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A comprehensive introduction to optimization with a focus on practical algorithms for the design of engineering systems. This book offers a comprehensive introduction to optimization with a focus on practical algorithms. The book approaches optimization from an engineering perspective, where the objective is to design a system that optimizes a set of metrics subject to constraints. Readers will learn about computational approaches for a range of challenges, including searching high-dimensional spaces, handling problems where there are multiple competing objectives, and accommodating uncertainty in the metrics. Figures, examples, and exercises convey the intuition behind the mathematical approaches. The text provides concrete implementations in the Julia programming language. Topics covered include derivatives and their generalization to multiple dimensions; local descent and first- and second-order methods that inform local descent; stochastic methods, which introduce randomness into the optimization process; linear constrained optimization, when both the objective function and the constraints are linear; surrogate models, probabilistic surrogate models, and using probabilistic surrogate models to guide optimization; optimization under uncertainty; uncertainty propagation; expression optimization; and multidisciplinary design optimization. Appendixes offer an introduction to the Julia language, test functions for evaluating algorithm performance, and mathematical concepts used in the derivation and analysis of the optimization methods discussed in the text. The book can be used by advanced undergraduates and graduate students in mathematics, statistics, computer science, any engineering field, (including electrical engineering and aerospace engineering), and operations research, and as a reference for professionals.
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
In this monograph, the authors develop a methodology that allows one to construct and substantiate optimal and suboptimal algorithms to solve problems in computational and applied mathematics. Throughout the book, the authors explore well-known and proposed algorithms with a view toward analyzing their quality and the range of their efficiency. The concept of the approach taken is based on several theories (of computations, of optimal algorithms, of interpolation, interlination, and interflatation of functions, to name several). Theoretical principles and practical aspects of testing the quality of algorithms and applied software, are a major component of the exposition. The computer technology in construction of T-efficient algorithms for computing ε-solutions to problems of computational and applied mathematics, is also explored. The readership for this monograph is aimed at scientists, postgraduate students, advanced students, and specialists dealing with issues of developing algorithmic and software support for the solution of problems of computational and applied mathematics.
The latest edition of the essential text and professional reference, with substantial new material on such topics as vEB trees, multithreaded algorithms, dynamic programming, and edge-based flow. Some books on algorithms are rigorous but incomplete; others cover masses of material but lack rigor. Introduction to Algorithms uniquely combines rigor and comprehensiveness. The book covers a broad range of algorithms in depth, yet makes their design and analysis accessible to all levels of readers. Each chapter is relatively self-contained and can be used as a unit of study. The algorithms are described in English and in a pseudocode designed to be readable by anyone who has done a little programming. The explanations have been kept elementary without sacrificing depth of coverage or mathematical rigor. The first edition became a widely used text in universities worldwide as well as the standard reference for professionals. The second edition featured new chapters on the role of algorithms, probabilistic analysis and randomized algorithms, and linear programming. The third edition has been revised and updated throughout. It includes two completely new chapters, on van Emde Boas trees and multithreaded algorithms, substantial additions to the chapter on recurrence (now called “Divide-and-Conquer”), and an appendix on matrices. It features improved treatment of dynamic programming and greedy algorithms and a new notion of edge-based flow in the material on flow networks. Many exercises and problems have been added for this edition. The international paperback edition is no longer available; the hardcover is available worldwide.
This book provides a comprehensive and accessible presentation of algorithms for solving convex optimization problems. It relies on rigorous mathematical analysis, but also aims at an intuitive exposition that makes use of visualization where possible. This is facilitated by the extensive use of analytical and algorithmic concepts of duality, which by nature lend themselves to geometrical interpretation. The book places particular emphasis on modern developments, and their widespread applications in fields such as large-scale resource allocation problems, signal processing, and machine learning. The book is aimed at students, researchers, and practitioners, roughly at the first year graduate level. It is similar in style to the author's 2009"Convex Optimization Theory" book, but can be read independently. The latter book focuses on convexity theory and optimization duality, while the present book focuses on algorithmic issues. The two books share notation, and together cover the entire finite-dimensional convex optimization methodology. To facilitate readability, the statements of definitions and results of the "theory book" are reproduced without proofs in Appendix B.
Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differential geometry necessary to algorithmic development. In the other chapters, several well-known optimization methods such as steepest descent and conjugate gradients are generalized to abstract manifolds. The book provides a generic development of each of these methods, building upon the material of the geometric chapters. It then guides readers through the calculations that turn these geometrically formulated methods into concrete numerical algorithms. The state-of-the-art algorithms given as examples are competitive with the best existing algorithms for a selection of eigenspace problems in numerical linear algebra. Optimization Algorithms on Matrix Manifolds offers techniques with broad applications in linear algebra, signal processing, data mining, computer vision, and statistical analysis. It can serve as a graduate-level textbook and will be of interest to applied mathematicians, engineers, and computer scientists.
