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.

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.

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.

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

Global Optimization
Author: Leo Liberti
Publisher: Springer Science & Business Media
Total Pages: 454
Release: 2006-02-21
Genre: Business & Economics
ISBN: 9780387282602

Most global optimization literature focuses on theory. This book, however, contains descriptions of new implementations of general-purpose or problem-specific global optimization algorithms. It discusses existing software packages from which the entire community can learn. The contributors are experts in the discipline of actually getting global optimization to work, and the book provides a source of ideas for people needing to implement global optimization software.

Global Optimization

Global Optimization
Author: János D. Pintér
Publisher: Springer Science & Business Media
Total Pages: 559
Release: 2006-10-13
Genre: Mathematics
ISBN: 0387309276

Optimization models based on a nonlinear systems description often possess multiple local optima. The objective of Global Optimization (GO) is to find the best possible solution of multiextremal problems. This volume illustrates the applicability of GO modeling techniques and solution strategies to real-world problems. Coverage extends to a broad range of applications, from agroecosystem management to robot design. Proposed solutions encompass a range of practical and viable methods.

Handbook of Global Optimization

Handbook of Global Optimization
Author: Panos M. Pardalos
Publisher: Springer Science & Business Media
Total Pages: 571
Release: 2013-04-18
Genre: Mathematics
ISBN: 1475753624

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.

Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming

Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming
Author: Mohit Tawarmalani
Publisher: Springer Science & Business Media
Total Pages: 492
Release: 2013-04-17
Genre: Mathematics
ISBN: 1475735324

Interest in constrained optimization originated with the simple linear pro gramming model since it was practical and perhaps the only computationally tractable model at the time. Constrained linear optimization models were soon adopted in numerous application areas and are perhaps the most widely used mathematical models in operations research and management science at the time of this writing. Modelers have, however, found the assumption of linearity to be overly restrictive in expressing the real-world phenomena and problems in economics, finance, business, communication, engineering design, computational biology, and other areas that frequently demand the use of nonlinear expressions and discrete variables in optimization models. Both of these extensions of the linear programming model are NP-hard, thus representing very challenging problems. On the brighter side, recent advances in algorithmic and computing technology make it possible to re visit these problems with the hope of solving practically relevant problems in reasonable amounts of computational time. Initial attempts at solving nonlinear programs concentrated on the de velopment of local optimization methods guaranteeing globality under the assumption of convexity. On the other hand, the integer programming liter ature has concentrated on the development of methods that ensure global optima. The aim of this book is to marry the advancements in solving nonlinear and integer programming models and to develop new results in the more general framework of mixed-integer nonlinear programs (MINLPs) with the goal of devising practically efficient global optimization algorithms for MINLPs.

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.