Optimization

Optimization

by Rajesh Kumar Arora
Released May 2015
Publisher(s): CRC Press
ISBN: 9781498721158

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Book description

Choose the Correct Solution Method for Your Optimization Problem

Optimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs.

The book covers both gradient and stochastic methods as solution techniques for unconstrained and constrained optimization problems. It discusses the conjugate gradient method, Broyden–Fletcher–Goldfarb–Shanno algorithm, Powell method, penalty function, augmented Lagrange multiplier method, sequential quadratic programming, method of feasible directions, genetic algorithms, particle swarm optimization (PSO), simulated annealing, ant colony optimization, and tabu search methods. The author shows how to solve non-convex multi-objective optimization problems using simple modifications of the basic PSO code. The book also introduces multidisciplinary design optimization (MDO) architectures—one of the first optimization books to do so—and develops software codes for the simplex method and affine-scaling interior point method for solving linear programming problems. In addition, it examines Gomory’s cutting plane method, the branch-and-bound method, and Balas’ algorithm for integer programming problems.

The author follows a step-by-step approach to developing the MATLAB® codes from the algorithms. He then applies the codes to solve both standard functions taken from the literature and real-world applications, including a complex trajectory design problem of a robot, a portfolio optimization problem, and a multi-objective shape optimization problem of a reentry body. This hands-on approach improves your understanding and confidence in handling different solution methods. The MATLAB codes are available on the book’s CRC Press web page.

Table of contents

  1. Front Cover (1/2)
  2. Front Cover (2/2)
  3. Contents
  4. Preface (1/2)
  5. Preface (2/2)
  6. Chapter 1: Introduction (1/7)
  7. Chapter 1: Introduction (2/7)
  8. Chapter 1: Introduction (3/7)
  9. Chapter 1: Introduction (4/7)
  10. Chapter 1: Introduction (5/7)
  11. Chapter 1: Introduction (6/7)
  12. Chapter 1: Introduction (7/7)
  13. Chapter 2: 1-D Optimization Algorithms (1/4)
  14. Chapter 2: 1-D Optimization Algorithms (2/4)
  15. Chapter 2: 1-D Optimization Algorithms (3/4)
  16. Chapter 2: 1-D Optimization Algorithms (4/4)
  17. Chapter 3: Unconstrained Optimization (1/8)
  18. Chapter 3: Unconstrained Optimization (2/8)
  19. Chapter 3: Unconstrained Optimization (3/8)
  20. Chapter 3: Unconstrained Optimization (4/8)
  21. Chapter 3: Unconstrained Optimization (5/8)
  22. Chapter 3: Unconstrained Optimization (6/8)
  23. Chapter 3: Unconstrained Optimization (7/8)
  24. Chapter 3: Unconstrained Optimization (8/8)
  25. Chapter 4: Linear Programming (1/10)
  26. Chapter 4: Linear Programming (2/10)
  27. Chapter 4: Linear Programming (3/10)
  28. Chapter 4: Linear Programming (4/10)
  29. Chapter 4: Linear Programming (5/10)
  30. Chapter 4: Linear Programming (6/10)
  31. Chapter 4: Linear Programming (7/10)
  32. Chapter 4: Linear Programming (8/10)
  33. Chapter 4: Linear Programming (9/10)
  34. Chapter 4: Linear Programming (10/10)
  35. Chapter 5: Guided Random Search Methods (1/6)
  36. Chapter 5: Guided Random Search Methods (2/6)
  37. Chapter 5: Guided Random Search Methods (3/6)
  38. Chapter 5: Guided Random Search Methods (4/6)
  39. Chapter 5: Guided Random Search Methods (5/6)
  40. Chapter 5: Guided Random Search Methods (6/6)
  41. Chapter 6: Constrained Optimization (1/7)
  42. Chapter 6: Constrained Optimization (2/7)
  43. Chapter 6: Constrained Optimization (3/7)
  44. Chapter 6: Constrained Optimization (4/7)
  45. Chapter 6: Constrained Optimization (5/7)
  46. Chapter 6: Constrained Optimization (6/7)
  47. Chapter 6: Constrained Optimization (7/7)
  48. Chapter 7: Multiobjective Optimization (1/4)
  49. Chapter 7: Multiobjective Optimization (2/4)
  50. Chapter 7: Multiobjective Optimization (3/4)
  51. Chapter 7: Multiobjective Optimization (4/4)
  52. Chapter 8: Geometric Programming (1/4)
  53. Chapter 8: Geometric Programming (2/4)
  54. Chapter 8: Geometric Programming (3/4)
  55. Chapter 8: Geometric Programming (4/4)
  56. Chapter 9: Multidisciplinary Design Optimization (1/4)
  57. Chapter 9: Multidisciplinary Design Optimization (2/4)
  58. Chapter 9: Multidisciplinary Design Optimization (3/4)
  59. Chapter 9: Multidisciplinary Design Optimization (4/4)
  60. Chapter 10: Integer Programming (1/6)
  61. Chapter 10: Integer Programming (2/6)
  62. Chapter 10: Integer Programming (3/6)
  63. Chapter 10: Integer Programming (4/6)
  64. Chapter 10: Integer Programming (5/6)
  65. Chapter 10: Integer Programming (6/6)
  66. Chapter 11: Dynamic Programming (1/2)
  67. Chapter 11: Dynamic Programming (2/2)
  68. Bibliography (1/2)
  69. Bibliography (2/2)
  70. Appendix A: Introduction to MATLAB® (1/3)
  71. Appendix A: Introduction to MATLAB® (2/3)
  72. Appendix A: Introduction to MATLAB® (3/3)
  73. Appendix B: MATLAB® Code (1/16)
  74. Appendix B: MATLAB® Code (2/16)
  75. Appendix B: MATLAB® Code (3/16)
  76. Appendix B: MATLAB® Code (4/16)
  77. Appendix B: MATLAB® Code (5/16)
  78. Appendix B: MATLAB® Code (6/16)
  79. Appendix B: MATLAB® Code (7/16)
  80. Appendix B: MATLAB® Code (8/16)
  81. Appendix B: MATLAB® Code (9/16)
  82. Appendix B: MATLAB® Code (10/16)
  83. Appendix B: MATLAB® Code (11/16)
  84. Appendix B: MATLAB® Code (12/16)
  85. Appendix B: MATLAB® Code (13/16)
  86. Appendix B: MATLAB® Code (14/16)
  87. Appendix B: MATLAB® Code (15/16)
  88. Appendix B: MATLAB® Code (16/16)
  89. Appendix C: Solutions to Chapter Problems (1/8)
  90. Appendix C: Solutions to Chapter Problems (2/8)
  91. Appendix C: Solutions to Chapter Problems (3/8)
  92. Appendix C: Solutions to Chapter Problems (4/8)
  93. Appendix C: Solutions to Chapter Problems (5/8)
  94. Appendix C: Solutions to Chapter Problems (6/8)
  95. Appendix C: Solutions to Chapter Problems (7/8)
  96. Appendix C: Solutions to Chapter Problems (8/8)
  97. Back Cover

Product information

  • Title: Optimization
  • Author(s): Rajesh Kumar Arora
  • Release date: May 2015
  • Publisher(s): CRC Press
  • ISBN: 9781498721158