computations can be organized. Professors, students, researchers, engineers, and other professionals in the fields of pure mathematics, nonlinear sciences studying fractals, operations research, management science, industrial and applied mathematics, computer science, engineering, economics, and the environmental sciences will find this title useful . ​

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 50,7 Mb
Release : 2024-06-13
Category : Electronic
ISBN : 9789814465434

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Stochastic Global Optimization by Anonim Pdf

Author : Panos M. Pardalos,Anatoly Zhigljavsky,Julius Žilinskas
Publisher : Springer
Page : 296 pages
File Size : 49,6 Mb
Release : 2016-11-04
Category : Mathematics
ISBN : 9783319299754

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Advances in Stochastic and Deterministic Global Optimization by Panos M. Pardalos,Anatoly Zhigljavsky,Julius Žilinskas Pdf

Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book. This volume is dedicated to the 70th birthday of Antanas Žilinskas who is a leading world expert in global optimization. Professor Žilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and multiple objectives, and application of algorithms for solving real-world practical problems.

Author : Panos M. Pardalos,H. Edwin Romeijn
Publisher : Springer Science & Business Media
Page : 571 pages
File Size : 40,5 Mb
Release : 2013-04-18
Category : Mathematics
ISBN : 9781475753622

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Handbook of Global Optimization by Panos M. Pardalos,H. Edwin Romeijn Pdf

In 1995 the Handbook of Global Optimization (first volume), edited by R. Horst, and P.M. Pardalos, was published. This second volume of the Handbook of Global Optimization is comprised of chapters dealing with modern approaches to global optimization, including different types of heuristics. Topics covered in the handbook include various metaheuristics, such as simulated annealing, genetic algorithms, neural networks, taboo search, shake-and-bake methods, and deformation methods. In addition, the book contains chapters on new exact stochastic and deterministic approaches to continuous and mixed-integer global optimization, such as stochastic adaptive search, two-phase methods, branch-and-bound methods with new relaxation and branching strategies, algorithms based on local optimization, and dynamical search. Finally, the book contains chapters on experimental analysis of algorithms and software, test problems, and applications.

Author : James C. Spall
Publisher : John Wiley & Sons
Page : 620 pages
File Size : 52,9 Mb
Release : 2005-03-11
Category : Mathematics
ISBN : 9780471441908

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Introduction to Stochastic Search and Optimization by James C. Spall Pdf

* Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will appeal to both students and researchers. * Features exercises and web links to software and data sets.