Applied Optimization

Formulation and Algorithms for Engineering Systems

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Paperback | 18 January 2009

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788 Pages

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The starting point in the formulation of any numerical problem is to take an intuitive idea about the problem in question and to translate it into precise mathematical language. This book provides step-by-step descriptions of how to formulate numerical problems and develops techniques for solving them. A number of engineering case studies motivate the development of efficient algorithms that involve, in some cases, transformation of the problem from its initial formulation into a more tractable form. Five general problem classes are considered: linear systems of equations, non-linear systems of equations, unconstrained optimization, equality-constrained optimization and inequality-constrained optimization. The book contains many worked examples and homework exercises and is suitable for students of engineering or operations research taking courses in optimization. Supplementary material including solutions, lecture slides and appendices are available online at www.cambridge.org/9780521855648.

Industry Reviews

'Applied Optimization is an excellent text for rigourously introducing graduate and advanced undergraduate engineers to non stochastic optimization. I also think it serves as an excellent reference for engineers in the field who need a clear introduction to this area of mathematics/operations research.' IEEE Control Systems Magazine

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You Can Find This Book In

Non-Fiction Engineering & Technology Civil Engineering Structural Engineering Technology in General Engineering in General Mathematics Applied Mathematics Science Physics Classical Mathematics Energy Technology & Engineering

Electrical Engineering Optimisation Electronics & Communications Engineering Business & Management Operational Research

List of illustrations
Preface
Introduction
Problems, algorithms and solutions
Transformation of problems
Linear simultaneous equations
Case studies
Algorithms
Non-linear simultaneous equations
Case Studies
Algorithms
Solution of the case studies
rUnconstrained optimization
Case studies
Algorithms
Solution of the case studies
Equality-constrained optimization
Case studies
Algorithms for linear constraints
Algorithms for non-linear constraints
Inequality-constrained optimization
Case studies
Algorithms for non-negativity constraints
Algorithms for linear constraints
Solution of the linearly constrained case studies
Algorithms for non-linear constraints
Solution of the non-linearly constrained case studies
References
Index
Appendices
Table of Contents provided by Publisher. All Rights Reserved.

Applied Optimization

Formulation and Algorithms for Engineering Systems

At a Glance

Paperback

Industry Reviews

Shipping

How to return your order

Defective items

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