Optimization

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Algorithms for Optimization

Author : Mykel J. Kochenderfer
Publisher : MIT Press
ISBN 13 : 0262039427
Total Pages : 521 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Algorithms for Optimization by : Mykel J. Kochenderfer

Download or read book Algorithms for Optimization written by Mykel J. Kochenderfer and published by MIT Press. This book was released on 2019-03-12 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Optimization Theory with Applications

Author : Donald A. Pierre
Publisher : Courier Corporation
ISBN 13 : 0486136957
Total Pages : 644 pages
Book Rating : 4.4/5 (861 download)

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Book Synopsis Optimization Theory with Applications by : Donald A. Pierre

Download or read book Optimization Theory with Applications written by Donald A. Pierre and published by Courier Corporation. This book was released on 2012-07-12 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Numerical Optimization

Author : Jorge Nocedal
Publisher : Springer Science & Business Media
ISBN 13 : 0387400656
Total Pages : 686 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Numerical Optimization by : Jorge Nocedal

Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-12-11 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Algorithms for Decision Making

Author : Mykel J. Kochenderfer
Publisher : MIT Press
ISBN 13 : 0262370239
Total Pages : 701 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis Algorithms for Decision Making by : Mykel J. Kochenderfer

Download or read book Algorithms for Decision Making written by Mykel J. Kochenderfer and published by MIT Press. This book was released on 2022-08-16 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Optimization Models

Author : Giuseppe C. Calafiore
Publisher : Cambridge University Press
ISBN 13 : 1107050871
Total Pages : 651 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Optimization Models by : Giuseppe C. Calafiore

Download or read book Optimization Models written by Giuseppe C. Calafiore and published by Cambridge University Press. This book was released on 2014-10-31 with total page 651 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible textbook demonstrates how to recognize, simplify, model and solve optimization problems - and apply these principles to new projects.

Practical Optimization

Author : Philip E. Gill
Publisher : SIAM
ISBN 13 : 1611975603
Total Pages : 422 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Practical Optimization by : Philip E. Gill

Download or read book Practical Optimization written by Philip E. Gill and published by SIAM. This book was released on 2019-12-16 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the intervening years since this book was published in 1981, the field of optimization has been exceptionally lively. This fertility has involved not only progress in theory, but also faster numerical algorithms and extensions into unexpected or previously unknown areas such as semidefinite programming. Despite these changes, many of the important principles and much of the intuition can be found in this Classics version of Practical Optimization. This book provides model algorithms and pseudocode, useful tools for users who prefer to write their own code as well as for those who want to understand externally provided code. It presents algorithms in a step-by-step format, revealing the overall structure of the underlying procedures and thereby allowing a high-level perspective on the fundamental differences. And it contains a wealth of techniques and strategies that are well suited for optimization in the twenty-first century, and particularly in the now-flourishing fields of data science, big data, and machine learning. Practical Optimization is appropriate for advanced undergraduates, graduate students, and researchers interested in methods for solving optimization problems.

First-Order Methods in Optimization

Author : Amir Beck
Publisher : SIAM
ISBN 13 : 1611974984
Total Pages : 476 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis First-Order Methods in Optimization by : Amir Beck

Download or read book First-Order Methods in Optimization written by Amir Beck and published by SIAM. This book was released on 2017-10-02 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration cost as well as low memory storage. The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books. First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both variables and functional decomposition methods.

Pricing and Revenue Optimization

Author : Robert Phillips
Publisher : Stanford University Press
ISBN 13 : 0804781648
Total Pages : 470 pages
Book Rating : 4.8/5 (47 download)

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Book Synopsis Pricing and Revenue Optimization by : Robert Phillips

Download or read book Pricing and Revenue Optimization written by Robert Phillips and published by Stanford University Press. This book was released on 2005-08-05 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first comprehensive introduction to the concepts, theories, and applications of pricing and revenue optimization. From the initial success of "yield management" in the commercial airline industry down to more recent successes of markdown management and dynamic pricing, the application of mathematical analysis to optimize pricing has become increasingly important across many different industries. But, since pricing and revenue optimization has involved the use of sophisticated mathematical techniques, the topic has remained largely inaccessible to students and the typical manager. With methods proven in the MBA courses taught by the author at Columbia and Stanford Business Schools, this book presents the basic concepts of pricing and revenue optimization in a form accessible to MBA students, MS students, and advanced undergraduates. In addition, managers will find the practical approach to the issue of pricing and revenue optimization invaluable. Solutions to the end-of-chapter exercises are available to instructors who are using this book in their courses. For access to the solutions manual, please contact [email protected].

