Optimization in Engineering Sciences

Pierre Borne 지음

Wiley-ISTE 2013년 01월 24일 출간

작품소개

책소개

The purpose of this book is to present the main methods of static and dynamic optimization. It has been written within the framework of the European Union project n- ERRIC (Empowering Romanian Research on Intelligent Information Technologies), funded by the EU's FP7 Research Potential program and developed in cooperation between French and Romanian teaching researchers.Through the principles of various proposed algorithms (with additional references) this book allows the interested reader to explore various methods of implementation such as linear programming, nonlinear programming n- particularly important given the wide variety of existing algorithms, dynamic programming with various application examples and Hopfield networks. The book examines optimization in relation to systems identification; optimization of dynamic systems with particular application to process control; optimization of large scale and complex systems; optimization and information systems.

목차

Foreword ixPreface xiList of Acronyms xiiiChapter 1. Linear Programming 11.1. Objective of linear programming 11.2. Stating the problem 11.3. Lagrange method 41.4. Simplex algorithm 51.4.1. Principle 51.4.2. Simplicial form formulation 51.4.3. Transition from one simplicial form to another 71.4.4. Summary of the simplex algorithm 91.5. Implementation example 111.6. Linear programming applied to the optimization of resource allocation 131.6.1. Areas of application 131.6.2. Resource allocation for advertising 131.6.3. Optimization of a cut of paper rolls 161.6.4. Structure of linear program of an optimal control problem 17Chapter 2. Nonlinear Programming 232.1. Problem formulation 232.2. Karush&n-Kuhn&n-Tucker conditions 242.3. General search algorithm 262.3.1. Main steps 262.3.2. Computing the search direction 292.3.3. Computation of advancement step 332.4. Monovariable methods 332.4.1. Coggin&'s method (of polynomial interpolation) 342.4.2. Golden section method 362.5. Multivariable methods 392.5.1. Direct search methods 392.5.2. Gradient methods 57Chapter 3. Dynamic Programming 1013.1. Principle of dynamic programming 1013.1.1. Stating the problem 1013.1.2. Decision problem 1013.2. Recurrence equation of optimality 1023.3. Particular cases 1043.3.1. Infinite horizon stationary problems 1043.3.2. Variable horizon problem 1043.3.3. Random horizon problem 1043.3.4. Taking into account sum-like constraints 1053.3.5. Random evolution law 1063.3.6. Initialization when the final state is imposed 1063.3.7. The case when the necessary information is not always available 1073.4. Examples 1073.4.1. Route optimization 1073.4.2. The smuggler prob

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저자(글) Pierre Borne