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Adaptive Stochastic Optimization Techniques With Applications
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Book Synopsis Adaptive Stochastic Optimization Techniques with Applications by : James A. Momoh
Download or read book Adaptive Stochastic Optimization Techniques with Applications written by James A. Momoh and published by CRC Press. This book was released on 2015-12-02 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive Stochastic Optimization Techniques with Applications provides a single, convenient source for state-of-the-art information on optimization techniques used to solve problems with adaptive, dynamic, and stochastic features. Presenting modern advances in static and dynamic optimization, decision analysis, intelligent systems, evolutionary pro
Book Synopsis Stochastic Adaptive Search for Global Optimization by : Z.B. Zabinsky
Download or read book Stochastic Adaptive Search for Global Optimization written by Z.B. Zabinsky and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods.
Book Synopsis Stochastic Optimization Methods by : Kurt Marti
Download or read book Stochastic Optimization Methods written by Kurt Marti and published by Springer. This book was released on 2015-02-21 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems. Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures and differentiation formulas for probabilities and expectations. In the third edition, this book further develops stochastic optimization methods. In particular, it now shows how to apply stochastic optimization methods to the approximate solution of important concrete problems arising in engineering, economics and operations research.
Book Synopsis Stochastic Global Optimization by : Gade Pandu Rangaiah
Download or read book Stochastic Global Optimization written by Gade Pandu Rangaiah and published by World Scientific. This book was released on 2010 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ch. 1. Introduction / Gade Pandu Rangaiah -- ch. 2. Formulation and illustration of Luus-Jaakola optimization procedure / Rein Luus -- ch. 3. Adaptive random search and simulated annealing optimizers : algorithms and application issues / Jacek M. Jezowski, Grzegorz Poplewski and Roman Bochenek -- ch. 4. Genetic algorithms in process engineering : developments and implementation issues / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 5. Tabu search for global optimization of problems having continuous variables / Sim Mong Kai, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 6. Differential evolution : method, developments and chemical engineering applications / Chen Shaoqiang, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 7. Ant colony optimization : details of algorithms suitable for process engineering / V.K. Jayaraman [und weitere] -- ch. 8. Particle swarm optimization for solving NLP and MINLP in chemical engineering / Bassem Jarboui [und weitere] -- ch. 9. An introduction to the harmony search algorithm / Gordon Ingram and Tonghua Zhang -- ch. 10. Meta-heuristics : evaluation and reporting techniques / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 11. A hybrid approach for constraint handling in MINLP optimization using stochastic algorithms / G.A. Durand [und weitere] -- ch. 12. Application of Luus-Jaakola optimization procedure to model reduction, parameter estimation and optimal control / Rein Luus -- ch. 13. Phase stability and equilibrium calculations in reactive systems using differential evolution and tabu search / Adrian Bonilla-Petriciolet [und weitere] -- ch. 14. Differential evolution with tabu list for global optimization : evaluation of two versions on benchmark and phase stability problems / Mekapati Srinivas and Gade Pandu Rangaiah -- ch. 15. Application of adaptive random search optimization for solving industrial water allocation problem / Grzegorz Poplewski and Jacek M. Jezowski -- ch. 16. Genetic algorithms formulation for retrofitting heat exchanger network / Roman Bochenek and Jacek M. Jezowski -- ch. 17. Ant colony optimization for classification and feature selection / V.K. Jayaraman [und weitere] -- ch. 18. Constraint programming and genetic algorithm / Prakash R. Kotecha, Mani Bhushan and Ravindra D. Gudi -- ch. 19. Schemes and implementations of parallel stochastic optimization algorithms application of tabu search to chemical engineering problems / B. Lin and D.C. Miller
Book Synopsis Reinforcement Learning and Stochastic Optimization by : Warren B. Powell
Download or read book Reinforcement Learning and Stochastic Optimization written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2022-03-15 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt: REINFORCEMENT LEARNING AND STOCHASTIC OPTIMIZATION Clearing the jungle of stochastic optimization Sequential decision problems, which consist of “decision, information, decision, information,” are ubiquitous, spanning virtually every human activity ranging from business applications, health (personal and public health, and medical decision making), energy, the sciences, all fields of engineering, finance, and e-commerce. The diversity of applications attracted the attention of at least 15 distinct fields of research, using eight distinct notational systems which produced a vast array of analytical tools. A byproduct is that powerful tools developed in one community may be unknown to other communities. Reinforcement Learning and Stochastic Optimization offers a single canonical framework that can model any sequential decision problem using five core components: state variables, decision variables, exogenous information variables, transition function, and objective function. This book highlights twelve types of uncertainty that might enter any model and pulls together the diverse set of methods for making decisions, known as policies, into four fundamental classes that span every method suggested in the academic literature or used in practice. Reinforcement Learning and Stochastic Optimization is the first book to provide a balanced treatment of the different methods for modeling and solving sequential decision problems, following the style used by most books on machine learning, optimization, and simulation. The presentation is designed for readers with a course in probability and statistics, and an interest in modeling and applications. Linear programming is occasionally used for specific problem classes. The book is designed for readers who are new to the field, as well as those with some background in optimization under uncertainty. Throughout this book, readers will find references to over 100 different applications, spanning pure learning problems, dynamic resource allocation problems, general state-dependent problems, and hybrid learning/resource allocation problems such as those that arose in the COVID pandemic. There are 370 exercises, organized into seven groups, ranging from review questions, modeling, computation, problem solving, theory, programming exercises and a “diary problem” that a reader chooses at the beginning of the book, and which is used as a basis for questions throughout the rest of the book.