The contributions in this book discuss large-scale problems like the optimal design of domes, antennas, transmission line towers, barrel vaults and steel frames with different types of limitations such as strength, buckling, displacement and natural frequencies. The authors use a set of definite algorithms for the optimization of all types of structures. They also add a new enhanced version of VPS and information about configuration processes to all chapters. Domes are of special interest to engineers as they enclose a maximum amount of space with a minimum surface and have proven to be very economical in terms of consumption of constructional materials. Antennas and transmission line towers are the one of the most popular structure since these steel lattice towers are inexpensive, strong, light and wind resistant. Architects and engineers choose barrel vaults as viable and often highly suitable forms for covering not only low-cost industrial buildings, warehouses, large-span hangars, indoor sports stadiums, but also large cultural and leisure centers. Steel buildings are preferred in residential as well as commercial buildings due to their high strength and ductility particularly in regions which are prone to earthquakes.
A broad introduction to algorithms for decision making under uncertainty, introducing the underlying mathematical problem formulations and the algorithms for solving them. Automated decision-making systems or decision-support systems—used in applications that range from aircraft collision avoidance to breast cancer screening—must be designed to account for various sources of uncertainty while carefully balancing multiple objectives. This textbook provides a broad introduction to algorithms for decision making under uncertainty, covering the underlying mathematical problem formulations and the algorithms for solving them. The book first addresses the problem of reasoning about uncertainty and objectives in simple decisions at a single point in time, and then turns to sequential decision problems in stochastic environments where the outcomes of our actions are uncertain. It goes on to address model uncertainty, when we do not start with a known model and must learn how to act through interaction with the environment; state uncertainty, in which we do not know the current state of the environment due to imperfect perceptual information; and decision contexts involving multiple agents. The book focuses primarily on planning and reinforcement learning, although some of the techniques presented draw on elements of supervised learning and optimization. Algorithms are implemented in the Julia programming language. Figures, examples, and exercises convey the intuition behind the various approaches presented.
A clear and lucid bottom-up approach to the basic principles of evolutionary algorithms Evolutionary algorithms (EAs) are a type of artificial intelligence. EAs are motivated by optimization processes that we observe in nature, such as natural selection, species migration, bird swarms, human culture, and ant colonies. This book discusses the theory, history, mathematics, and programming of evolutionary optimization algorithms. Featured algorithms include genetic algorithms, genetic programming, ant colony optimization, particle swarm optimization, differential evolution, biogeography-based optimization, and many others. Evolutionary Optimization Algorithms: Provides a straightforward, bottom-up approach that assists the reader in obtaining a clear but theoretically rigorous understanding of evolutionary algorithms, with an emphasis on implementation Gives a careful treatment of recently developed EAs including opposition-based learning, artificial fish swarms, bacterial foraging, and many others and discusses their similarities and differences from more well-established EAs Includes chapter-end problems plus a solutions manual available online for instructors Offers simple examples that provide the reader with an intuitive understanding of the theory Features source code for the examples available on the author's website Provides advanced mathematical techniques for analyzing EAs, including Markov modeling and dynamic system modeling Evolutionary Optimization Algorithms: Biologically Inspired and Population-Based Approaches to Computer Intelligence is an ideal text for advanced undergraduate students, graduate students, and professionals involved in engineering and computer science.
Historically, there is a close connection between geometry and optImization. This is illustrated by methods like the gradient method and the simplex method, which are associated with clear geometric pictures. In combinatorial optimization, however, many of the strongest and most frequently used algorithms are based on the discrete structure of the problems: the greedy algorithm, shortest path and alternating path methods, branch-and-bound, etc. In the last several years geometric methods, in particular polyhedral combinatorics, have played a more and more profound role in combinatorial optimization as well. Our book discusses two recent geometric algorithms that have turned out to have particularly interesting consequences in combinatorial optimization, at least from a theoretical point of view. These algorithms are able to utilize the rich body of results in polyhedral combinatorics. The first of these algorithms is the ellipsoid method, developed for nonlinear programming by N. Z. Shor, D. B. Yudin, and A. S. NemirovskiI. It was a great surprise when L. G. Khachiyan showed that this method can be adapted to solve linear programs in polynomial time, thus solving an important open theoretical problem. While the ellipsoid method has not proved to be competitive with the simplex method in practice, it does have some features which make it particularly suited for the purposes of combinatorial optimization. The second algorithm we discuss finds its roots in the classical "geometry of numbers", developed by Minkowski. This method has had traditionally deep applications in number theory, in particular in diophantine approximation.