Mathematical Modeling

Author : Mark M. Meerschaert
Publisher : Elsevier
ISBN 13 : 9780123708571
Total Pages : 360 pages
Book Rating : 4.7/5 (85 download)

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Book Synopsis Mathematical Modeling by : Mark M. Meerschaert

Download or read book Mathematical Modeling written by Mark M. Meerschaert and published by Elsevier. This book was released on 2007-06-18 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Modeling, Third Edition is a general introduction to an increasingly crucial topic for today's mathematicians. Unlike textbooks focused on one kind of mathematical model, this book covers the broad spectrum of modeling problems, from optimization to dynamical systems to stochastic processes. Mathematical modeling is the link between mathematics and the rest of the world. Meerschaert shows how to refine a question, phrasing it in precise mathematical terms. Then he encourages students to reverse the process, translating the mathematical solution back into a comprehensible, useful answer to the original question. This textbook mirrors the process professionals must follow in solving complex problems. Each chapter in this book is followed by a set of challenging exercises. These exercises require significant effort on the part of the student, as well as a certain amount of creativity. Meerschaert did not invent the problems in this book--they are real problems, not designed to illustrate the use of any particular mathematical technique. Meerschaert's emphasis on principles and general techniques offers students the mathematical background they need to model problems in a wide range of disciplines. Increased support for instructors, including MATLAB material New sections on time series analysis and diffusion models Additional problems with international focus such as whale and dolphin populations, plus updated optimization problems

Linear and Nonlinear Optimization

Author : Igor Griva
Publisher : SIAM
ISBN 13 : 0898716616
Total Pages : 742 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Linear and Nonlinear Optimization by : Igor Griva

Download or read book Linear and Nonlinear Optimization written by Igor Griva and published by SIAM. This book was released on 2009-03-26 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Flexible graduate textbook that introduces the applications, theory, and algorithms of linear and nonlinear optimization in a clear succinct style, supported by numerous examples and exercises. It introduces important realistic applications and explains how optimization can address them.

Discrete Optimization Algorithms

Author : Maciej M. Sys?o
Publisher : Courier Corporation
ISBN 13 : 0486453537
Total Pages : 564 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis Discrete Optimization Algorithms by : Maciej M. Sys?o

Download or read book Discrete Optimization Algorithms written by Maciej M. Sys?o and published by Courier Corporation. This book was released on 2006-01-01 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rich in publications, the well-established field of discrete optimization nevertheless features relatively few books with ready-to-use computer programs. This book, geared toward upper-level undergraduates and graduate students, addresses that need. In addition, it offers a look at the programs' derivation and performance characteristics. Subjects include linear and integer programming, packing and covering, optimization on networks, and coloring and scheduling. A familiarity with design, analysis, and use of computer algorithms is assumed, along with knowledge of programming in Pascal. The book can be used as a supporting text in discrete optimization courses or as a software handbook, with twenty-six programs that execute the most common algorithms in each topic area. Each chapter is self-contained, allowing readers to browse at will.

Optimization—Theory and Practice

Author : Wilhelm Forst
Publisher : Springer Science & Business Media
ISBN 13 : 0387789766
Total Pages : 420 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Optimization—Theory and Practice by : Wilhelm Forst

Download or read book Optimization—Theory and Practice written by Wilhelm Forst and published by Springer Science & Business Media. This book was released on 2010-07-26 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science. This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.

Mathematics of Optimization: How to do Things Faster

Author : Steven J. Miller
Publisher : American Mathematical Soc.
ISBN 13 : 1470441144
Total Pages : 353 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Mathematics of Optimization: How to do Things Faster by : Steven J. Miller

Download or read book Mathematics of Optimization: How to do Things Faster written by Steven J. Miller and published by American Mathematical Soc.. This book was released on 2017-12-20 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Optimization

Author : Jan Brinkhuis
Publisher : Princeton University Press
ISBN 13 : 1400829364
Total Pages : 683 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Optimization by : Jan Brinkhuis

Download or read book Optimization written by Jan Brinkhuis and published by Princeton University Press. This book was released on 2011-02-11 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic optimization. The book's overarching point is that most problems may be solved by the direct application of the theorems of Fermat, Lagrange, and Weierstrass. The authors show how the intuition for each of the theoretical results can be supported by simple geometric figures. They include numerous applications through the use of varied classical and practical problems. Even experts may find some of these applications truly surprising. A basic mathematical knowledge is sufficient to understand the topics covered in this book. More advanced readers, even experts, will be surprised to see how all main results can be grounded on the Fermat-Lagrange theorem. The book can be used for courses on continuous optimization, from introductory to advanced, for any field for which optimization is relevant.

Nonlinear Optimization

Author : Andrzej Ruszczynski
Publisher : Princeton University Press
ISBN 13 : 1400841054
Total Pages : 463 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Nonlinear Optimization by : Andrzej Ruszczynski

Download or read book Nonlinear Optimization written by Andrzej Ruszczynski and published by Princeton University Press. This book was released on 2011-09-19 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems. Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.

Variational Methods in Optimization

Author : Donald R. Smith
Publisher : Courier Corporation
ISBN 13 : 9780486404554
Total Pages : 406 pages
Book Rating : 4.4/5 (45 download)

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Book Synopsis Variational Methods in Optimization by : Donald R. Smith

Download or read book Variational Methods in Optimization written by Donald R. Smith and published by Courier Corporation. This book was released on 1998-01-01 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highly readable text elucidates applications of the chain rule of differentiation, integration by parts, parametric curves, line integrals, double integrals, and elementary differential equations. 1974 edition.

Convex Optimization

Author : Stephen P. Boyd
Publisher : Cambridge University Press
ISBN 13 : 9780521833783
Total Pages : 744 pages
Book Rating : 4.8/5 (337 download)

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Book Synopsis Convex Optimization by : Stephen P. Boyd

Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.