Book Synopsis Stochastic Optimization by : Stanislav Uryasev
Download or read book Stochastic Optimization written by Stanislav Uryasev and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Author :Hime Aguiar e Oliveira Junior Publisher :Springer Science & Business Media ISBN 13 :364227479X Total Pages :210 pages Book Rating :4.6/5 (422 download)
Book Synopsis Stochastic Global Optimization and Its Applications with Fuzzy Adaptive Simulated Annealing by : Hime Aguiar e Oliveira Junior
Download or read book Stochastic Global Optimization and Its Applications with Fuzzy Adaptive Simulated Annealing written by Hime Aguiar e Oliveira Junior and published by Springer Science & Business Media. This book was released on 2012-01-26 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic global optimization is a very important subject, that has applications in virtually all areas of science and technology. Therefore there is nothing more opportune than writing a book about a successful and mature algorithm that turned out to be a good tool in solving difficult problems. Here we present some techniques for solving several problems by means of Fuzzy Adaptive Simulated Annealing (Fuzzy ASA), a fuzzy-controlled version of ASA, and by ASA itself. ASA is a sophisticated global optimization algorithm that is based upon ideas of the simulated annealing paradigm, coded in the C programming language and developed to statistically find the best global fit of a nonlinear constrained, non-convex cost function over a multi-dimensional space. By presenting detailed examples of its application we want to stimulate the reader’s intuition and make the use of Fuzzy ASA (or regular ASA) easier for everyone wishing to use these tools to solve problems. We kept formal mathematical requirements to a minimum and focused on continuous problems, although ASA is able to handle discrete optimization tasks as well. This book can be used by researchers and practitioners in engineering and industry, in courses on optimization for advanced undergraduate and graduate levels, and also for self-study.
Book Synopsis Intelligent Control by : Kaushik Das Sharma
Download or read book Intelligent Control written by Kaushik Das Sharma and published by Springer. This book was released on 2018-08-28 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses systematic designs of stable adaptive fuzzy logic controllers employing hybridizations of Lyapunov strategy-based approaches/H∞ theory-based approaches and contemporary stochastic optimization techniques. The text demonstrates how candidate stochastic optimization techniques like Particle swarm optimization (PSO), harmony search (HS) algorithms, covariance matrix adaptation (CMA) etc. can be utilized in conjunction with the Lyapunov theory/H∞ theory to develop such hybrid control strategies. The goal of developing a series of such hybridization processes is to combine the strengths of both Lyapunov theory/H∞ theory-based local search methods and stochastic optimization-based global search methods, so as to attain superior control algorithms that can simultaneously achieve desired asymptotic performance and provide improved transient responses. The book also demonstrates how these intelligent adaptive control algorithms can be effectively utilized in real-life applications such as in temperature control for air heater systems with transportation delay, vision-based navigation of mobile robots, intelligent control of robot manipulators etc.
