The case studies presented are in such areas as data fitting, vehicle route planning and optimal control, scheduling and resource allocation, sensitivity calculations and worst-case analysis. Among the main topics covered: (1) one-variable optimization - optimality conditions, direct search methods, gradient methods; (2) unconstrained optimization in n variables - optimality conditions and solution methods including Nelder and Mead simplex, steepest descent, Newton and quasi-Newton methods, trust region methods, conjugate gradients, Gauss-Newton method for least-squares; (3) constrained optimization in n variables -optimality conditions and solution methods including problem transformation and elimination of variables, reduced gradients, penalty and barrier methods, sequential quadratic programming, interior point methods; (4) an introduction to global optimization; (5) an introduction to automatic differentiation. A sound theoretical introduction to optimization but mainly placing a practical emphasis on understanding algorithms and how to use them INDICE: From the contents 1. Introduction to engineering optimization problems.- 2. Some engineering problems in one variable.- 3. Numerical optimization in one variable.- 4. Route-planning and other problems in several variables.- 5. Gradients, Hessians and automatic differentiation.- 6. Optimality conditions for n variable unconstrained problems.- 7. Steepest descent method.- 8. Newton method .- 9. Quasi-Newton methods.- 10. Conjugate gradient methods.- 11. Problem transformations to handle constraints.- 12. Maintenance scheduling – acase study.- 13. Data fitting and identification.- 14. The Gauss-Newton method with examples.- 15. Power system scheduling and engineering problems involving constraints.- 16. Optimality conditions for equality constrained problems.-17. Quadratic programming and reduced gradients with examples.- 18. Penalty function methods and examples.- 19. Sequential QP methods.- 20. Trajectory optimization- a case study.- 21. Wing design and other problems involving inequality constraints.
- ISBN: 978-0-387-78722-0
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 280
- Fecha Publicación: 01/07/2008
- Nº Volúmenes: 1
- Idioma: Inglés