Optimization Theory is an active area of research with numerous applications; many of the books are designed for engineering classes, and thus have an emphasis on problems from such fields. Covering much of the same material, there is less emphasis on coding and detailed applications as the intended audience is more mathematical. There are still several important problems discussed (especially scheduling problems), but there is more emphasis on theory and less on the nuts and bolts of coding. A constant theme of the text is the “why” and the “how” in the subject. Why are we able to do a calculation efficiently? How should we look at a problem? Extensive effort is made to motivate the mathematics and isolate how one can apply ideas/perspectives to a variety of problems. As many of the key algorithms in the subject require too much time or detail to analyze in a first course (such as the run-time of the Simplex Algorithm), there are numerous comparisons to simpler algorithms which students have either seen or can quickly learn (such as the Euclidean algorithm) to motivate the type of results on run-time savings.
An Introduction to Basic Optimization Theory and Classical and New Gradient-Based Algorithms Jan Snyman. Hessian matrix approximation to , 31 definition , 20 determination of stationary points , 155 diagonal curvature elements , 107 ill ...
This volume contains a collection of 23 papers presented at the 4th French-German Conference on Optimization, hold at Irsee, April 21 - 26, 1986.
This limits surrogate modelling to lower-dimensional problems in the same way that Taylor series approximations are limited ... have been considered more readily in the construction of surrogate models, Hardy (1975, 1990); Morris et al.
Broad-spectrum approach to important topic. Explores the classic theory of minima and maxima, classical calculus of variations, simplex technique and linear programming, optimality and dynamic programming, more. 1969 edition.
It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout.
For the Cobb-Douglas production function the log of output is a linear function of the logs of the inputs? ... for which a, the elasticity of substitution, is l /(1 + )6), generalizes the first three production functions: as )3 ...
The Handbook of Global Optimization by Horst and Pardalos (1995) (volume 1) introduced to the optimization techniques ... The Handbook of Test Problems in Local and Global Optimization (Floudas et al., 1999, 2010) contains test problems ...
Solutions are available for instructors. The book also provides suggestions for further reading to help students take the next step to more advanced material.
The numerical solution of this bilevel problem is shown in Fig. 2 for a main trajectory from (S0 ,L0) = (0,5) to (Sf ... Bard J (1998) Practical Bilevel Optimization: Algorithms and Applications. Kluwer Academic Publishers, Dordrecht 3.
The 29 full papers and 1 short paper presented in this volume were carefully reviewed and selected from 102 submissions. Additionally, 2 full invited papers are presented in the volume.