Global Optimization in Action Continuous and Lipschitz Optimization: Algorithms, Implementations and Applications

In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local so...

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Bibliographic Details
Main Author: Pintér, János D.
Format: eBook
Language:English
Published: New York, NY Springer US 1996, 1996
Edition:1st ed. 1996
Series:Nonconvex Optimization and Its Applications
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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245 0 0 |a Global Optimization in Action  |h Elektronische Ressource  |b Continuous and Lipschitz Optimization: Algorithms, Implementations and Applications  |c by János D. Pintér 
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300 |a XXVIII, 480 p  |b online resource 
505 0 |a One Global Optimization: A Brief Review -- 1.1 General Problem Statement and Special Model Forms -- 1.2 Solution Approaches -- Two Partition Strategies in Global Optimization: The Continuous and the Lipschitzian Case -- 2.1 An Introduction to Partition Algorithms -- 2.2 Convergence Properties of Adaptive Partition Algorithms -- 2.3 Partition Algorithms on Intervals -- 2.4 Partition Algorithms on Multidimensional Intervals -- 2.5 Simplex Partition Strategies -- 2.6 Partition Methods on General Convex and Star Sets -- 2.7 Partition Strategies in General Lipschitz Optimization -- Three Implementation Aspects, Algorithm Modifications and Stochastic Extensions -- 3.1 Diagonally Extended Univariate Algorithms for Multidimensional Global Optimization -- 3.2 Estimation of Lipschitzian Problem Characteristics in Global Optimization -- 3.3 General Lipschitz Optimization Applying Penalty Multipliers -- 3.4 An Implementation of a Lipschitzian Global Optimization Procedure -- 3.5 Decision Making under Uncertainty:Stochastic Model Forms -- 3.6 Adaptive Stochastic Optimization Procedures -- 3.7 Estimation of Noise-Perturbed Function Values -- Four Applications -- 4.1 Nonlinear Approximation: Systems of Equations and Inequalities -- 4.2 Data Classification (Clustering) and Related Problems -- 4.3 Aggregation of Negotiated Expert Opinions -- 4.4 Product (Mixture) Design -- 4.5 Globally Optimized Calibration of Complex System Models -- 4.6 Calibration Model Versions, Illustrated by Examples -- 4.7 Dynamic Modelling of Phosphorus Release from Sediments -- 4.8 Aquifer Model Calibration -- 4.9 Industrial Wastewater Management -- 4.10 Multiple Source River Pollution Management -- 4.11 Lake Eutrophication Management -- 4.12 Risk Management of Accidental Water Pollution -- Afterword -- Some Further Research Perspectives -- References 
653 |a Optimization 
653 |a Control theory 
653 |a Systems Theory, Control 
653 |a System theory 
653 |a Mathematical Modeling and Industrial Mathematics 
653 |a Applications of Mathematics 
653 |a Mathematics 
653 |a Mathematical optimization 
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520 |a In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local solutions; hence, it is natural to search for the globally best solution(s). Global Optimization in Action provides a comprehensive discussion of adaptive partition strategies to solve global optimization problems under very general structural requirements. A unified approach to numerous known algorithms makes possible straightforward generalizations and extensions, leading to efficient computer-based implementations. A considerable part of the book is devoted to applications, including some generic problems from numerical analysis, and several case studies in environmental systems analysis and management. The book is essentially self-contained and is based on theauthor's research, in cooperation (on applications) with a number of colleagues. Audience: Professors, students, researchers and other professionals in the fields of operations research, management science, industrial and applied mathematics, computer science, engineering, economics and the environmental sciences