State of the Art in Global Optimization

State of the Art in Global Optimization PDF Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 1461334373
Category : Mathematics
Languages : en
Pages : 638

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Book Description
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.

State of the Art in Global Optimization

State of the Art in Global Optimization PDF Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 1461334373
Category : Mathematics
Languages : en
Pages : 638

Get Book Here

Book Description
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.

Convex Analysis and Global Optimization

Convex Analysis and Global Optimization PDF Author: Hoang Tuy
Publisher: Springer Science & Business Media
ISBN: 1475728093
Category : Mathematics
Languages : en
Pages : 346

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Book Description
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.

Frontiers in Global Optimization

Frontiers in Global Optimization PDF Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 146130251X
Category : Mathematics
Languages : en
Pages : 590

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Book Description
Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed invited papers submitted at the 4th international confer ence on Frontiers in Global Optimization held at Santorini, Greece during June 8-12, 2003. Santorini is one of the few sites of Greece, with wild beauty created by the explosion of a volcano which is in the middle of the gulf of the island. The mystic landscape with its numerous mult-extrema, was an inspiring location particularly for researchers working on global optimization. The three previous conferences on "Recent Advances in Global Opti mization", "State-of-the-Art in Global Optimization", and "Optimization in Computational Chemistry and Molecular Biology: Local and Global approaches" took place at Princeton University in 1991, 1995, and 1999, respectively. The papers in this volume focus on de terministic methods for global optimization, stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimiza tion in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics.

Handbook of Global Optimization

Handbook of Global Optimization PDF Author: Panos M. Pardalos
Publisher: Springer Science & Business Media
ISBN: 1475753624
Category : Mathematics
Languages : en
Pages : 571

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Book Description
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.

Models and Algorithms for Global Optimization

Models and Algorithms for Global Optimization PDF Author: Aimo Törn
Publisher: Springer Science & Business Media
ISBN: 0387367217
Category : Mathematics
Languages : en
Pages : 362

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Book Description
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.

Algorithms for Continuous Optimization

Algorithms for Continuous Optimization PDF Author: E. Spedicato
Publisher: Springer Science & Business Media
ISBN: 9400903693
Category : Mathematics
Languages : en
Pages : 572

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Book Description
The NATO Advanced Study Institute on "Algorithms for continuous optimiza tion: the state of the art" was held September 5-18, 1993, at II Ciocco, Barga, Italy. It was attended by 75 students (among them many well known specialists in optimiza tion) from the following countries: Belgium, Brasil, Canada, China, Czech Republic, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Rumania, Spain, Turkey, UK, USA, Venezuela. The lectures were given by 17 well known specialists in the field, from Brasil, China, Germany, Italy, Portugal, Russia, Sweden, UK, USA. Solving continuous optimization problems is a fundamental task in computational mathematics for applications in areas of engineering, economics, chemistry, biology and so on. Most real problems are nonlinear and can be of quite large size. Devel oping efficient algorithms for continuous optimization has been an important field of research in the last 30 years, with much additional impetus provided in the last decade by the availability of very fast and parallel computers. Techniques, like the simplex method, that were already considered fully developed thirty years ago have been thoroughly revised and enormously improved. The aim of this ASI was to present the state of the art in this field. While not all important aspects could be covered in the fifty hours of lectures (for instance multiob jective optimization had to be skipped), we believe that most important topics were presented, many of them by scientists who greatly contributed to their development.

Probabilistic Constrained Optimization

Probabilistic Constrained Optimization PDF Author: Stanislav Uryasev
Publisher: Springer Science & Business Media
ISBN: 1475731507
Category : Mathematics
Languages : en
Pages : 319

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Book Description
Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

Handbook of Parallel Computing and Statistics

Handbook of Parallel Computing and Statistics PDF Author: Erricos John Kontoghiorghes
Publisher: CRC Press
ISBN: 9781420028683
Category : Computers
Languages : en
Pages : 560

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Book Description
Technological improvements continue to push back the frontier of processor speed in modern computers. Unfortunately, the computational intensity demanded by modern research problems grows even faster. Parallel computing has emerged as the most successful bridge to this computational gap, and many popular solutions have emerged based on its concepts

Large-Scale PDE-Constrained Optimization

Large-Scale PDE-Constrained Optimization PDF Author: Lorenz T. Biegler
Publisher: Springer Science & Business Media
ISBN: 364255508X
Category : Mathematics
Languages : en
Pages : 347

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Book Description
Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. With the maturing of technology for PDE simulation, interest has now increased in PDE-based optimization. The chapters in this volume collectively assess the state of the art in PDE-constrained optimization, identify challenges to optimization presented by modern highly parallel PDE simulation codes, and discuss promising algorithmic and software approaches for addressing them. These contributions represent current research of two strong scientific computing communities, in optimization and PDE simulation. This volume merges perspectives in these two different areas and identifies interesting open questions for further research.

Handbook of Intelligent Computing and Optimization for Sustainable Development

Handbook of Intelligent Computing and Optimization for Sustainable Development PDF Author: Mukhdeep Singh Manshahia
Publisher: John Wiley & Sons
ISBN: 1119792622
Category : Technology & Engineering
Languages : en
Pages : 944

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Book Description
HANDBOOK OF INTELLIGENT COMPUTING AND OPTIMIZATION FOR SUSTAINABLE DEVELOPMENT This book provides a comprehensive overview of the latest breakthroughs and recent progress in sustainable intelligent computing technologies, applications, and optimization techniques across various industries. Optimization has received enormous attention along with the rapidly increasing use of communication technology and the development of user-friendly software and artificial intelligence. In almost all human activities, there is a desire to deliver the highest possible results with the least amount of effort. Moreover, optimization is a very well-known area with a vast number of applications, from route finding problems to medical treatment, construction, finance, accounting, engineering, and maintenance schedules in plants. As far as optimization of real-world problems is concerned, understanding the nature of the problem and grouping it in a proper class may help the designer employ proper techniques which can solve the problem efficiently. Many intelligent optimization techniques can find optimal solutions without the use of objective function and are less prone to local conditions. The 41 chapters comprising the Handbook of Intelligent Computing and Optimization for Sustainable Development by subject specialists, represent diverse disciplines such as mathematics and computer science, electrical and electronics engineering, neuroscience and cognitive sciences, medicine, and social sciences, and provide the reader with an integrated understanding of the importance that intelligent computing has in the sustainable development of current societies. It discusses the emerging research exploring the theoretical and practical aspects of successfully implementing new and innovative intelligent techniques in a variety of sectors, including IoT, manufacturing, optimization, and healthcare. Audience It is a pivotal reference source for IT specialists, industry professionals, managers, executives, researchers, scientists, and engineers seeking current research in emerging perspectives in the field of artificial intelligence in the areas of Internet of Things, renewable energy, optimization, and smart cities.