Book Synopsis Hybrid L1 Adaptive Control by : Roshni Maiti
Download or read book Hybrid L1 Adaptive Control written by Roshni Maiti and published by Springer Nature. This book was released on 2022-03-01 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book details the designing of hybrid control strategies for practical systems containing time varying uncertainties, disturbances, nonlinearities, unknown parameters, unmodelled dynamics, delays, etc., concurrently. In this book, the advantages of different controllers will be brought together to produce superior control performance for the practical systems. Being aware of the advantages of adaptive controller to tackle unknown constant, time varying uncertainties and time varying disturbances, a variant of adaptive controller, namely L1 adaptive controller, is hybridized with other strategies. In this book, to facilitate optimal parameter setting of the basic L1 adaptive controller, stochastic optimization technique will be hybridized with it. The stability of the optimization technique along with the controller will be guaranteed analytically with the help of spectral radius convergence. The proposed method exhibits satisfactory exploration and exploitation capabilities. Again, this book will throw light on tackling nonlinearities along with uncertainties and disturbances by hybridizing fuzzy logic with L1 adaptive controller. The performances of the designed controllers will be compared with different control methodologies to validate their effectiveness. The overall stability of the nonlinear system with the designed controller will be guaranteed with the help of fuzzy Lyapunov function to retain the zonal behaviour of the system. This fuzzy PDC-L1 adaptive controller is efficient to tackle nonlinearities and at the same time cancels unknown constant, time varying uncertainties and time varying disturbances adequately. This book will also contain four simulation case studies to validate fruitfulness of the designed controllers. To demonstrate the superior control ability of these controllers in tackling practical system, three experimental case studies will also be provided.
Book Synopsis Stochastic Global Optimization by : Anatoly Zhigljavsky
Download or read book Stochastic Global Optimization written by Anatoly Zhigljavsky and published by Springer Science & Business Media. This book was released on 2007-11-20 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the main methodological and theoretical developments in stochastic global optimization. It is designed to inspire readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods. Among the book’s features is a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms.
Book Synopsis Stochastic Optimization Methods by : Kurt Marti
Download or read book Stochastic Optimization Methods written by Kurt Marti and published by Springer Nature. This book was released on with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applications of Stochastic Programming by : Stein W. Wallace
Download or read book Applications of Stochastic Programming written by Stein W. Wallace and published by SIAM. This book was released on 2005-06-01 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Book Synopsis Robust Optimization in Electric Energy Systems by : Xu Andy Sun
Download or read book Robust Optimization in Electric Energy Systems written by Xu Andy Sun and published by Springer Nature. This book was released on 2021-11-08 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other methodologies for decision making under uncertainty are first discussed. Then, the robust optimization theory is covered in a friendly and tutorial manner. Finally, a number of insightful short- and long-term applications pertaining to the electricity sector are considered. Specifically, the book includes: robust set characterization, robust optimization, adaptive robust optimization, hybrid robust-stochastic optimization, applications to short- and medium-term operations problems in the electricity sector, and applications to long-term investment problems in the electricity sector. Each chapter contains end-of-chapter problems, making it suitable for use as a text. The purpose of the book is to provide a self-contained overview of robust optimization techniques for decision making under uncertainty in the electricity sector. The targeted audience includes industrial and power engineering students and practitioners in energy fields. The young field of robust optimization is reaching maturity in many respects. It is also useful for practitioners, as it provides a number of electricity industry applications described up to working algorithms (in JuliaOpt).
Book Synopsis Stochastic Optimization by : Kurt Marti
Download or read book Stochastic Optimization written by Kurt Marti and published by Springer. This book was released on 1992 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Introduction to Stochastic Search and Optimization by : James C. Spall
Download or read book Introduction to Stochastic Search and Optimization written by James C. Spall and published by John Wiley & Sons. This book was released on 2005-03-11 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: * Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will appeal to both students and researchers. * Features exercises and web links to software and data sets.
Book Synopsis Derivative-Free and Blackbox Optimization by : Charles Audet
Download or read book Derivative-Free and Blackbox Optimization written by Charles Audet and published by Springer. This book was released on 2017-12-02 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed as a textbook, suitable for self-learning or for teaching an upper-year university course on derivative-free and blackbox optimization. The book is split into 5 parts and is designed to be modular; any individual part depends only on the material in Part I. Part I of the book discusses what is meant by Derivative-Free and Blackbox Optimization, provides background material, and early basics while Part II focuses on heuristic methods (Genetic Algorithms and Nelder-Mead). Part III presents direct search methods (Generalized Pattern Search and Mesh Adaptive Direct Search) and Part IV focuses on model-based methods (Simplex Gradient and Trust Region). Part V discusses dealing with constraints, using surrogates, and bi-objective optimization. End of chapter exercises are included throughout as well as 15 end of chapter projects and over 40 figures. Benchmarking techniques are also presented in the appendix.
Download or read book Stochastic Global Optimization written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
