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With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive. Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
This edited book reports on recent developments in the theory of evolutionary computation, or more generally the domain of randomized search heuristics. It starts with two chapters on mathematical methods that are often used in the analysis of randomized search heuristics, followed by three chapters on how to measure the complexity of a search heuristic: black-box complexity, a counterpart of classical complexity theory in black-box optimization; parameterized complexity, aimed at a more fine-grained view of the difficulty of problems; and the fixed-budget perspective, which answers the question of how good a solution will be after investing a certain computational budget. The book then describes theoretical results on three important questions in evolutionary computation: how to profit from changing the parameters during the run of an algorithm; how evolutionary algorithms cope with dynamically changing or stochastic environments; and how population diversity influences performance. Finally, the book looks at three algorithm classes that have only recently become the focus of theoretical work: estimation-of-distribution algorithms; artificial immune systems; and genetic programming. Throughout the book the contributing authors try to develop an understanding for how these methods work, and why they are so successful in many applications. The book will be useful for students and researchers in theoretical computer science and evolutionary computing.
This book constitutes the refereed proceedings of the 10th International Conference on Parallel Problem Solving from Nature, PPSN 2008, held in Dortmund, Germany, in September 2008. The 114 revised full papers presented were carefully reviewed and selected from 206 submissions. The conference covers a wide range of topics, such as evolutionary computation, quantum computation, molecular computation, neural computation, artificial life, swarm intelligence, artificial ant systems, artificial immune systems, self-organizing systems, emergent behaviors, and applications to real-world problems. The paper are organized in topical sections on formal theory, new techniques, experimental analysis, multiobjective optimization, hybrid methods, and applications.
This volume comprises the proceedings of the International Conference on Computational Intelligence 2015 (ICCI15). This book aims to bring together work from leading academicians, scientists, researchers and research scholars from across the globe on all aspects of computational intelligence. The work is composed mainly of original and unpublished results of conceptual, constructive, empirical, experimental, or theoretical work in all areas of computational intelligence. Specifically, the major topics covered include classical computational intelligence models and artificial intelligence, neural networks and deep learning, evolutionary swarm and particle algorithms, hybrid systems optimization, constraint programming, human-machine interaction, computational intelligence for the web analytics, robotics, computational neurosciences, neurodynamics, bioinspired and biomorphic algorithms, cross disciplinary topics and applications. The contents of this volume will be of use to researchers and professionals alike.
This book provides readers with a comprehensive, state-of-the-art overview of approximate computing, enabling the design trade-off of accuracy for achieving better power/performance efficiencies, through the simplification of underlying computing resources. The authors describe in detail various efforts to generate approximate hardware systems, while still providing an overview of support techniques at other computing layers. The book is organized by techniques for various hardware components, from basic building blocks to general circuits and systems.
Transport Infrastructure Asset management in transport infrastructure, financial viability of transport engineering projects/ Life cycle Cost Analysis, Life-Cycle Assessment and Sustainability Assessment of transport infrastructure/ Infrastructures financing and pricing with equity appraisal, operation optimization and energy management/ Low-Volume roads: planning, maintenance, operations, environmental and social issues/ Public-Private Partnership (PPP) experience in transport infrastructure in different countries and economic conditions/ Airport Pavement Management Systems, runway design and maintenance/ Port maintenance and development issues, technology relating to cargo handling, landside access, cruise operations/ Infrastructure Building Information Modelling (I-BIM) / Pavement design and innovative bituminous materials/ Recycling and re-use in road pavements, environmentally sustainable technologies/ Stone pavements, ancient roads and historic railways/ Cementitious stabilization of materials used in the rehabilitation of transportation infrastructure. Transport Systems Sustainable transport and the environment protection including green vehicles/ Urban transport, land use development, spatial and transport planning/ Bicycling, bike, bike-sharing systems, cycling mobility/ Human factor in transport systems/ Intelligent Mobility: emerging technologies to enable the smarter movement of people and goods/Airport landside: access roads, parking facilities, terminal facilities, aircraft apron and the azdjacent taxiway/ Transportation policy, planning and design, modelling and decision making/ Transport economics, finance and pricing issues, optimization problems, equity appraisal/ Road safety impact assessments, road safety audits, the management of road network safety and safety inspections/ Tunnels and underground structures: preventing incidents-accidents mitigating their effects for both people and goods/ Traffic flow characteristics, traffic control devices, work zone traffic control, highway capacity and quality of service/ Track-vehicle interactions in railway systems, capacity analysis of railway networks/ Risk assessment and safety in air and railway transport, reliability aspects/ Maritime transport and inland waterways transport research/ Intermodal freight transport: terminals and logistics.
"Mathematical Optimization and Economic Analysis" is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopment analysis. Through a systematic approach, this book demonstrates the usefulness of these mathematical tools in quantitative and qualitative economic analysis. The book presents specific examples to demonstrate each technique’s advantages and applicability as well as numerous applications of these techniques to industrial economics, regulatory economics, trade policy, economic sustainability, production planning, and environmental policy. Key Features include: - A detailed presentation of both single-objective and multiobjective optimization; - An in-depth exposition of various applied optimization problems; - Implementation of optimization tools to improve the accuracy of various economic models; - Extensive resources suggested for further reading. This book is intended for graduate and postgraduate students studying quantitative economics, as well as economics researchers and applied mathematicians. Requirements include a basic knowledge of calculus and linear algebra, and a familiarity with economic modeling.