Global Optimization in Action

Continuous and Lipschitz Optimization: Algorithms, Implementations and Applications

AvJános D. Pintér

Häftad, Engelska, 2010

Del 6 i serien Nonconvex Optimization and Its Applications

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Beskrivning

In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local solutions; hence, it is natural to search for the globally best solution(s). Global Optimization in Action provides a comprehensive discussion of adaptive partition strategies to solve global optimization problems under very general structural requirements. A unified approach to numerous known algorithms makes possible straightforward generalizations and extensions, leading to efficient computer-based implementations. A considerable part of the book is devoted to applications, including some generic problems from numerical analysis, and several case studies in environmental systems analysis and management. The book is essentially self-contained and is based on theauthor's research, in cooperation (on applications) with a number of colleagues. Audience: Professors, students, researchers and other professionals in the fields of operations research, management science, industrial and applied mathematics, computer science, engineering, economics and the environmental sciences.

Produktinformation

Utgivningsdatum:2010-12-06
Mått:155 x 235 x 28 mm
Vikt:768 g
Format:Häftad
Språk:Engelska
Serie:Nonconvex Optimization and Its Applications
Antal sidor:480
Förlag:Springer-Verlag New York Inc.
ISBN:9781441947512

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Recensioner i media

'Pinter's book can be recommended to each reader who needs a far-reaching survey of continuous and Lipschitz optimization. The book is distinguished by its vivid and informative style, the large number of areas that are touched, the lack of longwinded and overly sophisticated expositions, and the optimum balance between theory and practical applications.' Optima, 51 (1996)

Innehållsförteckning

One Global Optimization: A Brief Review.- 1.1 General Problem Statement and Special Model Forms.- 1.2 Solution Approaches.- Two Partition Strategies in Global Optimization: The Continuous and the Lipschitzian Case.- 2.1 An Introduction to Partition Algorithms.- 2.2 Convergence Properties of Adaptive Partition Algorithms.- 2.3 Partition Algorithms on Intervals.- 2.4 Partition Algorithms on Multidimensional Intervals.- 2.5 Simplex Partition Strategies.- 2.6 Partition Methods on General Convex and Star Sets.- 2.7 Partition Strategies in General Lipschitz Optimization.- Three Implementation Aspects, Algorithm Modifications and Stochastic Extensions.- 3.1 Diagonally Extended Univariate Algorithms for Multidimensional Global Optimization.- 3.2 Estimation of Lipschitzian Problem Characteristics in Global Optimization.- 3.3 General Lipschitz Optimization Applying Penalty Multipliers.- 3.4 An Implementation of a Lipschitzian Global Optimization Procedure.- 3.5 Decision Making under Uncertainty:Stochastic Model Forms.- 3.6 Adaptive Stochastic Optimization Procedures.- 3.7 Estimation of Noise-Perturbed Function Values.- Four Applications.- 4.1 Nonlinear Approximation: Systems of Equations and Inequalities.- 4.2 Data Classification (Clustering) and Related Problems.- 4.3 Aggregation of Negotiated Expert Opinions.- 4.4 Product (Mixture) Design.- 4.5 Globally Optimized Calibration of Complex System Models.- 4.6 Calibration Model Versions, Illustrated by Examples.- 4.7 Dynamic Modelling of Phosphorus Release from Sediments.- 4.8 Aquifer Model Calibration.- 4.9 Industrial Wastewater Management.- 4.10 Multiple Source River Pollution Management.- 4.11 Lake Eutrophication Management.- 4.12 Risk Management of Accidental Water Pollution.- Afterword.- Some Further Research Perspectives.- References.