Global Optimization with Non-Convex Constraints

Global Optimization with Non-Convex Constraints
Author: Roman G. Strongin
Publisher: Springer Science & Business Media
Total Pages: 717
Release: 2013-11-09
Genre: Mathematics
ISBN: 146154677X

Everything should be made as simple as possible, but not simpler. (Albert Einstein, Readers Digest, 1977) The modern practice of creating technical systems and technological processes of high effi.ciency besides the employment of new principles, new materials, new physical effects and other new solutions ( which is very traditional and plays the key role in the selection of the general structure of the object to be designed) also includes the choice of the best combination for the set of parameters (geometrical sizes, electrical and strength characteristics, etc.) concretizing this general structure, because the Variation of these parameters ( with the structure or linkage being already set defined) can essentially affect the objective performance indexes. The mathematical tools for choosing these best combinations are exactly what is this book about. With the advent of computers and the computer-aided design the pro bations of the selected variants are usually performed not for the real examples ( this may require some very expensive building of sample op tions and of the special installations to test them ), but by the analysis of the corresponding mathematical models. The sophistication of the mathematical models for the objects to be designed, which is the natu ral consequence of the raising complexity of these objects, greatly com plicates the objective performance analysis. Today, the main (and very often the only) available instrument for such an analysis is computer aided simulation of an object's behavior, based on numerical experiments with its mathematical model.

Convex Analysis and Global Optimization

Convex Analysis and Global Optimization
Author: Hoang Tuy
Publisher: Springer Science & Business Media
Total Pages: 346
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475728093

Due to the general complementary convex structure underlying most nonconvex optimization problems encountered in applications, convex analysis plays an essential role in the development of global optimization methods. This book develops a coherent and rigorous theory of deterministic global optimization from this point of view. Part I constitutes an introduction to convex analysis, with an emphasis on concepts, properties and results particularly needed for global optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of global search principles such as partitioning and cutting, outer and inner approximation, and decomposition to general global optimization problems and to problems with a low-rank nonconvex structure as well as quadratic problems. Much new material is offered, aside from a rigorous mathematical development. Audience: The book is written as a text for graduate students in engineering, mathematics, operations research, computer science and other disciplines dealing with optimization theory. It is also addressed to all scientists in various fields who are interested in mathematical optimization.

Deterministic Global Optimization

Deterministic Global Optimization
Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
Total Pages: 774
Release: 2000
Genre: Computers
ISBN: 9780792360148

This book provides a unified and insightful treatment of deterministic global optimization. It introduces theoretical and algorithmic advances that address the computation and characterization of global optima, determine valid lower and upper bounds on the global minima and maxima, and enclose all solutions of nonlinear constrained systems of equations. Among its special features, the book: Introduces the fundamentals of deterministic global optimization; Provides a thorough treatment of decomposition-based global optimization approaches for biconvex and bilinear problems; Covers global optimization methods for generalized geometric programming problems Presents in-depth global optimization algorithms for general twice continuously differentiable nonlinear problems; Provides a detailed treatment of global optimization methods for mixed-integer nonlinear problems; Develops global optimization approaches for the enclosure of all solutions of nonlinear constrained systems of equations; Includes many important applications from process design, synthesis, control, and operations, phase equilibrium, design under uncertainty, parameter estimation, azeotrope prediction, structure prediction in clusters and molecules, protein folding, and peptide docking. Audience: This book can be used as a textbook in graduate-level courses and as a desk reference for researchers in all branches of engineering and applied science, applied mathematics, industrial engineering, operations research, computer science, economics, computational chemistry and molecular biology.

Convex Optimization

Convex Optimization
Author: Stephen P. Boyd
Publisher: Cambridge University Press
Total Pages: 744
Release: 2004-03-08
Genre: Business & Economics
ISBN: 9780521833783

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

State of the Art in Global Optimization

State of the Art in Global Optimization
Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
Total Pages: 638
Release: 2013-12-01
Genre: Mathematics
ISBN: 1461334373

Optimization problems abound in most fields of science, engineering, and tech nology. In many of these problems it is necessary to compute the global optimum (or a good approximation) of a multivariable function. The variables that define the function to be optimized can be continuous and/or discrete and, in addition, many times satisfy certain constraints. Global optimization problems belong to the complexity class of NP-hard prob lems. Such problems are very difficult to solve. Traditional descent optimization algorithms based on local information are not adequate for solving these problems. In most cases of practical interest the number of local optima increases, on the aver age, exponentially with the size of the problem (number of variables). Furthermore, most of the traditional approaches fail to escape from a local optimum in order to continue the search for the global solution. Global optimization has received a lot of attention in the past ten years, due to the success of new algorithms for solving large classes of problems from diverse areas such as engineering design and control, computational chemistry and biology, structural optimization, computer science, operations research, and economics. This book contains refereed invited papers presented at the conference on "State of the Art in Global Optimization: Computational Methods and Applications" held at Princeton University, April 28-30, 1995. The conference presented current re search on global optimization and related applications in science and engineering. The papers included in this book cover a wide spectrum of approaches for solving global optimization problems and applications.

Global Optimization in Action

Global Optimization in Action
Author: János D. Pintér
Publisher: Springer Science & Business Media
Total Pages: 481
Release: 2013-03-14
Genre: Mathematics
ISBN: 1475725027

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 the author'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.

Global Optimization

Global Optimization
Author: Marco Locatelli
Publisher: SIAM
Total Pages: 439
Release: 2013-10-16
Genre: Mathematics
ISBN: 1611972671

This volume contains a thorough overview of the rapidly growing field of global optimization, with chapters on key topics such as complexity, heuristic methods, derivation of lower bounds for minimization problems, and branch-and-bound methods and convergence. The final chapter offers both benchmark test problems and applications of global optimization, such as finding the conformation of a molecule or planning an optimal trajectory for interplanetary space travel. An appendix provides fundamental information on convex and concave functions. Intended for Ph.D. students, researchers, and practitioners looking for advanced solution methods to difficult optimization problems. It can be used as a supplementary text in an advanced graduate-level seminar.

Introduction to Global Optimization

Introduction to Global Optimization
Author: R. Horst
Publisher: Springer Science & Business Media
Total Pages: 376
Release: 2000-12-31
Genre: Computers
ISBN: 9780792367567

A textbook for an undergraduate course in mathematical programming for students with a knowledge of elementary real analysis, linear algebra, and classical linear programming (simple techniques). Focuses on the computation and characterization of global optima of nonlinear functions, rather than the locally optimal solutions addressed by most books on optimization. Incorporates the theoretical, algorithmic, and computational advances of the past three decades that help solve globally multi-extreme problems in the mathematical modeling of real world systems. Annotation copyright by Book News, Inc., Portland, OR

Models and Algorithms for Global Optimization

Models and Algorithms for Global Optimization
Author: Aimo Törn
Publisher: Springer Science & Business Media
Total Pages: 362
Release: 2007-04-08
Genre: Mathematics
ISBN: 0387367217

The research of Antanas Zilinskas has focused on developing models for global optimization, implementing and investigating the corresponding algorithms, and applying those algorithms to practical problems. This volume, dedicated to Professor Zilinskas on the occasion of his 60th birthday, contains new survey papers in which leading researchers from the field present various models and algorithms for solving global optimization problems.

Trajectory Planning for Automatic Machines and Robots

Trajectory Planning for Automatic Machines and Robots
Author: Luigi Biagiotti
Publisher: Springer Science & Business Media
Total Pages: 515
Release: 2008-10-23
Genre: Technology & Engineering
ISBN: 3540856293

This book deals with the problems related to planning motion laws and t- jectories for the actuation system of automatic machines, in particular for those based on electric drives, and robots. The problem of planning suitable trajectories is relevant not only for the proper use of these machines, in order to avoid undesired e?ects such as vibrations or even damages on the mech- ical structure, but also in some phases of their design and in the choice and sizing of the actuators. This is particularly true now that the concept of “el- tronic cams” has replaced, in the design of automatic machines, the classical approach based on “mechanical cams”. The choice of a particular trajectory has direct and relevant implications on several aspects of the design and use of an automatic machine, like the dimensioning of the actuators and of the reduction gears, the vibrations and e?orts generated on the machine and on the load, the tracking errors during the motion execution. For these reasons, in order to understand and appreciate the peculiarities of the di?erent techniques available for trajectory planning, besides the ma- ematical aspects of their implementation also a detailed analysis in the time and frequency domains, a comparison of their main properties under di?erent points of view, and general considerations related to their practical use are reported.